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Nonlinear Econometric Modeling in Time Series

Nonlinear Econometric Modeling in Time Series

Hardcover

Series: International Symposia in Economic Theory and Econometrics, Book 11

Economics

ISBN10: 0521594243
ISBN13: 9780521594240
Publisher: Cambridge University Press
Published: May 22 2000
Pages: 240
Weight: 1.00
Height: 0.74 Width: 6.29 Depth: 9.33
Language: English
Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on 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.

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Barnett, William A.

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Economics