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Nonlinear Econometric Modeling in Time Series

Proceedings of the Eleventh International Symposium in Economic Theory

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Nonlinear Econometric Modeling in Time Series William A. BarnettDavid F. HendrySvend HyllebergTimo Teräsvirta
Libristo kod: 02036749
Nakladnici Cambridge University Press, svibanj 2000
Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Nonlinear Econometric Modeling in Time Series
Autor William A. BarnettDavid F. HendrySvend HyllebergTimo Teräsvirta
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2000
Broj stranica 240
EAN 9780521594240
ISBN 0521594243
Libristo kod 02036749
Nakladnici Cambridge University Press
Težina 47
Dimenzije 152 x 229 x 17

Kategorija

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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