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Barnett, William A. (EDT)/ Hendry, David F. (EDT)/ Hylleberg, Svend (EDT)/ Terasvirta, Timo (EDT)/ T 作者

Cambridge Univ Pr

译者

2006-11 出版日期

240 页数

$ 56.50 价格

Pap

丛书系列

9780521028684 图书编码

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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.

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