A nonlinear time series workshop: a toolkit for detecting and identifying nonlinear serial dependence
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Kluwer Acad. Publ.
2000
|
| Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
2 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 200 S. graph. Darst. |
| ISBN: | 0792386744 |
Internformat
MARC
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| 245 | 1 | 0 | |a A nonlinear time series workshop |b a toolkit for detecting and identifying nonlinear serial dependence |c by Douglas M. Patterson ; Richard A. Ashley |
| 264 | 1 | |a Boston [u.a.] |b Kluwer Acad. Publ. |c 2000 | |
| 300 | |a IX, 200 S. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Dynamic modeling and econometrics in economics and finance |v 2 | |
| 650 | 4 | |a Time-series analysis -- Congresses | |
| 650 | 4 | |a Economics, Mathematical -- Congresses | |
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Datensatz im Suchindex
| _version_ | 1804138220006408192 |
|---|---|
| adam_text | Table
of
Contents
Preface vii
1.
Nonlinearity in
Stochastic Processes:
What it Is and Why it Matters
1
2.
Detecting Nonlinear Serial Dependence
39
3.
How to Run the Toolkit Program on a PC
51
4.
Artificially Generated Data: Size Considerations
63
5.
Artificially Generated Data:
Power And Model Specification Considerations
73
6.
Analysis of Stock Market Returns
95
7.
Glint Tracking Errors in Radar
121
8.
Seismic Data
137
9.
Analysis of U.S. Real GNP
161
10.
Dynamic Structure of
Macroeconomic
Technology Shocks
167
11.
Climatological Data
177
Index
189
|
| adam_txt |
Table
of
Contents
Preface vii
1.
Nonlinearity in
Stochastic Processes:
What it Is and Why it Matters
1
2.
Detecting Nonlinear Serial Dependence
39
3.
How to Run the Toolkit Program on a PC
51
4.
Artificially Generated Data: Size Considerations
63
5.
Artificially Generated Data:
Power And Model Specification Considerations
73
6.
Analysis of Stock Market Returns
95
7.
Glint Tracking Errors in Radar
121
8.
Seismic Data
137
9.
Analysis of U.S. Real GNP
161
10.
Dynamic Structure of
Macroeconomic
Technology Shocks
167
11.
Climatological Data
177
Index
189 |
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| language | English |
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| series | Dynamic modeling and econometrics in economics and finance |
| series2 | Dynamic modeling and econometrics in economics and finance |
| spelling | Patterson, Douglas M. 1945- Verfasser (DE-588)170050513 aut A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence by Douglas M. Patterson ; Richard A. Ashley Boston [u.a.] Kluwer Acad. Publ. 2000 IX, 200 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Dynamic modeling and econometrics in economics and finance 2 Time-series analysis -- Congresses Economics, Mathematical -- Congresses Nichtlineare Zeitreihe (DE-588)4304586-8 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Nichtlineare Zeitreihe (DE-588)4304586-8 s DE-604 Ashley, Richard A. 1950- Verfasser (DE-588)170031152 aut Dynamic modeling and econometrics in economics and finance 2 (DE-604)BV012605915 2 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016886365&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Patterson, Douglas M. 1945- Ashley, Richard A. 1950- A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence Dynamic modeling and econometrics in economics and finance Time-series analysis -- Congresses Economics, Mathematical -- Congresses Nichtlineare Zeitreihe (DE-588)4304586-8 gnd |
| subject_GND | (DE-588)4304586-8 (DE-588)1071861417 |
| title | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence |
| title_auth | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence |
| title_exact_search | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence |
| title_exact_search_txtP | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence |
| title_full | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence by Douglas M. Patterson ; Richard A. Ashley |
| title_fullStr | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence by Douglas M. Patterson ; Richard A. Ashley |
| title_full_unstemmed | A nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence by Douglas M. Patterson ; Richard A. Ashley |
| title_short | A nonlinear time series workshop |
| title_sort | a nonlinear time series workshop a toolkit for detecting and identifying nonlinear serial dependence |
| title_sub | a toolkit for detecting and identifying nonlinear serial dependence |
| topic | Time-series analysis -- Congresses Economics, Mathematical -- Congresses Nichtlineare Zeitreihe (DE-588)4304586-8 gnd |
| topic_facet | Time-series analysis -- Congresses Economics, Mathematical -- Congresses Nichtlineare Zeitreihe Konferenzschrift |
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