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Title: 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: £43.99
Our price: £38.49
Discount:
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You save: £5.50
ISBN 10: 052102868X
ISBN 13: 9780521028684
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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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