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Nonlinear Econometric Modeling in Time Series - Proceedings of the Eleventh International Symposium in Economic Theory (Paperback, New ed) Loot Price: R1,317
Discovery Miles 13 170
Nonlinear Econometric Modeling in Time Series - Proceedings of the Eleventh International Symposium in Economic Theory...

Nonlinear Econometric Modeling in Time Series - Proceedings of the Eleventh International Symposium in Economic Theory (Paperback, New ed)

William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Terasvirta, Dag Tjostheim, Allan Wurtz

Series: International Symposia in Economic Theory and Econometrics

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Loot Price R1,317 Discovery Miles 13 170 | Repayment Terms: R123 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: International Symposia in Economic Theory and Econometrics
Release date: November 2006
First published: 2000
Editors: William A. Barnett • David F. Hendry • Svend Hylleberg • Timo Terasvirta • Dag Tjostheim • Allan Wurtz
Dimensions: 229 x 151 x 14mm (L x W x T)
Format: Paperback - Trade
Pages: 240
Edition: New ed
ISBN-13: 978-0-521-02868-4
Categories: Books > Business & Economics > Economics > Econometrics > General
LSN: 0-521-02868-X
Barcode: 9780521028684

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