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Essays in Nonlinear Time Series Econometrics Niels Haldrup
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Essays in Nonlinear Time Series Econometrics
Niels Haldrup
A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting.
400 pages, Figures and Tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de junio de 2014 |
| ISBN13 | 9780199679959 |
| Editores | Oxford University Press |
| Género | Aspects (Academic) > Economic |
| Páginas | 392 |
| Dimensiones | 242 × 166 × 27 mm · 742 g |
| Lengua | Inglés |
| Editor | Haldrup, Niels (Professor of Economics, Professor of Economics, Aarhus University) |
| Editor | Meitz, Mika (Assistant Professor of Economics, Assistant Professor of Economics, University of Helsinki) |
| Editor | Saikkonen, Pentti (Professor of Statistics, Professor of Statistics, University of Helsinki) |
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