Econometric analysis of financial and economic time series

• Other Authors: Fomby, Thomas B., Terrell, Dek
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2006.
• Series: Advances in econometrics ; v. 20, pt. 1.
• Subjects: Econometric models.; Econometrics.; elektronické knihy; electronic books
• ISBN: 9781849503891
• ISSN: 0731-9053 ;
• Physical Description: 1 online zdroj (xxv, 379 p.).

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of Advances in Econometrics...