New Developments in Time Series Econometrics is popular PDF and ePub book, written by Jean-Marie Dufour in 2012-12-06, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, New Developments in Time Series Econometrics can be Read Online from any device for your convenience.
New Developments in Time Series Econometrics Book PDF Summary
This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
Detail Book of New Developments in Time Series Econometrics PDF
- Author : Jean-Marie Dufour
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9783642487422
- Genre : Business & Economics
- Total Page : 248 pages
- Language : English
- PDF File Size : 8,6 Mb
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