A Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Published on 6. December 2012
IX, 201 pages
978-1-4419-8688-7 (ISBN)
Description
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Other editions
Additional editions
Douglas M. Patterson | Richard A. Ashley
A Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Book
09/2012
Springer
€160.49
Shipment within 7-9 days
Douglas M. Patterson | Richard A. Ashley
A Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
Book
10/1999
Kluwer Academic Publishers
€160.49
Shipment within 15-20 days
Content
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.
