Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Nonlinear Time Series Econometrics in R: Thresholds, Smooth Transitions, and Networks

Nonlinear Time Series Econometrics in R: Thresholds, Smooth Transitions, and Networks

M. Slessor, Mary

Paperback

Probability & Statistics

ISBN13: 9798264862571
Publisher: Independently Published
Published: Sep 11 2025
Pages: 150
Weight: 0.46
Height: 0.32 Width: 6.00 Depth: 9.00
Language: English
Nonlinear Time Series Econometrics in R: Thresholds, Smooth Transitions, and Networks is a comprehensive guide to advanced methods in time series econometrics, focusing on models that capture asymmetry, regime changes, and nonlinear dynamics often missed by classical linear approaches.
Written in a clear, structured, and research-oriented style, this book introduces readers to threshold models, smooth transition autoregressions, nonlinear volatility processes, copula-based dependence structures, and network approaches to interconnected time series. Each concept is paired with rigorous econometric theory, practical intuition, and hands-on implementation using R.

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