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A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance 2000 edition
Douglas M. Patterson
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A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance 2000 edition
Douglas M. Patterson
Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.
201 pages, biography
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 31. oktober 1999 |
| ISBN13 | 9780792386742 |
| Utgivere | Springer |
| Antall sider | 201 |
| Mål | 155 × 235 × 14 mm · 489 g |
| Språk | Engelsk |
Se alt med Douglas M. Patterson ( f.eks. Innbunden bok og Pocketbok )