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Viac informácií o knihe Nonlinear Econometric Modeling in Time Series

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Nonlinear Econometric Modeling in Time Series
• Podnázov: Proceedings of the Eleventh International Symposium in Economic Theory
• Autor: William A. BarnettDavid F. HendrySvend HyllebergTimo Teräsvirta
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 240
• EAN: 9780521028684
• ISBN: 052102868X
• ID: 02018832
• Nakladateľ: Cambridge University Press
• Hmotnosť: 377 g
• Rozmery: 229 × 151 × 14 mm
• Dátum vydania: 02. November 2006

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