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Item Details
Title:
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NONLINEAR ECONOMETRIC MODELING IN TIME SERIES
PROCEEDINGS OF THE ELEVENTH INTERNATIONAL SYMPOSIUM IN ECONOMIC THEORY |
By: |
William A. Barnett (Editor), David F. Hendry (Editor), Svend Hylleberg (Editor) |
Format: |
Paperback |
List price:
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£43.99 |
Our price: |
£38.49 |
Discount: |
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You save:
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£5.50 |
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ISBN 10: |
052102868X |
ISBN 13: |
9780521028684 |
Availability: |
Usually dispatched within 1-3 weeks.
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Stock: |
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Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
31 July, 2006 |
Series: |
International Symposia in Economic Theory and Econometrics No. 11 |
Pages: |
240 |
Description: |
This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. |
Synopsis: |
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. |
Illustrations: |
16 b/w illus. 27 tables |
Publication: |
UK |
Imprint: |
Cambridge University Press |
Returns: |
Returnable |
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