Description: Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)Allan Würtz Edited by William A. Barnett Cambridge University Press Hardcover Unused and unread, minor cosmetic imperfections such as scuffing or minor creasing. Stamped 'damaged' by publisher to a non-text page. EAN: 9780521594240 Published 24/08/2000 Language: English 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. Series editor's preface Contributors 1. Introduction and overview William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim and Allan Würtz 2. Time series cointegration tests and non-linearity William A. Barnett, Barry E. Jones and Travis D. Nesmith 3. Risk-related asymmetries in foreign exchange markets Giampiero M. Gallo and Barbara Pacini 4. Nonlinearity, structural breaks or outliers in economic time series? Gary Koop and Simon Potter 5. Bayesian analysis of nonlinear time series models with a threshold Michael Lubrano 6. Nonlinear time series models consistency and asymptotic normality of NLS under new conditions Santiago Miro and Alvaro Escribano 7. Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes Pentti Saikkonen and Helmut Lütkepohl 8. Nonlinear error-correction models for interest rates in the Netherlands Dick van Dijk and Philip Hans Franses. DispatchIn stock here - same-day dispatch from England. My SKU: 3262589RefundsNo-hassle refunds are always available if your book is not as expected.Terms and Conditions of SaleSorry - no collections. All sales are subject to extended Terms and Conditions of Sale as well as the Return Policy and Payment Instructions. Visit my eBay Store for details andmany more books. Template layout and design, "JNC Academic Books", "needbooks", Copyright © JNC INC. Designated trademarks, layouts and brands are the property of their respective owners. All Rights Reserved.
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Title: Nonlinear Econometric Modeling in Time Series: Proceedings of the
ISBN: 0521594243
Pages: 240
Number of Pages: 240 Pages
Publication Name: Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
Language: English
Publisher: Cambridge University Press
Item Height: 229 mm
Subject: Economics
Publication Year: 2000
Type: Textbook
Item Weight: 520 g
Author: Allan Wurtz, Svend Hylleberg, David F. Hendry, Dag Tjostheim, William A. Barnett, Timo Terasvirta
Item Width: 152 mm
Series: International Symposia in Economic Theory and Econometrics
Format: Hardcover
