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Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance Softcover reprint of the original 1st ed. 2014 edition
Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance
Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others.
299 pages, 15 black & white illustrations, 24 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 30, 2017 |
| ISBN13 | 9781493952595 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 299 |
| Dimensions | 155 × 235 × 17 mm · 444 g |
| Language | English |
| Editor | Ma, Jun |
| Editor | Wohar, Mark |