European University Institute Library

Essays in nonlinear time series econometrics, edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen

eng

no index present

non fiction

Essays in nonlinear time series econometrics

889726638

edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen

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