|
|
|
Item Details
Title:
|
NONLINEAR ECONOMETRIC MODELING IN TIME SERIES
PROCEEDINGS OF THE ELEVENTH INTERNATIONAL SYMPOSIUM IN ECONOMIC THEORY |
By: |
William A. Barnett (Editor), David F. Hendry (Editor), Svend Hylleberg (Editor) |
Format: |
Hardback |
List price:
|
£109.00 |
Our price: |
£95.38 |
Discount: |
|
You save:
|
£13.62 |
|
|
|
|
ISBN 10: |
0521594243 |
ISBN 13: |
9780521594240 |
Availability: |
Usually dispatched within 1-3 weeks.
Delivery
rates
|
Stock: |
Currently 0 available |
Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
22 May, 2000 |
Series: |
International Symposia in Economic Theory and Econometrics No.11 |
Pages: |
240 |
Description: |
This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. |
Synopsis: |
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. |
Illustrations: |
16 b/w illus. 27 tables |
Publication: |
UK |
Imprint: |
Cambridge University Press |
Returns: |
Returnable |
|
|
|
|
Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
|
|
|
|
|
|
|
|
|
|
|