Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory Paperback / softback
Edited by William A. (Washington University, St Louis) Barnett, David F. (Nuffield College, Oxford) Hendry, Svend (Aarhus Universitet, Denmark) Hylleberg, Timo (Stockholm School of Economics) Terasvirta, Dag (Universitetet i Bergen, Norway) Tjostheim, Allan (University of New South Wales, Sydney) Wurtz
Part of the International Symposia in Economic Theory and Econometrics series
Paperback / softback
Description
Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series.
Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models.
With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis.
Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
Information
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Out of stock
- Format:Paperback / softback
- Pages:240 pages, 27 Tables, unspecified; 16 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:02/11/2006
- Category:
- ISBN:9780521028684
Information
-
Out of stock
- Format:Paperback / softback
- Pages:240 pages, 27 Tables, unspecified; 16 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:02/11/2006
- Category:
- ISBN:9780521028684