Recent Developments in Time Series (The International Library of Critical Writings in Econometrics Series)【海外直送】【英語の本】【洋書】Recent Developments in Time Series (The International Library of Critical Writings in Econometrics Series)
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, emphasizing those areas that appear to have attracted most recent interest in the profession. Volume one includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume two covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.