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A must insight into statistics for Social Sciences. It is a
comprehensive introduction to probability theory and statistical
methods in the social sciences.
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.
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.
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