This e-book includes 11 articles which offer empirical purposes in addition to theoretical extensions of a few of the main fascinating contemporary advancements in time-series econometrics. The papers are grouped round 3 huge issues: (I) the modeling of multivariate occasions sequence; (II) the research of structural switch; (III) seasonality and fractional integration. due to the fact those subject matters are heavily inter-related, numerous different subject matters coated also are worthy stressing: vector autoregressive (VAR) types, cointegration and error-correction versions, nonparametric tools in time sequence, and fractionally built-in versions. Researchers and scholars drawn to macroeconomic and empirical finance will locate during this assortment a remarkably consultant pattern of contemporary paintings during this sector.

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