Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory

Name: Nonlinear Econometric Modeling in Time Series
Brand: Cambridge University Press
SKU: 9780521028684
Price: 8650 KES
Availability: OutOfStock
ISBN: 9780521028684

Book Details

Format Paperback / softback

Book Series International Symposia in Economic Theory and Econometrics

ISBN-10 052102868X

ISBN-13 9780521028684

Publisher Cambridge University Press

Imprint Cambridge University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Nov 2nd, 2006

Print length 240 Pages

Weight 377 grams

Dimensions 22.90 x 15.10 x 1.40 cms

Product Classification: Econometrics Econometrics and economic statistics

KSh 8,650.00

Currently unavailable 0 in stock

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This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

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.

Get Nonlinear Econometric Modeling in Time Series by Allan Wurtz at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has 240 pages.