Bibliograph

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

Type

Label

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

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Essays in nonlinear time series econometrics

Medium

electronic resource

Nature of contents

dictionaries

Oclc number

967256310

Responsibility statement

Niels Haldrup, Mika Meitz, and Pentti Saikkonen

Series statement

Oxford scholarship online.

Summary

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

Target audience

specialized

Classification