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Více informací o knize Recent Developments in Time Series

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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

• Plný název: Recent Developments in Time Series
• Autor: Paul Newbold, Stephen J. Leybourne
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 1200
• EAN: 9781840649512
• ID: 04849421
• Nakladatelství: Edward Elgar Publishing Ltd
• Hmotnost: 2366 g
• Rozměry: 244 × 169 × 95 mm
• Datum vydání: 26. August 2003

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