Nonlinear Econometric Modeling in Time Series by William A. Barnett
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Nonlinear Econometric Modeling in Time Series
By William A. Barnett

Nonlinear Econometric Modeling in Time Series

Proceedings of the Eleventh International Symposium in Economic Theory

Edited by See other recent books by William A. Barnett See other recent books by David F. Hendry See other recent books by Svend Hylleberg
Format: Paperback

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Nonlinear Econometric Modeling in Time Series by William A. Barnett

Book Description

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.

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Book Details

ISBN: 9780521028684
ISBN-10: 052102868X
Format: Paperback
(228mm x 152mm x 14mm)
Pages: 240
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 2-Nov-2006
Country of Publication: United Kingdom

Other Editions...


Books By Author William A. Barnett

Dynamic Disequilibrium Modeling: Theory and Applications by 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.

Financial Aggregation and Index Number Theory by William A. Barnett Financial Aggregation and Index Number Theory, Hardback (October 2010)

Surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. This work for financial data researchers and users of central bank data, places emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory.

New Approaches to Monetary Economics by William A. Barnett 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.

» View all books by William A. Barnett

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