Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory
Book Details
Format
Hardback or Cased Book
ISBN-10
0521594243
ISBN-13
9780521594240
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 22nd, 2000
Print length
240 Pages
Weight
504 grams
Dimensions
23.60 x 16.10 x 2.10 cms
Product Classification:
EconometricsEconometrics and economic statistics
Ksh 20,500.00
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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.
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