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
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
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.
Læsernes anmeldelser (0)
Alle detaljer
| 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; XVI, 299 p. 39 illus., 24 illus. in color. With online files/update. |
| 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; XVI, 299 p. 39 illus., 24 ill |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9781461480594 |