Nonlinear Time Series Analysis of Economic and Financial Data

  • Philip Rothman

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 1)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Bruce Mizrach, James Watkins
    Pages 33-43
  3. Norman R. Swanson, Philip Hans Franses
    Pages 87-109
  4. Marie-Josée Godbout, Simon van Norden
    Pages 111-128
  5. Chris Brooks, Melvin J. Hinich, Michael J. Smith
    Pages 165-177
  6. Panos Michael, A. Robert Nobay, David A. Peel
    Pages 179-190
  7. Heather M. Anderson, Kiseok Nam, Farshid Vahid
    Pages 191-207
  8. Simon van Norden, Huntley Schaller
    Pages 321-356
  9. Back Matter
    Pages 369-373

About this book

Introduction

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Keywords

business cycle calculus dynamics modeling nonlinearity regression sets time series time series analysis

Editors and affiliations

  • Philip Rothman
    • 1
  1. 1.East Carolina UniversityUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4615-5129-4
  • Copyright Information Kluwer Academic Publishers 1999
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-7334-6
  • Online ISBN 978-1-4615-5129-4
  • Series Print ISSN 1566-0419
  • About this book