Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 14-24 Tagen versandfertig
Veröffentlichung:	Februar 2019
Genre:	Wirtschaft / Recht
ISBN:	9789813237896
EAN-Code:	9789813237896
Verlag:	Wspc
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 235 mm / B 157 mm / D 56 mm
Gewicht:	1530 gr
Seiten:	972
Zus. Info:	HC gerader Rücken kaschiert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Volume 2 is about statistical methods related to structural change in time series models. The approach adopted is off-line whereby one wants to test for structural change using a historical dataset and perform hypothesis testing. A distinctive feature is the allowance for multiple structural changes. The methods discussed have, and continue to be, applied in a variety of fields including economics, finance, life science, physics and climate change. The articles included address issues of estimation, testing and/or inference in a variety of models: short-memory regressors and errors, trends with integrated and/or stationary errors, autoregressions, cointegrated models, multivariate systems of equations, endogenous regressors, long-memory series, among others. Other issues covered include the problems of non-monotonic power and the pitfalls of adopting a local asymptotic framework. Empirical analyses are provided for the US real interest rate, the US GDP, the volatility of asset returns and climate change.