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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

Paperback

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

Economics

ISBN10: 052102868X
ISBN13: 9780521028684
Publisher: Cambridge
Published: Nov 2 2006
Pages: 240
Weight: 0.79
Height: 0.55 Width: 6.00 Depth: 9.00
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