New Developments in Time Series Econometrics Image close
New Developments in Time Series Econometrics
New Developments in Time Series Econometrics
Show Hide Adult Content
New Developments in Time Series Econometrics close

Non-Fiction Books:

Home  
Books  
Non-Fiction  
Maths & Science  
Mathematics  
Probability & statistics

New Developments in Time Series Econometrics

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback / softback
$291.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $72.75 with Afterpay Learn more

6 weekly interest-free payments of $48.50 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 13-25 June using International Courier

Explore more Studies in Empirical Economics

See all products in this series

Economic Applications of Quantile Regression on Hardback
$312.00
Economic Applications of Quantile Regression
Hardback
Available - Usually ships in 3-4 weeks
Money Demand in Europe on Hardback
$462.00
Money Demand in Europe
Hardback
Available - Usually ships in 3-4 weeks
Panel Data on Hardback
$297.00
Panel Data
Hardback
Available - Usually ships in 3-4 weeks
Econometrics of Short and Unreliable Time Series
$290.00
Econometrics of Short and Unreliable Time Series
Paperback / softback
Available - Usually ships in 3-4 weeks
Output and Employment Fluctuations on Hardback
$293.00
Output and Employment Fluctuations
Hardback
Available - Usually ships in 3-4 weeks
The Economics of Education and Training
$447.00
The Economics of Education and Training
Paperback / softback
Available - Usually ships in 3-4 weeks
Advances in Public Economics
$290.00
Advances in Public Economics
Paperback / softback
Available - Usually ships in 3-4 weeks
Spatial Econometrics
$290.00
Spatial Econometrics
Paperback / softback
Available - Usually ships in 3-4 weeks
Panel Data Analysis
$291.00
Panel Data Analysis
Paperback / softback
Available - Usually ships in 3-4 weeks
Econometric Analysis of Financial Markets
$290.00
Econometric Analysis of Financial Markets
Paperback / softback
Available - Usually ships in 3-4 weeks
The Economics of Education and Training on Hardback
$451.00
The Economics of Education and Training
Hardback
Available - Usually ships in 3-4 weeks
Income Inequality, Poverty, and Economic Welfare
$149.00
Income Inequality, Poverty, and Economic Welfare
Paperback / softback
Available - Usually ships in 3-4 weeks
Advances in Public Economics on Hardback
$291.00
Advances in Public Economics
Hardback
Available - Usually ships in 3-4 weeks
Output and Employment Fluctuations
$291.00
Output and Employment Fluctuations
Paperback / softback
Available - Usually ships in 3-4 weeks
Experimental Economics
$149.00
Experimental Economics
Paperback / softback
Available - Usually ships in 3-4 weeks
High Frequency Financial Econometrics
$291.00
High Frequency Financial Econometrics
Paperback / softback
Available - Usually ships in 3-4 weeks

Description

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.
Release date NZ
April 28th, 2012
Audience
  • Professional & Vocational
Contributors
  • Edited by Baldev Raj
  • Edited by Jean-Marie Dufour
Edition
Softcover reprint of the original 1st ed. 1994
Illustrations
59 Illustrations, black and white; VI, 250 p. 59 illus.
Pages
250
Dimensions
170x244x14
ISBN-13
9783642487446
Product ID
22348903

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics
Books >
Business & Economics
Books >
Business & Economics >
Economics >
Economic theory & philosophy