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Nonlinear Econometric Modeling in Time Series

Proceedings of the Eleventh International Symposium in Economic Theory
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Description

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.
Release date NZ
November 2nd, 2006
Audience
  • Professional & Vocational
Contributors
  • Edited by Allan Wurtz
  • Edited by Dag Tjostheim
  • Edited by David F. Hendry
  • Edited by Svend Hylleberg
  • Edited by Timo Terasvirta
  • Edited by William A. Barnett
Illustrations
27 Tables, unspecified; 16 Line drawings, unspecified
Pages
240
Dimensions
151x229x14
ISBN-13
9780521028684
Product ID
1969948

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