{"product_id":"9783642487446","title":"New Developments in Time Series Econometrics","description":"\u003ch1\u003eNew Developments in Time Series Econometrics\u003c\/h1\u003e \u003ch2\u003eDufour, Jean-Marie; Raj, Baldev\u003c\/h2\u003e \u003cp\u003eThis book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Physica\u003c\/p\u003e \u003cp\u003ePublication Date: 2012-04-28\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783642487446\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-642-48742-2\u003c\/p\u003e \u003cp\u003eDimensions: 244cm x170cm\u003c\/p\u003e \u003cp\u003ePages: 250\u003c\/p\u003e ","brand":"Physica","offers":[{"title":"Default Title","offer_id":44398699905164,"sku":"9783642487446","price":99.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783642487446.jpg?v=1755441521","url":"https:\/\/lateknightbooks.com\/products\/9783642487446","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}