Ask Bookie
{
"item_title" : "Nonlinear Econometric Modeling in Time Series",
"item_author" : [" William A. Barnett", "David F. Hendry", "Svend Hylleberg "],
"item_description" : "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.",
"item_img_path" : "https://covers1.booksamillion.com/covers/bam/0/52/102/868/052102868X_b.jpg",
"price_data" : {
"retail_price" : "70.00", "online_price" : "70.00", "our_price" : "70.00", "club_price" : "70.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : ""
}
}
Nonlinear Econometric Modeling in Time Series : Proceedings of the Eleventh International Symposium in Economic Theory
Other Available Formats
Overview
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.
This item is Non-Returnable
Customers Also Bought
- 1
Details
- ISBN-13: 9780521028684
- ISBN-10: 052102868X
- Publisher: Cambridge University Press
- Publish Date: November 2006
- Dimensions: 9 x 6 x 0.55 inches
- Shipping Weight: 0.79 pounds
- Page Count: 240
Related Categories
