A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND) (Dynamic ... and Econometrics in Economics and Finance)
Edition: 1st edition
Publisher: Springer
Published: October 1, 1999
Language: eng
Format: Hardcover
Number of pages: 216
ISBN-13: 9780792386742
Subjects: General; Probability & Statistics - General; Economics - Microeconomics; Time-series analysis; Mathematical Models In Economics; Time Series Analysis; Mathematics; Business / Economics / Finance; Business/Economics; Economics, Mathematical; Econometrics; Business & Economics / Econometrics; Business & Economics : Econometrics; Business & Economics : Economics - Microeconomics; Mathematics / General; Economics - General; Congresses
First sentence: Our purpose in writing this book is to make available a "nonlinearity toolkit" which provides the time series community with convenient, consistent access to a selection of the best tools available for statistically detecting nonlinearity in the generating mechanism of a given time series.