Recent advances in estimating nonlinear models [electronic resource] : with applications in economics and finance / edited by Jun Ma and Mark Wohar

Contributor(s):

Material type: Text

TextPublication details: New York : Springer, [2013]Description: 1 online resource (308 pages) : illustrationsContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781461480600 (ebook)
9781461480594

Subject(s):

Genre/Form:

Electronic books.

DDC classification:

330.015195 MAJ 22

LOC classification:

HB135 .R43 2013eb

Online resources:

Click here to view the document

Summary: This book provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. The focus is on such topics as state-space model and the identification issue, use of Markov Switching Models and Smooth Transition Models to analyze economic series, and how best to distinguish between competing nonlinear models.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	330.015195 MAJ (Browse shelf(Opens below))	Available		IIMC-E825

Total holds: 0

Includes bibliographical references and index.

This book provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. The focus is on such topics as state-space model and the identification issue, use of Markov Switching Models and Smooth Transition Models to analyze economic series, and how best to distinguish between competing nonlinear models.

Description based on online resource; title from PDF title page (ebrary, viewed October 13, 2013).

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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