Kód: 04849421
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 m ... celý popis
Angličtina
Nákupem získáte 1869 bodů
Anotace knihy
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, emphasizing those areas that appear to have attracted most recent interest in the profession. Volume one includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume two covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.
Parametry knihy
Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics
18688 Kč
Angličtina
Osobní odběr Praha, Brno a 47484 dalších
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