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Essays in nonlinear time series econometrics / edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen.
- Format:
- Book
- Language:
- English
- Subjects (All):
- Econometrics.
- Nonlinear theories.
- Time-series analysis.
- Physical Description:
- 1 online resource : illustrations (black and white)
- Place of Publication:
- Oxford : Oxford University Press, 2014.
- Language Note:
- English
- Summary:
- This is 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.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references and indexes.
- Description based on print version record.
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 0-19-166954-7
- 0-19-176013-7
- OCLC:
- 967256310
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