Recent econometric techniques for macroeconomic and financial data / Gilles Dufrénot, Takashi Matsuki, editors.

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non...

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Bibliographic Details
Other Authors: Dufrénot, Gilles, Matsuki, Takashi
Format: eBook
Language:English
Published: Cham : Springer, 2021.
Series:Dynamic modeling and econometrics in economics and finance ; v. 27.
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