Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ 
edited by William A. Barnett 
 - Cambridge:  Cambridge University Press,  2000. 
 - xii, 227 p. :  ill. ;  24 cm. 
 - (International symposia in economic theory and econometrics) .
<br/><br/>Introduction and overview / William A. Barnett [and others] --<br/>Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones, and Travis D. Nesmith --<br/>Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini --<br/>Nonlinearity, structural breaks or outliers in economic time series? / Gary Koop and Simon Potter --<br/>Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano --<br/>Nonlinear time series models : Consistency and asymptotic mormality of NLS under new conditions / Santiago Mira and Alvaro Escribano --<br/>Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lukepohl --<br/>Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses. 
<br/><br/><label>ISBN: </label>9780521594240 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Nonlinear theories<br/>Time-series analysis<br/>Econometrics<br/>Econometric models
<br/><br/><label>Dewey Class. No.: </label>330.015192  / BAR/N