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A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence

Author: Douglas M Patterson; Richard A Ashley
Publisher: Boston, Mass. : Kluwer Academic, ©2000.
Series: Dynamic modeling and econometrics in economics and finance, v. 2.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Genre/Form: Conference papers and proceedings
Congresses
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Douglas M Patterson; Richard A Ashley
ISBN: 0792386744 9780792386742
OCLC Number: 42429322
Description: ix, 200 pages : illustrations ; 24 cm.
Contents: Preface. 1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters. 2. Detecting Nonlinear Serial Dependence. 3. How to Run the Toolkit Program on a PC. 4. Artificially Generated Data: Size Considerations. 5. Artificially Generated Data: Power and Model Specification Considerations. 6. Analysis of Stock Market Returns. 7. Glint Tracking Errors in Radar. 8. Seismic Data. 9. Analysis of U.S. Real GNP. 10. Dynamic Structure of Macroeconomic Technology Shocks. 11. Climatological Data. Index.
Series Title: Dynamic modeling and econometrics in economics and finance, v. 2.
Responsibility: by Douglas M. Patterson, Richard A. Ashley.
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