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Nonlinear Econometric Modeling in Time Series

Forfatter: info mangler
Bog
  • Format
  • Bog, paperback
  • Engelsk

Beskrivelse

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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Størrelse og vægt
  • Vægt377 g
  • Dybde1,4 cm
  • coffee cup img
    10 cm
    book img
    15,1 cm
    22,9 cm

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