Recent advances in estimating nonlinear models: with applications in economics and finance
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781461480594
Date de publication :
24 sept. 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others.