- Vendor: Mia Karts
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)
Free U.S. shipping on all orders. Free international shipping on orders over $99
All orders are dispatched the next business day!
Competitive Pricing You Can Trust — Quality You Can Rely On.
ISBN: 0521594243
Author: Barnett, William A.
Condition: New
Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on 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.
Have a question?
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)