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.
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भाषा अंग्रेज़ी ● स्वरूप PDF ● ISBN 9783642487422 ● संपादक Jean-Marie Dufour & Baldev Raj ● प्रकाशक Physica-Verlag HD ● प्रकाशित 2012 ● डाउनलोड करने योग्य 3 बार ● मुद्रा EUR ● आईडी 6325188 ● कॉपी सुरक्षा Adobe DRM
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