Editorial: Annals issue of Journal of Econometrics ``Recent advances in time series econometrics. Guest editors' introduction

DOI10.1016/J.JECONOM.2013.08.021zbMath1293.00026OpenAlexW2024436889MaRDI QIDQ2511779

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Publication date: 6 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.021

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cites Work

• Seasonal integration and cointegration
• Long memory relationships and the aggregation of dynamic models
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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