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

Tags

Econometrics, economics

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

Number of Copies