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Recent Developments in Time Series

Editor

Listed:
  • Paul Newbold
  • Stephen J. Leybourne

Abstract

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, emphasising those areas that appear to have attracted most recent interest in the profession.

Suggested Citation

  • Paul Newbold & Stephen J. Leybourne (ed.), 2003. "Recent Developments in Time Series," Books, Edward Elgar Publishing, volume 0, number 2674, December.
  • Handle: RePEc:elg:eebook:2674
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    File URL: http://www.e-elgar.com/shop/isbn/9781840649512
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    Citations

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    Cited by:

    1. Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    2. Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
    3. Kilian, Lutz & Chang, Pao-Li, 2000. "How accurate are confidence intervals for impulse responses in large VAR models?," Economics Letters, Elsevier, vol. 69(3), pages 299-307, December.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory

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