Nonlinear Econometric Modeling in Time Series
Proceedings of the Eleventh International Symposium in Economic Theory
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Nonlinear Econometric Modeling in Time Series by William A. Barnett
Book DescriptionNonlinear 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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Book DetailsISBN: 9780521028684
(228mm x 152mm x 14mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Nov-2006
Country of Publication: United Kingdom
Books By Author William A. Barnett
Dynamic Disequilibrium Modeling: Theory and Applications, Paperback (March 2011)
This book presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields.
New Approaches to Monetary Economics, Paperback (January 2009)
New Approaches to Monetary Economics brings together presentations of innovative research in the field of monetary economics.
Equilibrium Theory and Applications, Paperback (October 2008)» View all books by William A. Barnett
The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Dreze on the occasion of his retirement.
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