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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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£46.00 |
| Our price: |
£40.25 |
| Discount: |
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| You save:
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£5.75 |
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| ISBN 10: |
052102868X |
| ISBN 13: |
9780521028684 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| 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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