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Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.

Nonlinear Econometric Modeling in Time Series 2025 pdf epub mobi 電子書 下載

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發表於2025-01-19

Nonlinear Econometric Modeling in Time Series 2025 pdf epub mobi 電子書 下載

Nonlinear Econometric Modeling in Time Series 2025 pdf epub mobi 電子書 下載

Nonlinear Econometric Modeling in Time Series 2025 pdf epub mobi 電子書 下載

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