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Essays in nonlinear time series econometrics /

This is 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,...

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Bibliographic Details
Other Authors: Haldrup, Niels (Editor), Meitz, Mika (Editor), Saikkonen, Pentti (Editor)
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2014.
Subjects:
Econometrics.
Nonlinear theories.
Time-series analysis.
Économétrie.
Théories non linéaires.
Série chronologique.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Econometrics
Nonlinear theories
Time-series analysis
Business & Economics.
Economic Theory.
econometrie
econometrics
Econometrie
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:This is 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.
Physical Description:1 online resource : illustrations (black and white)
Bibliography:Includes bibliographical references and index.
ISBN:9780191760136
0191760137
9780191669545
0191669547