Förlagets beskrivning
Nonlinear Econometric Modeling in Time Series Analysis 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. Presents some recent developments in nonlinear time series, including
Bayesian analysis and cointegration tests.
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
Bokrecensioner » Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)
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