A Nonlinear Time Series Workshop A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Título:
A Nonlinear Time Series Workshop A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
ISBN:
9781441986887
Autor personal:
Edición:
1st ed. 2000.
PRODUCTION_INFO:
New York, NY : Springer US : Imprint: Springer, 2000.
Descripción física:
IX, 201 p. online resource.
Serie:
Dynamic Modeling and Econometrics in Economics and Finance, 2
Contenido:
1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations -- 6. Analysis of Stock Market Returns -- 7. Glint Tracking Errors in Radar -- 8. Seismic Data -- 9. Analysis of U.S. Real GNP -- 10. Dynamic Structure of Macroeconomic Technology Shocks -- 11. Climatological Data.
Autor añadido:
Autor corporativo añadido:
Acceso electrónico:
Full Text Available From Springer Nature Business and Economics Archive Packages
Idioma:
Inglés