| Limit Theorems for Nonlinear Cointegrating Regression Contributor(s): Qiying Wang (Author) |
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ISBN: 9814675628 ISBN-13: 9789814675628 Publisher: World Scientific Publishing Company OUR PRICE: $112.10 Product Type: Hardcover - Other Formats Published: July 2015 |
| Additional Information |
| BISAC Categories: - Science | Chaotic Behavior In Systems - Mathematics | Probability & Statistics - Stochastic Processes - Business & Economics | Econometrics |
| Dewey: 519.536 |
| LCCN: 2015017266 |
| Series: Nonlinear Time Series and Chaos |
| Physical Information: 0.8" H x 6" W x 9.1" (1.20 lbs) 272 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression. The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers. |
