Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)

Type
Book
Authors
Barnett ( William A. Barnett )
Hendry ( David F. Hendry )
Hylleberg ( Svend Hylleberg )
Teräsvirta ( Timo Teräsvirta )
Tjøstheim ( Dag Tjøstheim )
Würtz ( Allan Würtz )
 
ISBN 10
052102868X 
ISBN 13
9780521028684 
Category
Unknown  [ Browse Items ]
Edition
Publication Year
2006 
Pages
240 
Abstract
 
Description
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. - from Amzon 
Biblio Notes
 
Number of Copies

REVIEWS (0) -

No reviews posted yet.

WRITE A REVIEW

Please login to write a review.