Essays in Nonlinear Time Series Econometrics - Niels Haldrup - Books - Oxford University Press - 9780199679959 - June 26, 2014
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Essays in Nonlinear Time Series Econometrics

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 26, 2014
ISBN13 9780199679959
Publishers Oxford University Press
Genre Aspects (Academic) > Economic
Pages 392
Dimensions 242 × 166 × 27 mm   ·   742 g
Language English  
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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