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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Ma, Jun (Επιμελητής έκδοσης), Wohar, Mark (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2014.
• Θέματα: 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...