£133.37

Scientific Publishing - Time Series Econometrics Volume 2

Name: Scientific Publishing - Time Series Econometrics Volume 2
Brand: Scientific Publishing
Price: 133.04 GBP
Availability: InStock

Econometrics

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Description

Time Series Econometrics - Volume 2: Structural Change provides an in-depth look at statistical methods specifically designed for structural change in time series models. This volume focuses on an off-line approach, allowing researchers to test for structural change using historical datasets through rigorous hypothesis testing. A standout element of this work is its ability to account for multiple structural changes within a model. These methods are highly versatile and have practical applications across many diverse fields, including economics, finance, life science, physics, and climate change studies. Readers will find detailed articles that address essential topics such as estimation, testing, and inference. The content covers a variety of models, including those involving short-memory regressors, errors, and trends. This book serves as a specialized resource for professionals and academics working with complex time series data who require reliable methods for identifying shifts in historical patterns.

Key Features

Focuses on off-line statistical methods for testing structural change within historical datasets.

https://tosheroon.com/uk/B08FBH8NLF

Provides practical applications for fields such as economics, finance, life science, and physics.

Covers essential topics in estimation, testing, and inference for various models.

Addresses specific technical issues like short-memory regressors, errors, and trends.

Product Specifications

Brand: Scientific Publishing
Format: Hardcover
ASIN: 9813237899
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 18 April 2019
Listed Since: 08 February 2018

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Scientific Publishing - Time Series Econometrics Volume 2

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