Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ edited by William A. Barnett
Material type: TextSeries: (International symposia in economic theory and econometrics)Publication details: Cambridge: Cambridge University Press, 2000Description: xii, 227 p. : ill. ; 24 cmISBN: 9780521594240Subject(s): Nonlinear theories | Time-series analysis | Econometrics | Econometric modelsDDC classification: 330.015192Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books | Central Library, Sikkim University General Book Section | 330.015192 BAR/N (Browse shelf(Opens below)) | Available | P10787 |
Browsing Central Library, Sikkim University shelves, Shelving location: General Book Section Close shelf browser (Hides shelf browser)
330.0151 YAM/M Mathematics for economists: an elementary survey/ | 330.0151 YAM/M Mathematics for economists: an elementary survey/ | 330.0151 YAM/M Mathematics for economists: an elementary survey/ | 330.015192 BAR/N Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ | 330.015193 SCH/G Game theory and economic analysis: a quiet revolution in economics/ | 330.015195 ABE/E Econophysics of agent- based models/ | 330.015195 ANG/M Mostly Harmless Econometrics : An Empiricist's Companion |
Introduction and overview / William A. Barnett [and others] --
Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones, and Travis D. Nesmith --
Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini --
Nonlinearity, structural breaks or outliers in economic time series? / Gary Koop and Simon Potter --
Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano --
Nonlinear time series models : Consistency and asymptotic mormality of NLS under new conditions / Santiago Mira and Alvaro Escribano --
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lukepohl --
Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses.
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