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Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance 2014 edition
Jun Ma
Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance 2014 edition
Jun Ma
Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others.
299 pages, 24 Illustrations, color; 15 Illustrations, black and white; XVI, 299 p. 39 illus., 24 ill
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | September 24, 2013 |
ISBN13 | 9781461480594 |
Publishers | Springer-Verlag New York Inc. |
Pages | 299 |
Dimensions | 155 × 235 × 23 mm · 566 g |
Language | English |
Editor | Ma, Jun |
Editor | Wohar, Mark |