The Resource Essays in nonlinear time series econometrics, Niels Haldrup, Mika Meitz, and Pentti Saikkonen

Essays in nonlinear time series econometrics, Niels Haldrup, Mika Meitz, and Pentti Saikkonen

Label
Essays in nonlinear time series econometrics
Title
Essays in nonlinear time series econometrics
Statement of responsibility
Niels Haldrup, Mika Meitz, and Pentti Saikkonen
Contributor
Editor
Provider
Publisher
Subject
Language
eng
Summary
This is a book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting
Cataloging source
StDuBDS
Illustrations
illustrations
Index
index present
LC call number
HB139
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Haldrup, Niels
  • Meitz, Mika
  • Saikkonen, Pentti
  • Oxford Scholarship Online
  • Oxford University Press
http://library.link/vocab/subjectName
  • Econometrics
  • Nonlinear theories
  • Time-series analysis
Target audience
specialized
Label
Essays in nonlinear time series econometrics, Niels Haldrup, Mika Meitz, and Pentti Saikkonen
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
  • text
  • still image
Content type MARC source
  • rdacontent
  • rdacontent
Extent
1 online resource
Form of item
online
Isbn
9780191760136
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations (black and white)
Specific material designation
remote
System control number
(StDuBDS)EDZ0000743841
Label
Essays in nonlinear time series econometrics, Niels Haldrup, Mika Meitz, and Pentti Saikkonen
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
  • text
  • still image
Content type MARC source
  • rdacontent
  • rdacontent
Extent
1 online resource
Form of item
online
Isbn
9780191760136
Media category
computer
Media MARC source
rdamedia
Other physical details
illustrations (black and white)
Specific material designation
remote
System control number
(StDuBDS)EDZ0000743841

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