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By
Baldev Raj (editor) and
Jean-Marie Dufour
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Bibliographic Detail
Publisher
Springer Verlag
Publication date
May 1, 1994
Binding
Hardcover
Book category
Adult Non-Fiction
ISBN-13
9780387914824
ISBN-10
038791482X
Dimensions
0.75 by 6.50 by 9.50 in.
Weight
1.10 lbs.
Original list price
$98.00
Summaries and Reviews
Amazon.com description: Product 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.
Editions
Hardcover
The price comparison is for this edition
from Springer Verlag (May 1, 1994)
9780387914824 | details & prices | 6.50 × 9.50 × 0.75 in. | 1.10 lbs | List price $98.00
About: 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.
About: 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.
Paperback
Reprint edition from Physica Verlag (April 28, 2012)
9783642487446 | details & prices | 250 pages | 6.50 × 9.50 × 0.50 in. | 1.00 lbs | List price $99.00
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