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Comparing Asymptotic Properties of Some Tests Used in the Specifiation of Time Series Models
Language: English
Published by Finnish Statistical Society, Helsinki, Finland, 1985
Seller: Dorley House Books, Inc., Hagerstown, MD, U.S.A.
Seller rating 4 out of 5 stars
First Edition
Paperback. Condition: Very Good. 1st. 1st printing; green printed wraps; 55 clean, unmarked pages.
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ESS IN NONLIN TIME SERIES ECONOME
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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ESS IN NONLIN TIME SERIES ECONOME
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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ESS IN NONLIN TIME SERIES ECONOME
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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ESS IN NONLIN TIME SERIES ECONOME
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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ESS IN NONLIN TIME SERIES ECONOME
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press OUP, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New. pp. 400 Illustrated edition.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
US$ 135.36
US$ 8.75 shipping
Ships from United Kingdom to U.S.A.Quantity: 1 available
Add to basketCondition: New. pp. 400.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New. pp. 400.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: New.
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Essays in Nonlinear Time Series Econometrics (Hardcover)
Language: English
Published by Oxford University Press, Oxford, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Hardcover. Condition: new. Hardcover. This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teraesvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection andeconometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing forneglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetricreturn dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teraesvirta has had andwill continue to have, on the profession. A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 352 | Sprache: Englisch | Produktart: Bücher | A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 205.95
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 205.97
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Add to basketHardback. Condition: New. New copy - Usually dispatched within 4 working days.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 213.41
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
US$ 202.33
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Add to basketHardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: As New. Unread book in perfect condition.
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US$ 256.95
US$ 16.82 shipping
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Add to basketHardcover. Condition: Brand New. 367 pages. 9.00x5.00x1.00 inches. In Stock.
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Essays in Nonlinear Time Series Econometrics (eng)
Language: English
Published by Oxford University Press, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Condition: new. Questo è un articolo print on demand.
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Essays in Nonlinear Time Series Econometrics (Hardcover)
Language: English
Published by Oxford University Press, Oxford, 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
US$ 225.18
US$ 49.78 shipping
Ships from United Kingdom to U.S.A.Quantity: 1 available
Add to basketHardcover. Condition: new. Hardcover. This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teraesvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection andeconometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing forneglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetricreturn dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teraesvirta has had andwill continue to have, on the profession. A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press(UK), 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Buch. Condition: Neu. Essays in Nonlinear Time Series Econometrics | Niels Haldrup | Buch | Gebunden | Englisch | 2014 | Oxford University Press(UK) | EAN 9780199679959 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Essays in Nonlinear Time Series Econometrics
Language: English
Published by Oxford University Press(UK), 2014
ISBN 10: 0199679959 ISBN 13: 9780199679959
Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Terasvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Terasvirta has had and will continue to have, on the profession.
