Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance
(Bog, Hardback, Engelsk)
Forlag:
Springer-Verlag New York Inc.
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9781461480594
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Beskrivelse
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.
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| Forlag | Springer-Verlag New York Inc. |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 2014 ed. |
| Udgivelsesdato | 24-09-2013 |
| Første udgivelsesår | 2013 |
| Illustrationer | 24 Illustrations, color; 15 Illustrations, black and white |
| Fagredaktør | Jun Ma, Mark Wohar |
| Originalsprog | United States |
| Sideantal | 299 |
| Indbinding | Hardback |
| Forlag | Springer-Verlag New York Inc. |
| Sideoplysninger | 299 pages, 24 Illustrations, color; 15 Illustrations, black and white |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9781461480594 |