Recent advances in estimating nonlinear models [electronic resource] : with applications in economics and finance / Jun Ma, Mark Wohar, editors.
Ma, Jun, editor of compilation.; Wohar, Mark E., editor of compilation.
2013
QA276.8
Available Online

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Title Recent advances in estimating nonlinear models [electronic resource] : with applications in economics and finance / Jun Ma, Mark Wohar, editors.
ISBN 9781461480600 electronic book
1461480604 electronic book
9781461480594
DOI https://doi.org/10.1007/978-1-4614-8060-0
Published New York : Springer, [2013?]
Copyright ©2014
Language English
Description 1 online resource (xvi, 299 pages) : illustrations (some color)
Item Number 10.1007/978-1-4614-8060-0 doi
Call Number QA276.8
Dewey Decimal Classification 519.5/44
Summary This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. The focus is on such topics as state-space model and the identification issue, use of Markov Switching Models and Smooth Transition Models to analyze economic series, and how best to distinguish between competing nonlinear models. Most economic theory suggests that the economic relationships among economic variables in the real world are fairly complex and nonlinear. Nonlinear models are necessary to capture these important channels through which economic variables can influence each other and various policies can affect economic activities. This volume features cutting-edge research from leading academics in economics, finance, and business management. The principles and techniques used here will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Source of Description Description based on online resource; title from PDF title page (SpringerLink, viewed October 1, 2013).
Added Author Ma, Jun, editor of compilation.
Wohar, Mark E., editor of compilation.
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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