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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 Paperback - 2006 - 1st Edition

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


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.

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  • 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 Paperback
  • Edition number 1st
  • Edition 1
  • Pages 240
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date 2006-11-02
  • ISBN 9780521028684 / 052102868X
  • Weight 0.79 lbs (0.36 kg)
  • Dimensions 9 x 6 x 0.55 in (22.86 x 15.24 x 1.40 cm)
  • Dewey Decimal Code 330.015
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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 Barnett, William A. (Editor)/ Hendry, David F. (Editor)/ Hylleberg, Svend (Editor)/ Terasvirta, Timo (Editor)/ Tjostheim, Dag (Editor)

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

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

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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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