Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory Hardback
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
Hardback
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:Hardback
- Pages:240 pages, 27 Tables, unspecified; 16 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:22/05/2000
- Category:
- ISBN:9780521594240
Information
-
Out of stock
- Format:Hardback
- Pages:240 pages, 27 Tables, unspecified; 16 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:22/05/2000
- Category:
- ISBN:9780521594240
