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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory Hardback - 2000

by William A. Barnett (Editor); David F. Hendry (Editor); Svend Hylleberg (Editor)

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Reader reviews for Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory

From the publisher

Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models.

First line

Modern macroeconomic theory emphasizes the interactions among representative agents (households and firms) who are, in general, assumed to behave according non-linear decision rules that are obtained as optimal solutions to dynamic optimization problems.

Details

  • Title Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
  • Author William A. Barnett (Editor); David F. Hendry (Editor); Svend Hylleberg (Editor)
  • Binding Hardback
  • Edition 1st
  • Pages 240
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2000-05-22
  • Illustrated Yes
  • Features Dust Cover, Illustrated, Table of Contents
  • ISBN 9780521594240 / 0521594243
  • Weight 1 lbs (0.45 kg)
  • Dimensions 9.33 x 6.29 x 0.74 in (23.70 x 15.98 x 1.88 cm)
  • Category Business / Economics / Finance
  • Library of Congress subjects Nonlinear theories - Congresses, Time-series analysis - Congresses
  • Library of Congress Catalogue Number 99034095
  • Dewey Decimal Code 330.015

Media reviews

Citations

  • Reference and Research Bk News, 08/01/2000, Page 67

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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)

by Barnett, William A

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Nonlinear Econometric Modeling in Time Series
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Nonlinear Econometric Modeling in Time Series

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Cambridge University Press, 2000. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0521594243
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NONLINEAR ECONOMETRIC MODELING IN TIME SERIES: PROCEEDINGS OF THE ELEVENTH INTERNATIONAL...
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NONLINEAR ECONOMETRIC MODELING IN TIME SERIES: PROCEEDINGS OF THE ELEVENTH INTERNATIONAL SYMPOSIUM IN ECONOMIC THEORY

by WILLIAM A. BARNETT,

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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)

by Barnett, William A. [Editor]; Hendry, David F. [Editor]; Hylleberg, Svend [Editor]; Teräsvirta, Timo [Editor]; Tjøstheim, Dag [Editor]; Würtz, Allan [Editor];

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Nonlinear Econometric Modeling in Time Series

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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
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Nonlinear Econometric Modeling in Time Series
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Nonlinear Econometric Modeling in Time Series

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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International...
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)

by Barnett, William A

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  • Hardback
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ISBN 10 / ISBN 13
9780521594240 / 0521594243
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Nonlinear Econometric Modeling In Time Series: Proceedings Of The Eleventh International...
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Nonlinear Econometric Modeling In Time Series: Proceedings Of The Eleventh International Symposium In Economic Theory

by William A. Barnett,

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9780521594240 / 0521594243
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