A Nonlinear Time Series Workshop

A Nonlinear Time Series Workshop A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance

2000

Hardback (31 Oct 1999)

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Publisher's Synopsis

Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.

Book information

ISBN: 9780792386742
Publisher: Springer US
Imprint: Springer
Pub date:
Edition: 2000
DEWEY: 330.01519232
DEWEY edition: 21
Language: English
Number of pages: 200
Weight: 1080g
Height: 234mm
Width: 156mm
Spine width: 14mm