Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)

by WilliamA.Barnett (Editor), David F . Hendry (Editor), TimoTeräsvirta (Editor), Dag Tjøstheim (Editor), SvendHylleberg (Editor), Allan Würtz (Editor)

Synopsis

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

$158.03

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 240
Publisher: Cambridge University Press
Published: 22 May 2000

ISBN 10: 0521594243
ISBN 13: 9780521594240