Recent Advances in Estimating Nonlinear Models - With Applications in Economics and Finance (Hardcover, 2014 ed.)

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Release date:	September 2013
First published:	2014
Editors:	Jun Ma • Mark Wohar
Dimensions:	235 x 155 x 23mm (L x W x T)
Format:	Hardcover
Pages:	299
Edition:	2014 ed.
ISBN-13:	978-1-4614-8059-4
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Promotions
LSN:	1-4614-8059-0
Barcode:	9781461480594

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