Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics) Book + PRICE WATCH * Amazon pricing is not included in price watch

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

Nonlinear Econometric Modeling in Time Series presents some recent developments in this area of research. While many of the prior volumes in this series have included investigations on nonlinearity and complex dynamics in economic theory and in structural econometric modeling , 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.Read More

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  • 052102868X
  • 9780521028684
  • 2 November 2006
  • Cambridge University Press
  • Paperback (Book)
  • 240
  • New Ed
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