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Nonlinear Trending Time Series: Theory And Practice: 2 (World Scientific Series on Econometrics and Statistics) - Hardcover
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Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change? This book provides an overview of recently developed models for trending time series and introduces new nonlinear, nonparametric, and semiparametric methods. Specifically, it offers practical approaches to address the problem of endogeneity in linear trending regression models where the trend component is either weak or strong. Additionally, it proposes a testing procedure for identifying common trends across multiple time series and includes illustrative examples from economics, finance, and climate change. As a practical toolbox, this book equips analysts with essential methods for investigating trends in their research and applications.
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Nonlinear Trending Time Series: Theory And Practice (World Scientific Series on Econometrics and Statistics)
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Nonlinear Trending Time Series: Theory And Practice (Hardcover)
Published by
World Scientific Publishing Co Pte Ltd, Singapore, 2024
ISBN 10: 9811293341
ISBN 13: 9789811293344
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Hardcover. Condition: new. Hardcover. Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change?This book provides an overview of recently developed models for trending time series and introduces new nonlinear, nonparametric, and semiparametric methods. Specifically, it offers practical approaches to address the problem of endogeneity in linear trending regression models where the trend component is either weak or strong. Additionally, it proposes a testing procedure for identifying common trends across multiple time series and includes illustrative examples from economics, finance, and climate change.As a practical toolbox, this book equips analysts with essential methods for investigating trends in their research and applications. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9789811293344
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NONLINEAR TRENDING TIME SERIES: THEORY AND PRACTICE
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Condition: As New. Unread book in perfect condition. Seller Inventory # 48403599
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Nonlinear Trending Time Series: Theory And Practice
Published by
World Scientific Publishing Co Pte Ltd, SG, 2024
ISBN 10: 9811293341
ISBN 13: 9789811293344
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Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.
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Hardback. Condition: New. Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change?This book provides an overview of recently developed models for trending time series and introduces new nonlinear, nonparametric, and semiparametric methods. Specifically, it offers practical approaches to address the problem of endogeneity in linear trending regression models where the trend component is either weak or strong. Additionally, it proposes a testing procedure for identifying common trends across multiple time series and includes illustrative examples from economics, finance, and climate change.As a practical toolbox, this book equips analysts with essential methods for investigating trends in their research and applications. Seller Inventory # LU-9789811293344
Quantity: Over 20 available