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Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ edited by William A. Barnett

Contributor(s): Barnett, William A., edMaterial type: Text

TextSeries: (International symposia in economic theory and econometrics)Publication details: Cambridge: Cambridge University Press, 2000Description: xii, 227 p. : ill. ; 24 cmISBN: 9780521594240Subject(s): Nonlinear theories | Time-series analysis | Econometrics | Econometric modelsDDC classification: 330.015192

Contents:

Introduction and overview / William A. Barnett [and others] -- Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones, and Travis D. Nesmith -- Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini -- Nonlinearity, structural breaks or outliers in economic time series? / Gary Koop and Simon Potter -- Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano -- Nonlinear time series models : Consistency and asymptotic mormality of NLS under new conditions / Santiago Mira and Alvaro Escribano -- Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lukepohl -- Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	330.015192 BAR/N (Browse shelf(Opens below))	Available		P10787

Total holds: 0

Introduction and overview / William A. Barnett [and others] --
Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones, and Travis D. Nesmith --
Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini --
Nonlinearity, structural breaks or outliers in economic time series? / Gary Koop and Simon Potter --
Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano --
Nonlinear time series models : Consistency and asymptotic mormality of NLS under new conditions / Santiago Mira and Alvaro Escribano --
Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lukepohl --
Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses.

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