£303.93

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

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£381.52 £294.34 £313.36 £332.39 £351.41 £370.42 £389.45 01 November 2024 18 February 2025 07 June 2025 24 September 2025 12 January 2026

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389 days · current 49 days 0 97 195 292 389 £302-318 £366-382 Days at Price

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Description

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

Format
hardcover
Domain
Amazon UK
Release Date
26 August 2003
Listed Since
16 December 2006

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