Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory: 11 (International Symposia in Economic Theory and Econometrics, Series Number 11)
Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Teräsvirta, Timo; Tjøstheim, Dag; Würtz, Allan
Language: English
Published by Cambridge University Press, 2000
- Hardcover
- Used
Seller: MB Books, Derbyshire, United KingdomMB Books
AbeBooks seller since June 16, 2020
Condition: Used - Good
£ 8.00
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Add to basketItem description from seller
Condition : Good. Hard cover, no jacket. Former university library copy with associated markings. 227pp. No annotations or highlighting. Small amount of corner creasing. Slight shelf wear. Photo on request.
Seller Inventory # 943467
- Title
- Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory: 11 (International Symposia in Economic Theory and Econometrics, Series Number 11)
- Author
- Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Teräsvirta, Timo; Tjøstheim, Dag; Würtz, Allan
- Publisher
- Cambridge University Press
- Publication year
- 2000
- Condition
- Good
- Dust jacket
- No Jacket
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521594243
- ISBN 13
- 9780521594240
"Synopsis" may belong to another edition of this title.
Review
'The discovery of nonlinear dynamical behaviour in economic and financial time series is the most exciting development in applied econometrics over the past decade. Attention has now moved to the difficult task of identifying the forms of the processes generating these complicated dynamics. The papers contained in Nonlinear Econometric Modeling in Times Series exemplify the surrent state-of-the-art of work in this important area.' Douglas M. Patterson, Virginia Polytechnic institute and State University
'Modern economic processes are often nonlinear, in particular, in international and financial markets. The book by Barnett et al. contains new and challenging studies on modelling and estimating this nonlinearity. It is highly recommended material.' Herman van Dijk, Econometric Institute Rotterdam, The Netherlands
'It seems clear that empirical econometric models based on time series data will be, if anything, nonlinear in nature. This book contains high level contributions to the theory and the application of nonlinear time series models. Its chapters reflect the diversity of topics and approaches in a field that is fundamentally relevant for both macroeconomics and econometrics.' Luc Bauwens, CORE, Université catholique de Louvain, Belgium
"About the title" may belong to another edition of this title.
MB Books
Derbyshire, United Kingdom
AbeBooks seller since June 16, 2020
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