000			00457nam a2200133Ia 4500
999			_c155966 _d155966
020			_a9780521594240
040			_cCUS
082			_a330.015192 _bBAR/N
245			_aNonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ _cedited by William A. Barnett
260			_aCambridge: _bCambridge University Press, _c2000.
300			_axii, 227 p. : _bill. ; _c24 cm.
440			_a(International symposia in economic theory and econometrics)
505			_aIntroduction 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.
650			_aNonlinear theories
650			_aTime-series analysis
650			_aEconometrics
650			_aEconometric models
700			_aBarnett, William A., ed.
942			_cWB16