Essays in nonlinear time series econometrics
Éditeur :
Oxford University Press
ISBN :
9780199679959
Date de publication :
26 juin 2014
Dimensions :
23,9 x 16,2 x 3,1 cm
Poids :
740 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.