Recent Advances in Estimating Nonlinear Models

Language: English

Published by Springer New York, Springer US Sep 2013, 2013

1461480590 / 9781461480594

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This item is printed on demand - Print on Demand Titel. Neuware -Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.

Seller Inventory # 9781461480594

Title
Recent Advances in Estimating Nonlinear Models
Author
Mark Wohar
Publisher
Springer New York, Springer US Sep 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1461480590
ISBN 13
9781461480594
Item weight
641 grams
Dimensions
241x160x21 mm

buchversandmimpf2000

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