Nonlinear Time Series Analysis of Economic and Financial Data
provides an examination of the flourishing interest that has
developed in this area over the past decade. The constant theme
throughout this work is that standard linear time series tools
leave unexamined and unexploited economically significant features
in frequently used data sets. The book comprises original
contributions written by specialists in the field, and offers a
combination of both applied and methodological papers. It will be
useful to both seasoned veterans of nonlinear time series analysis
and those searching for an informative panoramic look at front-line
developments in the area.
General
| Imprint: |
Springer
|
| Country of origin: |
Netherlands |
| Series: |
Dynamic Modeling and Econometrics in Economics and Finance, 1 |
| Release date: |
1999 |
| First published: |
1999 |
| Editors: |
Philip Rothman
|
| Dimensions: |
235 x 155 x 22mm (L x W x T) |
| Format: |
Hardcover
|
| Pages: |
373 |
| Edition: |
1999 ed. |
| ISBN-13: |
978-0-7923-8379-6 |
| Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
Promotions
|
| LSN: |
0-7923-8379-6 |
| Barcode: |
9780792383796 |
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