|
Books > Business & Economics > Economics > Econometrics > Economic statistics
|
Buy Now
Essays in Nonlinear Time Series Econometrics (Hardcover)
Loot Price: R3,521
Discovery Miles 35 210
|
|
|
Essays in Nonlinear Time Series Econometrics (Hardcover)
Expected to ship within 10 - 15 working days
|
This edited collection concerns nonlinear economic relations that
involve time. It is divided into four broad themes that all reflect
the work and methodology of Professor Timo Terasvirta, one of the
leading scholars in the field of nonlinear time series
econometrics. The themes are: Testing for linearity and functional
form, specification testing and estimation of nonlinear time series
models in the form of smooth transition models, model selection and
econometric methodology, and finally applications within the area
of financial econometrics. All these research fields include
contributions that represent state of the art in econometrics such
as testing for neglected nonlinearity in neural network models,
time-varying GARCH and smooth transition models, STAR models and
common factors in volatility modeling, semi-automatic general to
specific model selection for nonlinear dynamic models,
high-dimensional data analysis for parametric and semi-parametric
regression models with dependent data, commodity price modeling,
financial analysts earnings forecasts based on asymmetric loss
function, local Gaussian correlation and dependence for asymmetric
return dependence, and the use of bootstrap aggregation to improve
forecast accuracy. Each chapter represents original scholarly work,
and reflects the intellectual impact that Timo Terasvirta has had
and will continue to have, on the profession.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
(2)
