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Nonlinear Econometric Modeling in Time Series

Name: Nonlinear Econometric Modeling in Time Series
Brand: Cambridge University Press
SKU: 02036749
Price: 162.19 EUR
Availability: InStock
Author: William A. BarnettDavid F. HendrySvend HyllebergTimo Teräsvirta
ISBN: 9780521594240

Proceedings of the Eleventh International Symposium in Economic Theory

William A. BarnettDavid F. HendrySvend HyllebergTimo Teräsvirta

Language

English

Book Hardback

Libristo code: 02036749

Publishers Cambridge University Press, May 2000

Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time... Full description

Libristo code: 02036749

397 b

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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.