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Frontiers in time series analysis: introduction

Banerjee, Anindya and Gallo, Giampiero M. and Otranto, Edoardo (2006) Frontiers in time series analysis: introduction. Oxford Bulletin of Economics and Statistics, Vol. 68 (Suppl. 1), p. 679-682. eISSN 1468-0084. Article.

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This special issue of the journal contains a selection of papers presented at the Frontiers in Time Series Analysis conference held in Olbia (Sardinia) from the 29th to the 31st of May 2005. The conference was organized under the auspices of the School of Economics and the Department of Economics (D.E.I.R.) of the University of Sassari in Sardinia, and was attended by an international audience of more than 50 academics, including Professor Robert Engle (Nobel Laureate in Economics, 2003). Five of the main themes addressed by the conference, namely (a) panel cointegration, (b) structural breaks, (c) volatility, (d) nonlinearity, and (e) VAR models and cointegration, are gathered in this issue. As will become evident from the brief summaries below there are obvious overlaps across many of these themes and the classification proposed here is thus not intended to be rigorous.

Item Type:Article
ID Code:2389
Uncontrolled Keywords:Frontiers in time series analysis conference, introduction, Sardinia
Subjects:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Divisions:001 Università di Sassari > 01 Dipartimenti > Economia, impresa, regolamentazione
Publisher:Blackwell / Wiley
Copyright Holders:© Blackwell
Additional Information:Editoriale al fascicolo speciale che contiene una selezione dei paper presentati al: Frontiers in time series analysis: conference, Olbia, Italy, 29th-31st May 2005. the 29th to the 31st of May 2005.
Deposited On:18 Aug 2009 10:07

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