Recent Advances in Estimating Nonlinear Models With Applications in Economics and Finance /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Ma, Jun (Editor), Wohar, Mark (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2014.
• Subjects: Statistics.; Econometrics.; Macroeconomics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Macroeconomics/Monetary Economics//Financial Economics.

This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. The focus is on such topics as state-space model and the identification issue, use of Markov Switching Models and Smooth Transition Models to analy...