Concepts and tools for nonlinear time series modelling

Tools and approaches are provided for nonlinear time series modelling in econometrics. A wide range of topics is covered, including probabilistic properties, statistical inference and computational methods. The focus is on the applications but the ideas of the mathematical arguments are also provided. Techniques and concepts are illustrated by various examples, Monte Carlo experiments and a real application.

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Year of publication:	2009
Authors:	Amendola, Alessandra ; Francq, Christian

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Amendola, Alessandra and Francq, Christian (2009): Concepts and tools for nonlinear time series modelling. Forthcoming in: Handbook of Computational Econometrics (July 2009)
Classification:	C22 - Time-Series Models
Source:	BASE

Persistent link: https://www.econbiz.de/10015217811