This publication includes 11 articles which supply empirical functions in addition to theoretical extensions of a few of the main intriguing fresh advancements in time-series econometrics. The papers are grouped round 3 vast topics: (I) the modeling of multivariate instances sequence; (II) the research of structural switch; (III) seasonality and fractional integration. given that those topics are heavily inter-related, a number of different subject matters coated also are worthy stressing: vector autoregressive (VAR) types, cointegration and error-correction types, nonparametric tools in time sequence, and fractionally built-in versions. Researchers and scholars attracted to macroeconomic and empirical finance will locate during this assortment a remarkably consultant pattern of modern paintings during this region.
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