Essays in Nonlinear Time Series Econometrics PDF Download

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Essays in Nonlinear Time Series Econometrics

Essays in Nonlinear Time Series Econometrics PDF Author: Niels Haldrup
Publisher: Oxford University Press, USA
ISBN: 0199679959
Category : Business & Economics
Languages : en
Pages : 393

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Book Description
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.