{"product_id":"new-developments-in-time-series-econometrics-von-undefined","title":"New Developments in Time Series Econometrics","description":"This 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.\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783642487446\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783642487446","offer_id":49592849826117,"sku":"9783642487446","price":106.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/d07d3829-0e68-4665-8b5d-7cdee82827e8.jpg?v=1757052653","url":"https:\/\/shop.autorenwelt.de\/en\/products\/new-developments-in-time-series-econometrics-von-undefined","provider":"Autorenwelt Shop","version":"1.0","type":"link"}