A Nonlinear Time Series Workshop : A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

by Douglas M. Patterson, Richard A. Ashley

1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations -- 6. Analysis of Stock Market Returns -- 7. Glint Tracking Errors in Radar -- 8. Seismic Data -- 9. Analysis of U.S. Real GNP -- 10. Dynamic Structure of Macroeconomic Technology Shocks -- 11. Climatological Data.

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Year of publication:	2000 ; 1st ed. 2000.
Authors:	Patterson, Douglas M. ; Ashley, Richard A.
Publisher:	2000.: New York, NY : Imprint: Springer 2000.: New York, NY : Springer US
Subject:	Zeitreihenanalyse \| Time series analysis \| Nichtlineare Regression \| Nonlinear regression \| Theorie \| Theory

Extent:	1 Online-Ressource(IX, 201 p.)
Series:	Dynamic Modeling and Econometrics in Economics and Finance ; 2
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-4419-8688-7 ; 978-1-4613-4665-4 ; 978-0-7923-8674-2 ; 978-1-4419-8689-4
Other identifiers:	10.1007/978-1-4419-8688-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014021905