| Nonlinear Time Series Analysis of Economic and Financial Data 1999 Edition Contributor(s): Rothman, Philip (Editor) |
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ISBN: 0792383796 ISBN-13: 9780792383796 Publisher: Springer OUR PRICE: $313.49 Product Type: Hardcover - Other Formats Published: January 1999 Annotation: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Mathematics - Business & Economics | Economics - Theory |
| Dewey: 330.015 |
| LCCN: 98045191 |
| Series: Dynamic Modeling and Econometrics in Economics and Finance |
| Physical Information: 1.08" H x 6.38" W x 9.5" (1.50 lbs) 373 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area. |