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| Author: | Dufour, J. Raj, B. |
| Title: | New developments in time series econometrics: an overview |
| Journal: | Empirical Economics
1993 : VOL. 18:4, p. 557-564 |
| Index terms: | DEVELOPMENT TIME SERIES ECONOMETRICS |
| Language: | eng |
| Abstract: | Empirical data in economics are typically non-experimental, especially in finance and macroeconomics where researchers usually rely on time series gathered by official agencies or other investigators. Fortunately, in recent years, statistical methods for the analysis of time series have developed considerably and several remarkable innovations have been introduced. The eleven articles in this special issue provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. |
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