Essays in nonlinear time series econometrics:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford Univ. Press
2014
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| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXIII, 367 S. graph. Darst. |
| ISBN: | 9780199679959 |
Internformat
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Datensatz im Suchindex
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| adam_text | ESSAYS IN NONLINEAR TIME
SERIES ECONOMETRICS
EDITED BY
NIELS HALDRUP, MIKA MEITZ, AND PENTTI SAIKKONEN
OXFORD
UNIVERSITY PRESS
CONTENTS
LISTOFFIGURES
LISTOFTABLES
CONTRIBUTORS BIOGRAPHIES
PART I. TESTING FOR LINEARITY AND FUNCTIORIAL FORM
1. TESTING FOR NEGLECTED NONLINEARITY USING TWOFOLD
UNIDENTIFIED MODELS UNDER THE NULL AND HEXIC EXPANSIONS
JIN SEO CHO, ISAO ISHIDA, AND HAIBERT WHITE
2. CONSISTENT TESTING OF FUNCTIONAL FORM IN TIME SERIES MODELS
JAMES DAVIDSON ANDANDREEA G. HALUNGA
3. LINEARITY TESTING FOR TRENDING DATA WITH AN APPLICATION OF
THE WILD BOOTSTRAP
ROBINSON KRUSE AND RICKARD SANDBERG
PART II. SMOOTH TRANSITION MODELS
4. COMMON NONLINEARITIES IN MULTIPLE SERIES OF STOCK MARKET
VOLATILITY
HEATHERM. ANDERSON ANDFARSHID VAHID
5. BALANCE SHEET RECESSIONS AND TIME-VARYING COEFFICIENTS IN
A PHILLIPS CURVE RELATIONSHIP: AN APPLICATION TO FINNISH DATA
KATARINA JUSELIUS AND MIKAEL JUSELIUS
6. MODELING TIME-VARYING VOLATILITY IN FINANCIAL RETURNS:
EVIDENCE FROM THE BOND MARKETS
CRISTINA AMADO AND HELINAE LAAKKONEN
PART III. MODEL SELECTION AND ECONOMETRIC METHODOLOGY
7. SEMI-AUTOMATIC NONLINEAR MODEL SELECTION
JENNIFER L. CASTLE AND DAVID F. HENDRY
CONTENTS
8. FUNDAMENTAL PROBLEMS WITH NONFUNDAMENTAL SHOCKS 198
HELMUT LUETKEPOHL
9. PENALIZED ESTIMATION OF SEMI-PARAMETRIC ADDITIVE
TIME-SERIES MODELS 215
MARCELO C. MEDEIROS AND EDUARDO F. MENDES
10. ORACLE EFFICIENT ESTIMATION AND FORECASTING WITH THE
ADAPTIVE LASSO AND THE ADAPTIVE GROUP LASSO IN VECTOR
AUTOREGRESSIONS 238
LAURENT A.F. CALLOT AND ANDERS BREDAHL KOCK
PART IV. APPLIED FINANCIAL ECONOMETRICS
11. MODELING COMMODITY PRICES WITH DYNAMIC CONDITIONAL BETA 269
ROBERT ENGLE
12. BIAS AND UNCERTAINTY IN ANALYST EARNINGS EXPECTATIONS AT
DIFFERENT FORECAST HORIZONS 288
MARCO AIOLFI, MARIUS RODRIGUEZ, AND ALLAN TIMMERMANN
13. ASYMMETRIE DEPENDENCE PATTERNS IN FINANCIAL RETURNS: AN
EMPIRICAL INVESTIGATION USING LOCAL GAUSSIAN CORRELATION 307
BAERD STEVE AND DAG TJESTHEIM
14. BAGGING CONSTRAINED EQUITY PREMIUM PREDICTORS 330
ERIC HILLEBRAND, TAE-HWY LEE, AND MARCELO C. MEDEIROS
AUTHOR INDEX 357
SUBJECT INDEX 363
X
|
| any_adam_object | 1 |
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| ctrlnum | (OCoLC)893331745 (DE-599)BVBBV042074165 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| isbn | 9780199679959 |
| language | English |
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| spelling | Essays in nonlinear time series econometrics ed. by Niels Haldrup ... 1. ed. Oxford Oxford Univ. Press 2014 XXIII, 367 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Ökonometrie (DE-588)4132280-0 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2012 Ebeltoft gnd-content Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s Ökonometrie (DE-588)4132280-0 s b DE-604 Haldrup, Niels (DE-588)170724123 edt GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027515365&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in nonlinear time series econometrics Ökonometrie (DE-588)4132280-0 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4276267-4 (DE-588)1071861417 |
| title | Essays in nonlinear time series econometrics |
| title_auth | Essays in nonlinear time series econometrics |
| title_exact_search | Essays in nonlinear time series econometrics |
| title_full | Essays in nonlinear time series econometrics ed. by Niels Haldrup ... |
| title_fullStr | Essays in nonlinear time series econometrics ed. by Niels Haldrup ... |
| title_full_unstemmed | Essays in nonlinear time series econometrics ed. by Niels Haldrup ... |
| title_short | Essays in nonlinear time series econometrics |
| title_sort | essays in nonlinear time series econometrics |
| topic | Ökonometrie (DE-588)4132280-0 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| topic_facet | Ökonometrie Nichtlineare Zeitreihenanalyse Konferenzschrift 2012 Ebeltoft |
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