Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Midtown Scholar Bookstore, Harrisburg, PA, U.S.A.
Hardcover. Condition: Very Good. crisp clean w/light shelfwear/edgewear - may have remainder mark Standard-sized.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: MB Books, Derbyshire, United Kingdom
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Add to basketHardcover. Condition: Good. No Jacket. Condition : Good. Hard cover, no jacket. Former university library copy with associated markings. 227pp. No annotations or highlighting. Small amount of corner creasing. Slight shelf wear. Photo on request.
Language: English
Published by Cambridge University Press CUP, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
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Condition: New. pp. xii + 227.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. xii + 227 Illus.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
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Add to basketCondition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0521594243.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. pp. xii + 227.
Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
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Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
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Language: English
Published by Oxford University Press, 2011
ISBN 10: 0199587159 ISBN 13: 9780199587155
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Condition: New.
Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Oxford University Press, 2011
ISBN 10: 0199587159 ISBN 13: 9780199587155
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Language: English
Published by Oxford University Press, GB, 2010
ISBN 10: 0199587159 ISBN 13: 9780199587155
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
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Add to basketPaperback. Condition: New. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.
Language: English
Published by Cambridge University Press, Cambridge, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
First Edition
Paperback. Condition: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
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Language: English
Published by Oxford University Press, 2011
ISBN 10: 0199587159 ISBN 13: 9780199587155
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Language: English
Published by Cambridge University Press 2008-08-21, 2008
ISBN 10: 052102868X ISBN 13: 9780521028684
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Add to basketPaperback. Condition: New.
Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
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Language: English
Published by Oxford University Press, 2011
ISBN 10: 0199587159 ISBN 13: 9780199587155
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Language: English
Published by Cambridge University Press, 2006
ISBN 10: 052102868X ISBN 13: 9780521028684
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Language: English
Published by Oxford University Press, 2011
ISBN 10: 0199587159 ISBN 13: 9780199587155
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Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Basi6 International, Irving, TX, U.S.A.
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
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.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Poverty Hill Books, Mt. Prospect, IL, U.S.A.
Hardcover. Condition: New. HARDCOVER, BRAND NEW, Perfect Shape, No Remainder Mark,Fast Shipping With Online Tracking, International Orders shipped Global Priority Air Mail, All orders handled with care and shipped promptly in secure packaging, we ship Mon-Sat and send shipment confirmation emails. Our customer service is friendly, we answer emails fast, accept returns and work hard to deliver 100% Customer Satisfaction!
Seller: moluna, Greven, Germany
Condition: New. This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their pra.
Seller: Majestic Books, Hounslow, United Kingdom
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Language: English
Published by Oxford University Press, GB, 2010
ISBN 10: 0199587159 ISBN 13: 9780199587155
Seller: Rarewaves.com UK, London, United Kingdom
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Add to basketPaperback. Condition: New. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New.
Language: English
Published by Cambridge University Press, 2000
ISBN 10: 0521594243 ISBN 13: 9780521594240
Seller: Ria Christie Collections, Uxbridge, United Kingdom
US$ 155.15
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