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

Language: English

Published by Cambridge University Press, 2006

052102868X / 9780521028684

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9780521028684

Title
Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory
Author
Svend Hylleberg
Publisher
Cambridge University Press
Publication year
2006
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
052102868X
ISBN 13
9780521028684
Item weight
396 grams
Dimensions
229x152x15 mm

AHA-BUCH GmbH

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