Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series) - Tapa dura

 
9781840649512: Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)
Tapa dura
ISBN 10: 1840649518 ISBN 13: 9781840649512
Editorial: Edward Elgar Publishing Ltd, 2003

Sinopsis

This authoritative collection brings together the most important papers in time series econometrics published since 1990. These articles cover a range of central aspects of the field, concentrating in the main on theoretical and methodological developments. Taken together, they provide an overview of the current status of research in time series econometrics, emphasising those areas that appear to have attracted most recent interest in the profession.

Volume I includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume II covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.

These volumes will be essential reading for all who have an interest in this rapidly advancing subject.

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Acerca del autor

Edited by Paul Newbold and Stephen J. Leybourne, Professors of Econometrics, University of Nottingham, UK

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Edward Elgar Publishing Ltd
Año de publicación
2003
Idioma
Inglés
ISBN 10 
1840649518
ISBN 13 
9781840649512
Encuadernación
Tapa dura
Número de páginas
1200
Editor
Newbold Paul, Leybourne Stephen J.
Contacto del fabricante
no disponible
Persona responsable
no disponible