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Edward Elgar Publishing Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)

Name: Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)
Brand: Edward Elgar Publishing

Econometrics

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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.

Product Specifications

Brand: Edward Elgar Publishing
Format: hardcover
ASIN: 1840649518
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 26 August 2003
Listed Since: 16 December 2006

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Edward Elgar Publishing Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)

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