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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

Item  9780521594240N
Price  $135.53
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Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and ...
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on 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.

General

ISBN 9780521594240
Fiction/Non-Fiction Non-Fiction
Publisher Cambridge Univ Pr
Pages 227
List Price $139.00
Author Barnett, William A.
International Symposium in Economic Theory and Econometrics (11th : 1995 : University of Aarhus)
Publication Date 07/01/2000
Release Status In Print
Format Hardcover
Language English
Measurements Height: 9.5 Inches (US)
Width: 6.5 Inches (US)
Thickness: 0.75 Inches (US)
Unit Weight: 1.05 Pounds (US)
Series International Symposia in Economic Theory and Econometrics
Editor Barnett, William A.
Hendry, David F.
Hylleberg, Svend
Terasvirta, Timo
Tjostheim, Dag
Wurtz, Allan
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