Three Essays On Non Linear Time Series
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Three Essays On Non Linear Time Series
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Author : Chor-Yiu Sin
language : en
Publisher:
Release Date : 1993
Three Essays On Non Linear Time Series written by Chor-Yiu Sin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Nonlinear theories categories.
Three Essays On Nonlinear Time Series
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Author : Jin-Lung Lin
language : en
Publisher:
Release Date : 1991
Three Essays On Nonlinear Time Series written by Jin-Lung Lin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Nonlinear theories categories.
Essays In Nonlinear Time Series Econometrics
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Author : Niels Haldrup
language : en
Publisher: OUP Oxford
Release Date : 2014-06-26
Essays In Nonlinear Time Series Econometrics written by Niels Haldrup and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Business & Economics categories.
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Elements Of Nonlinear Time Series Analysis And Forecasting
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Author : Jan G. De Gooijer
language : en
Publisher: Springer
Release Date : 2017-03-30
Elements Of Nonlinear Time Series Analysis And Forecasting written by Jan G. De Gooijer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-30 with Mathematics categories.
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Essays In Econometrics
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Author : Clive W. J. Granger
language : en
Publisher: Cambridge University Press
Release Date : 2001-07-23
Essays In Econometrics written by Clive W. J. Granger and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-07-23 with Business & Economics categories.
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Journal Of Economic Literature
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Author :
language : en
Publisher:
Release Date : 2007
Journal Of Economic Literature written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Economics categories.
Essays On Nonlinear Transformations Of Nonstationary Time Series
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Author : Chien-Ho Wang
language : en
Publisher:
Release Date : 2003
Essays On Nonlinear Transformations Of Nonstationary Time Series written by Chien-Ho Wang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Economics categories.
Economics Beyond The Millennium
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Author : Alan P. Kirman
language : en
Publisher: Clarendon Press
Release Date : 1999-09-09
Economics Beyond The Millennium written by Alan P. Kirman and has been published by Clarendon Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-09-09 with Business & Economics categories.
Economics: Beyond the Millennium contains articles by leading authorities in various fields of economic theory and econometrics, each of whom gives an account of the current state of the art in their own field and indicate the direction that they think it will take in the next ten years. The fields covered are grouped into three categories: the microfoundations of macroeconomics, where Malinvaud evaluates the theory of resource allocation and Hildenbrand examines the empirical content of economic thories; markets and and organizations, where both Gabszewicz and D'Aspremont et al. look at imperfect competition and general equilibrium, Scotchmer and Thiess consider spatial economics, Ponssard the future of managerial economics, while Van Damme looks at the next stage of game theory; and econometrics, where Gourieroux reviews econometric modelling in general, Maravall looks at time series, Lubrand and Bauwens examine Bayesian analysis, and Blundell looks at the rapidly expanding area of microeconometrics.
American Doctoral Dissertations
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Author :
language : en
Publisher:
Release Date : 1999
American Doctoral Dissertations written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Dissertation abstracts categories.
Three Essays In Industrial Organization
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Author : Robert James Town
language : en
Publisher:
Release Date : 1990
Three Essays In Industrial Organization written by Robert James Town and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.