Description: Nonlinear Time Series Analysis of Economic and Financial Data, Hardcover by Rothman, Philip (EDT), ISBN 0792383796, ISBN-13 9780792383796, Like New Used, Free shipping in the US Offers a combination of both applied and methodological papers by leading researchers in the field of economic and financial nonlinear time series analysis. Discusses business cycle turning points, Markov switching, spectral properties of economic and financial time series, and nonlinear econometric modeling. Sheds lights on findings in unit root tests and excess returns, stationary tests with multiple endogenized breaks, nonlinear evolution in UK stock returns and volume, and improved testing and specification of smooth transition regression models. Annotation c. Book News, Inc., Portland, OR ()
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Book Title: Nonlinear Time Series Analysis of Economic and Financial Data
Number of Pages: Xvi, 373 Pages
Publication Name: Nonlinear Time Series Analysis of Economic and Financial Data
Language: English
Publisher: Springer
Subject: Chaotic Behavior in Systems, Finance / General, System Theory, Econometrics, Probability & Statistics / Time Series
Publication Year: 1999
Item Weight: 56.8 Oz
Type: Textbook
Item Length: 9.3 in
Author: Philip Rothman
Subject Area: Mathematics, Science, Business & Economics
Series: Dynamic Modeling and Econometrics in Economics and Finance Ser.
Item Width: 6.1 in
Format: Hardcover
