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,...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser:
Haldrup, Niels, Meitz, Mika, Saikkonen, Pentti
Weitere Verfasser:
Haldrup, Niels (HerausgeberIn), Meitz, Mika (HerausgeberIn), Saikkonen, Pentti (HerausgeberIn)
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford : Oxford University Press, 2014.
Zusammenfassung:
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.
Umfang:
1 online resource : illustrations (black and white)
Anmerkungen:
Bibliographic Level Mode of Issuance: Monograph
Anmerkungen:
English
Bibliografie:
Includes bibliographical references and indexes.
ISBN:
0-19-166954-7
0-19-176013-7
Schlagworte:
Econometrics.
Nonlinear theories.
Time-series analysis.
Bezugswerke:
Links: