松木隆(共)編/マクロ経済・金融データのための近年の計量経済学的技法
Recent Econometric Techniques for Macroeconomic and Financial Data
Dynamic Modeling and Econometrics in Economics and Finance
Dufrénot, Gilles (EDT)
Matsuki, Takashi (EDT)
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New in softcover. Hardcover was published in 2020. 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.