Nonlinear Econometric Modeling in Time Series - Proceedings of the Eleventh International Symposium in Economic Theory (Hardcover)

Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on 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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	International Symposia in Economic Theory and Econometrics
Release date:	May 2000
First published:	2000
Editors:	William A. Barnett • David F. Hendry • Svend Hylleberg • Timo Terasvirta • Dag Tjostheim • Allan Wurtz
Dimensions:	229 x 152 x 17mm (L x W x T)
Format:	Hardcover
Pages:	240
ISBN-13:	978-0-521-59424-0
Categories:	Books > Business & Economics > Economics > Econometrics > General
LSN:	0-521-59424-3
Barcode:	9780521594240

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