by WilliamA.Barnett (Editor), David F . Hendry (Editor), Allan Würtz (Editor), SvendHylleberg (Editor), Dag Tjøstheim (Editor), TimoTeräsvirta (Editor)
This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Format: Hardcover
Pages: 240
Publisher: Cambridge University Press
Published: 22 May 2000
ISBN 10: 0521594243
ISBN 13: 9780521594240