E-Book, Englisch, Band 2, 201 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
Patterson / Ashley A Nonlinear Time Series Workshop
2000
ISBN: 978-1-4419-8688-7
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
E-Book, Englisch, Band 2, 201 Seiten, eBook
Reihe: Dynamic Modeling and Econometrics in Economics and Finance
ISBN: 978-1-4419-8688-7
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.