Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Mai 2000
Genre:	Wirtschaft / Recht
	BUSINESS & ECONOMICS / Econometrics / Econometrics / Econometrics and economic statistics
ISBN:	9780521594240
EAN-Code:	9780521594240
Verlag:	Cambridge Academic
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 229 mm / B 152 mm / D 17 mm
Gewicht:	520 gr
Illustration:	16 b/w illus. 27 tables, Zeichnungen, nicht spezifiziert, Tabellen, nicht spezifiziert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.