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  • TVS.002817-Recent Econometric Techniques for Macroeconomic and Financial Data (Gilles Dufrénot, Takashi Matsuki)-TT.pdf.jpg
  • Sách/Book


  • Authors: Gilles Dufrenot (2021)

  • 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-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization.