Overview
- First comprehensive text to feature the most advanced methodologies and nonlinear modeling techniques for economics and finance
- Ideal supplement for graduate students and researchers working with time series analysis
- Includes contributions from well-known academics and nonlinear modeling experts
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Table of contents (13 chapters)
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Front Matter
Keywords
About this book
Editors and Affiliations
About the editors
Jun Ma
Professor Ma’s primary research interests are Macroeconomics, International Finance, Asset Pricing, and Time Series Econometrics. He has published in journals such as Journal of International Economics, Journal of Money, Credit, and Banking, Journal of Economic Dynamics and Control, Studies in Nonlinear Dynamics and Econometrics, Journal of Banking and Finance, and European Journal of Finance. He was a visiting scholar at Norges Bank (the central bank of Norway) and has been invited to present his research work at central banks and universities, including Norges Bank, Federal Reserve Bank of St. Louis, University of Washington, Virginia Tech, University of Houston, University of Kansas, and University of Nebraska at Omaha.
Department of Economic, Finance, and Legal Studies University of Alabama Tuscaloosa, AL 35487 USA jma@cba.ua.edu Mark E. Wohar Department of Economics University of Nebraska-Omaha RH 512K Omaha, NE 68182 mwohar@mail.unomaha.edu
Mark E. Wohar
Professor Wohar's areas of research include, Domestic and International Macroeconomics, International Finance, Monetary Theory and Financial Economics, Financial Institutions, and Applied Time Series Econometrics. He has published over 120 refereed journal articles. Some of his more noteworthy publications have appeared in journals such as the American Economic Review, Economic Journal, Journal of Finance, Journal of International Economics, Economic Inquiry, Journal of Applied Econometrics, Journal of Forecasting, International Journal of Forecasting, Review of Economics and Statistics, and Journal of Money, Credit and Banking. His research has been cited by more than 950 papers of other authors. He has received many awards for research excellence. Wohar has presented his research at a number of Universities (both in the US and abroad), including Kansas State University, Michigan State University, University ofNew Orleans, University of Notre Dame, Ohio State University, University of Washington, University of California-San Diego, Southern Methodist University, University of Wisconsin-Madison, University of Syracuse, University of Illinois, University of Essex, Cambridge University, University of Warwick, University of Nottingham, University of Durham, Cass Business School-London, University of Kansas, University of California at Davis, among others.
Bibliographic Information
Book Title: Recent Advances in Estimating Nonlinear Models
Book Subtitle: With Applications in Economics and Finance
Editors: Jun Ma, Mark Wohar
DOI: https://doi.org/10.1007/978-1-4614-8060-0
Publisher: Springer New York, NY
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer Science+Business Media New York 2014
Hardcover ISBN: 978-1-4614-8059-4
Softcover ISBN: 978-1-4939-5259-5
eBook ISBN: 978-1-4614-8060-0
Edition Number: 1
Number of Pages: XVI, 299
Number of Illustrations: 15 b/w illustrations, 24 illustrations in colour
Topics: Econometrics, Statistics for Business, Management, Economics, Finance, Insurance, Macroeconomics/Monetary Economics//Financial Economics