Sinossi
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
Introduction; P. Rothman. 1. Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches; A.J. Filardo, S.F. Gordon. 2. A Markov Switching Cookbook; B. Mizrach, J. Watkins. 3. A Reanalysis of the Spectral Properties of Some Economic and Financial Time Series; J.B. Ramsey, D.J. Thomson. 4. Nonlinear Econometric Modelling: A Selective Review; N.R. Swanson, P.H. Franses. 5. Unit-Root Tests and Excess Returns; M.-J. Godbout, S. van Norden. 6. On the Inherent Nonlinearity of Frequency Dependent Time Series Relationships; Hui Boon Tan, R. Ashley. 7. Stationarity Tests with Multiple Endogenized Breaks; Junsoo Lee. 8. Nonlinear Evolution in UK Stock Returns and Volume; C. Brooks, et al. 9. Nonlinear Adjustment Towards Long-Run Money Demand; P. Michael, et al. 10. Asymmetric Nonlinear Smooth Transition Garch Models; H.M. Anderson, et al. 11. Testing the Present Value Hypothesis from a Vector Autoregression with Stochastic Regime Switching; J. Driffill, M. Sola. 12. Business Cycle Dynamics: Predicting Transitions with Macrovariables; M.O. Ravn, M. Sola. 13. Searching for the Sources of Arch Behavior: Testing the Mixture of Distributions Model; P. de Fontnouvelle. 14. Improved Testing and Specification of Smooth Transition Regression Models; A. Escribano, O. Jordá. 15. Speculative Behavior, Regime-Switching, and Stock Market Crashes; S. van Norden, H. Schaller. 16. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test; P. Rothman.Index.
Product Description
Book by None
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Nonlinear Time Series Analysis of Economic and Financial...
Foto dell'editore
Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance) (Volume 1)
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Fair. Volume 1. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780792383796. Codice articolo 4323217
Compra usato
EUR 70,46
Spese di spedizione:
EUR 14,77
Da: Regno Unito a: U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Nonlinear Time Series Analysis of Economic and Financial Data
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series t. Codice articolo 5970870
Compra nuovo
EUR 267,86
Spese di spedizione:
EUR 48,99
Da: Germania a: U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Nonlinear Time Series Analysis of Economic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance, 1)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780792383796_new
Compra nuovo
EUR 310,41
Spese di spedizione:
EUR 13,67
Da: Regno Unito a: U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Nonlinear Time Series Analysis of Economic and Financial Data
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area. 394 pp. Englisch. Codice articolo 9780792383796
Compra nuovo
EUR 320,99
Spese di spedizione:
EUR 23,00
Da: Germania a: U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Nonlinear Time Series Analysis of Economic and Financial Data
Editore:
Springer US, Springer US Jan 1999, 1999
ISBN 10: 0792383796
ISBN 13: 9780792383796
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Neuware -Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 394 pp. Englisch. Codice articolo 9780792383796
Compra nuovo
EUR 320,99
Spese di spedizione:
EUR 60,00
Da: Germania a: U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Nonlinear Time Series Analysis of Economic and Financial Data
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area. Codice articolo 9780792383796
Compra nuovo
EUR 331,86
Spese di spedizione:
EUR 63,78
Da: Germania a: U.S.A.
Quantità: 1 disponibili