Dynamic Modeling and Econometrics in Economics and Finance

A Nonlinear Time Series Workshop

A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Authors: Patterson, Douglas M., Ashley, Richard A.

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eBook $189.00
price for USA (gross)
  • ISBN 978-1-4419-8688-7
  • Digitally watermarked, DRM-free
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  • Immediate eBook download after purchase
Hardcover $239.00
price for USA
  • ISBN 978-0-7923-8674-2
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Softcover $239.00
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  • ISBN 978-1-4613-4665-4
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  • Usually dispatched within 3 to 5 business days.

Table of contents (11 chapters)

  • Nonlinearity in Stochastic Processes: What it is and Why it Matters

    Patterson, Douglas M. (et al.)

    Pages 1-38

  • Detecting Nonlinear Serial Dependence

    Patterson, Douglas M. (et al.)

    Pages 39-49

  • How to Run the Toolkit Program on a PC

    Patterson, Douglas M. (et al.)

    Pages 51-62

  • Artificially Generated Data: Size Considerations

    Patterson, Douglas M. (et al.)

    Pages 63-72

  • Artificially Generated Data: Power and Model Specification Considerations

    Patterson, Douglas M. (et al.)

    Pages 73-93

Buy this book

eBook $189.00
price for USA (gross)
  • ISBN 978-1-4419-8688-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $239.00
price for USA
  • ISBN 978-0-7923-8674-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $239.00
price for USA
  • ISBN 978-1-4613-4665-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
A Nonlinear Time Series Workshop
Book Subtitle
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Authors
Series Title
Dynamic Modeling and Econometrics in Economics and Finance
Series Volume
2
Copyright
2000
Publisher
Springer US
Copyright Holder
Kluwer Academic Publishers
eBook ISBN
978-1-4419-8688-7
DOI
10.1007/978-1-4419-8688-7
Hardcover ISBN
978-0-7923-8674-2
Softcover ISBN
978-1-4613-4665-4
Series ISSN
1566-0419
Edition Number
1
Number of Pages
IX, 201
Topics