عنوان

Recent advances in estimating nonlinear models :with applications in economics and finance

شماره استاندارد

2147

عنوان اصلي

Recent advances in estimating nonlinear models :with applications in economics and finance

نام خاص و کميت اثر

1 online resource )xvi, 299 pages( : illustrations )some color(

متن يادداشت

Includes bibliographical references

متن يادداشت

Stock Return and Inflation: An Analysis Based on the State-Space Framework -- Diffusion Index Model Specification and Estimation: Using Mixed Frequency Datasets -- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks -- On the Use of the Flexible Fourier Form in Unit Roots Tests, Endogenous Breaks, and Parameter Instability -- Testing for a Markov-Switching Mean in Serially-Correlated Data -- Nonlinear Time Series Models and Model Selection -- Nonstationarities and Markov Switching Models -- Has Wealth Effect Changed Over Time? Evidence from Four Industrial Countries -- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Times Series Models -- Small Area Estimation with Correctly Specified Linking Models -- Forecasting Stock Returns: Does Switching between Models Help? -- The Global Joint Distribution of Income and Health

عنصر شناسه ای

، Estimation theory

عنصر شناسه ای

، Nonlinear theories

عنصر شناسه ای

، Economics/Management Science

عنصر شناسه ای

، Econometrics

عنصر شناسه ای

، Statistics for Business/Economics/Mathematical Finance/Insurance

عنصر شناسه ای

، Financial Economics

شماره

شماره رده

کد نقش

TI

عنصر شناسه اي

Jun Ma, Mark Wohar, editors

عنصر شناسه اي

AU nuJ ,aM editor of compilation

عنصر شناسه اي

AU E kraM ,rahoW editor of compilation

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