Essays in Nonlinear Time Series Ökonometrie, Hardcover von Haldrup, Niels (ED...
Essays in Nonlinear Time Series Econometrics, Hardcover by Haldrup, Niels (EDT); Meitz, Mika (EDT); Saikkonen, Pentti (EDT), ISBN 0199679959, ISBN-13 9780199679959, Brand New, Free P&P in the UK 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.
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