Nonlinear time series analysis of economic and financial data:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Kluwer
1999
|
| Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
1 |
| Schlagworte: | |
| Online-Zugang: | Table of contents Inhaltsverzeichnis |
| Beschreibung: | XVI, 373 S. |
| ISBN: | 0792383796 |
Internformat
MARC
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| 245 | 1 | 0 | |a Nonlinear time series analysis of economic and financial data |c ed. by Philip Rothman |
| 264 | 1 | |a Boston [u.a.] |b Kluwer |c 1999 | |
| 300 | |a XVI, 373 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Dynamic modeling and econometrics in economics and finance |v 1 | |
| 650 | 7 | |a Análise de séries temporais |2 larpcal | |
| 650 | 7 | |a Chaos |2 gtt | |
| 650 | 7 | |a Comportamento caóticos nos sistemas |2 larpcal | |
| 650 | 7 | |a Econometria |2 larpcal | |
| 650 | 7 | |a Econometrische modellen |2 gtt | |
| 650 | 7 | |a Financiering |2 gtt | |
| 650 | 7 | |a Finanças |2 larpcal | |
| 650 | 7 | |a Niet-lineaire systemen |2 gtt | |
| 650 | 7 | |a Sistemas não lineares |2 larpcal | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Finance -- Econometric models | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 4 | |a Chaotic behavior in systems | |
| 650 | 4 | |a Nonlinear systems | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Nichtlineare Zeitreihenanalyse |0 (DE-588)4276267-4 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | 1 | |a Nichtlineare Zeitreihenanalyse |0 (DE-588)4276267-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Rothman, Philip |e Sonstige |4 oth | |
| 830 | 0 | |a Dynamic modeling and econometrics in economics and finance |v 1 |w (DE-604)BV012605915 |9 1 | |
| 856 | 4 | |u http://lcweb.loc.gov/catdir/toc/98-45191.html |3 Table of contents | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-008452626 | ||
Datensatz im Suchindex
| _version_ | 1804127094667476992 |
|---|---|
| adam_text | Contents
Contributing Authors
ix
Introduction
xi
Philip
Rothman
1
BUSINESS CYCLE TURNING POINTS: TWO EMPIRICAL BUSINESS
CYCLE MODEL APPROACHES
Andrew J. Filardo and Stephen F. Gordon
1
2
A MARKOV SWITCHING COOKBOOK
Bruce Mizrach and James Watkins
33
3
A REANALYSIS OF THE SPECTRAL PROPERTIES OF SOME ECONOMIC
AND FINANCIAL TIME SERIES
James B. Ramsey and David J. Thomson
45
4
NONLINEAR ECONOMETRIC MODELLING: A SELECTIVE REVIEW
Norman R. Swanson and Philip Hans
Frånses
87
5
UNIT-ROOT TESTS AND EXCESS RETURNS
Marier/osée
Godbout
and Simon van
Norden
111
6
ON THE INHERENT NONLINEARITY OF FREQUENCY DEPENDENT
TIME SERIES RELATIONSHIPS
Hui
Boon Tan and Richard Ashley
129
7
STATIONARITY TESTS WITH MULTIPLE ENDOGENIZED BREAKS
Junsoo Lee
143
viii
NONLINEAR TIME SERIES ANALYSIS
8
NONLINEAR EVOLUTION IN UK STOCK RETURNS AND VOLUME
Chris Brooks, Melvin J. Hinich, and Michael J. Smith
165
9
NONLINEAR ADJUSTMENT TOWARDS LONG-RUN MONEY DEMAND
Panos
Michael, A Robert Nobay, and David A. Peel
179
10
ASYMMETRIC NONLINEAR SMOOTH TRANSITION GARCH MODELS
Heather M. Anderson, Kiseok Nam, and
Fars
hid Vahid
191
11
TESTING THE PRESENT VALUE HYPOTHESIS FROM A VECTOR
AUTOREGRESSION
WITH STOCHASTIC REGIME SWITCHING
John Driffill and Martin Sola
209
12
BUSINESS CYCLE DYNAMICS: PREDICTING TRANSITIONS
WITH
MACROVARIABLES
Morten O. Ravn and Martin Sola
231
13
SEARCHING FOR THE SOURCES OF ARCH BEHAVIOR: TESTING
THE MIXTURE OF DISTRIBUTIONS MODEL
Patrick
de
Fontnouvelle
267
14
IMPROVED TESTING AND SPECIFICATION OF SMOOTH
TRANSITION REGRESSION MODELS
Alvaro Escribano
and Oscar Jorda
289
15
SPECULATIVE BEHAVIOR, REGIME-SWITCHING, AND STOCK
MARKET CRASHES
Simon van
Norden
and Huntley
Schalter 321
16
HIGHER-ORDER RESIDUAL ANALYSIS FOR SIMPLE BILINEAR
AND THRESHOLD
AUTOREGRESSIVE
MODELS WITH THE TR TEST
Philip Rothman
357
Index
369
|
| any_adam_object | 1 |
| building | Verbundindex |
| bvnumber | BV012456269 |
| callnumber-first | H - Social Science |
| callnumber-label | HB141 |
| callnumber-raw | HB141.N658 1999 |
| callnumber-search | HB141.N658 1999 |
| callnumber-sort | HB 3141 N658 41999 |
| callnumber-subject | HB - Economic Theory and Demography |
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| dewey-full | 330/.01/5195 330/.01/519521 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 330/.01/5195 21 |
| dewey-search | 330/.01/5195 330/.01/5195 21 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV012456269 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:27:53Z |
| institution | BVB |
| isbn | 0792383796 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008452626 |
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| physical | XVI, 373 S. |
| publishDate | 1999 |
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| publisher | Kluwer |
| record_format | marc |
| series | Dynamic modeling and econometrics in economics and finance |
| series2 | Dynamic modeling and econometrics in economics and finance |
| spelling | Nonlinear time series analysis of economic and financial data ed. by Philip Rothman Boston [u.a.] Kluwer 1999 XVI, 373 S. txt rdacontent n rdamedia nc rdacarrier Dynamic modeling and econometrics in economics and finance 1 Análise de séries temporais larpcal Chaos gtt Comportamento caóticos nos sistemas larpcal Econometria larpcal Econometrische modellen gtt Financiering gtt Finanças larpcal Niet-lineaire systemen gtt Sistemas não lineares larpcal Tijdreeksen gtt Ökonometrisches Modell Econometric models Finance -- Econometric models Time-series analysis Chaotic behavior in systems Nonlinear systems Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrisches Modell (DE-588)4043212-9 s Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s DE-604 Rothman, Philip Sonstige oth Dynamic modeling and econometrics in economics and finance 1 (DE-604)BV012605915 1 http://lcweb.loc.gov/catdir/toc/98-45191.html Table of contents Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008452626&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Nonlinear time series analysis of economic and financial data Dynamic modeling and econometrics in economics and finance Análise de séries temporais larpcal Chaos gtt Comportamento caóticos nos sistemas larpcal Econometria larpcal Econometrische modellen gtt Financiering gtt Finanças larpcal Niet-lineaire systemen gtt Sistemas não lineares larpcal Tijdreeksen gtt Ökonometrisches Modell Econometric models Finance -- Econometric models Time-series analysis Chaotic behavior in systems Nonlinear systems Ökonometrisches Modell (DE-588)4043212-9 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4276267-4 (DE-588)4143413-4 |
| title | Nonlinear time series analysis of economic and financial data |
| title_auth | Nonlinear time series analysis of economic and financial data |
| title_exact_search | Nonlinear time series analysis of economic and financial data |
| title_full | Nonlinear time series analysis of economic and financial data ed. by Philip Rothman |
| title_fullStr | Nonlinear time series analysis of economic and financial data ed. by Philip Rothman |
| title_full_unstemmed | Nonlinear time series analysis of economic and financial data ed. by Philip Rothman |
| title_short | Nonlinear time series analysis of economic and financial data |
| title_sort | nonlinear time series analysis of economic and financial data |
| topic | Análise de séries temporais larpcal Chaos gtt Comportamento caóticos nos sistemas larpcal Econometria larpcal Econometrische modellen gtt Financiering gtt Finanças larpcal Niet-lineaire systemen gtt Sistemas não lineares larpcal Tijdreeksen gtt Ökonometrisches Modell Econometric models Finance -- Econometric models Time-series analysis Chaotic behavior in systems Nonlinear systems Ökonometrisches Modell (DE-588)4043212-9 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| topic_facet | Análise de séries temporais Chaos Comportamento caóticos nos sistemas Econometria Econometrische modellen Financiering Finanças Niet-lineaire systemen Sistemas não lineares Tijdreeksen Ökonometrisches Modell Econometric models Finance -- Econometric models Time-series analysis Chaotic behavior in systems Nonlinear systems Nichtlineare Zeitreihenanalyse Aufsatzsammlung |
| url | http://lcweb.loc.gov/catdir/toc/98-45191.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008452626&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012605915 |
| work_keys_str_mv | AT rothmanphilip nonlineartimeseriesanalysisofeconomicandfinancialdata |