Essays In Nonlinear Time Series Econometrics

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.

• | Author: Niels Haldrup|Mika Meitz|Pentti Saikkonen
• | Publisher: Oxford University Press
• | Publication Date: Jul 29, 2014
• | Number of Pages: 352 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 0199679959
• | ISBN-13: 9780199679959