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Scientific Publishing Time Series Econometrics Volume 2: Structural Change

Amazon

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£165.00 £114.04 £125.16 £136.28 £147.39 £158.51 £169.63 28 July 2026 18 August 2026 08 September 2026 29 September 2026 21 October 2026
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Description

Time Series Econometrics - Volume 2: Structural Change provides comprehensive statistical methods for detecting and analysing structural breaks in time series models. This academic text employs an off-line approach, allowing researchers to test for structural change using historical datasets and conduct rigorous hypothesis testing. A key distinction of this volume is its treatment of multiple structural changes within single models. The methods presented have extensive applications across economics, finance, life sciences, physics and climate science. The collection addresses critical issues of estimation, testing and inference across various model specifications, including those with short-memory regressors and errors, alongside trend-based approaches. Ideal for econometricians, researchers and graduate students seeking advanced techniques for identifying turning points and regime shifts in financial and economic data.

Key Features

Volume 2 focuses on statistical methods for detecting structural change in time series models using historical datasets.

The text allows for multiple structural changes within time series frameworks, enabling more sophisticated analysis than single-break approaches.

Published by World Scientific Publishing Company, this volume addresses estimation, testing and inference across diverse model specifications.

Methods from Time Series Econometrics - Volume 2 have applications in economics, finance, life science, physics and climate change research.

The off-line testing approach supports hypothesis testing for structural breaks using complete historical time series data.

Coverage includes short-memory regressors, error structures and trends relevant to modern econometric practice.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
18 April 2019
Listed Since
08 February 2018

Barcode

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