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portada Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)
Type
Physical Book
Publisher
Author
Year
2000
Language
English
Pages
240
Format
Hardcover
ISBN
0521594243
ISBN13
9780521594240
Categories

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)

Barnett, William A. (Author) · Cambridge University Press · Hardcover

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics) - Barnett, William A.

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Synopsis "Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics) "

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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