Recomienda este artículo a tus amigos:
A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance Douglas M. Patterson 2000 edition
Precio
$ 152,49
sin IVA
Pedido desde almacén remoto
Entrega prevista 16 - 27 de nov.
Los regalos de Navidad se podrán canjear hasta el 31 de enero
Recibe notificaciones sobre nuevos lanzamientos de Douglas M. Patterson
Añadir a tu lista de deseos de iMusic
También disponible como:
A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance
Douglas M. Patterson
Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.
201 pages, biography