Research Catalog

Title

Nonlinear econometric modeling in time series : Eleventh International Symposium in Economic Theory and Econometrics / edited by William A. Barnett [and others].

Publication

New York ; Cambridge, UK : Cambridge University Press, 2000.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Barnett, William A.
• International Symposium in Economic Theory and Econometrics (11th : 1995 : University of Aarhus)

Description

xii, 227 pages; 25 cm.

Series Statement

International symposia in economic theory and econometrics

Uniform Title

International symposia in economic theory and econometrics.

Subject

• Econometrics > Congresses
• Time-series analysis > Congresses
• Nonlinear theories > Congresses

Note

• A selection of 7 papers presented at the conference held at the University of Aarhus, Denmark, on December 14-15, 1995.

Bibliography (note)

• Includes bibliographical references.

Contents

1. Introduction and overview / William A. Barnett, David F. Hendry and Svend Hylleberg / [et al.] -- 2. Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones and Travis D. Nesmith -- 3. Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini -- 4. Nonlinearity, structural breaks, or outliers in economic time series? / Gary Koop and Simon Potter -- 5. Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano -- 6. Nonlinear time series models: Consistency and asymptotic normality of NLS under new conditions / Santiago Mira and Alvaro Escribano -- 7. Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lutkepohl -- 8. Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses.

ISBN

0521594243

LCCN

99034095

OCLC

• 228954682
• ocn228954682

Owning Institutions

Columbia University Libraries