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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
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 31 de octubre de 1999 |
| ISBN13 | 9780792386742 |
| Editores | Springer |
| Páginas | 201 |
| Dimensiones | 155 × 235 × 14 mm · 489 g |
| Lengua | Inglés |