Spar
Recent Advances in Estimating Nonlinear Models
heftet, 2017
Engelsk
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.
- Undertittel
- With Applications in Economics and Finance
- Redaktør
- Jun Ma, Mark Wohar
- Opplag
- Softcover reprint of the original 1st ed. 2014
- ISBN
- 9781493952595
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 30.4.2017
- Antall sider
- 299
