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Essays On Testing For Nonstationarities And Structural Change In Time Series Models
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Book Synopsis Essays on Testing for Nonstationarities and Structural Change in Time Series Models by : Timothy J. Vogelsang
Download or read book Essays on Testing for Nonstationarities and Structural Change in Time Series Models written by Timothy J. Vogelsang and published by . This book was released on 1993 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Econometrics written by and published by . This book was released on 1997 with total page 854 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Nonlinear Time Series Econometrics by : Niels Haldrup
Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Book Synopsis American Doctoral Dissertations by :
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1997 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Developments in Time Series by : Paul Newbold
Download or read book Recent Developments in Time Series written by Paul Newbold and published by Edward Elgar Publishing. This book was released on 2003 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume one includes sections on unit root and stationarity tests; cointegration; structural breaks; nonlinearity; and long memory. Volume two covers conditional heteroskedasticity; stochastic volatility; unobserved components; trend function analysis; prediction; seasonality; and causality.
Book Synopsis Testing for Structural Change in Some Simple Time Series Models by : Chia-Shang James Chu
Download or read book Testing for Structural Change in Some Simple Time Series Models written by Chia-Shang James Chu and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Estimation and Interference in Non-stationary Time Series Models by : Niels Haldrup
Download or read book Essays on the Estimation and Interference in Non-stationary Time Series Models written by Niels Haldrup and published by . This book was released on 1996 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Panel and Nonlinear Time Series Analysis by : Namwon Hyung
Download or read book Essays on Panel and Nonlinear Time Series Analysis written by Namwon Hyung and published by . This book was released on 1999 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Estimation and Inference in Non-stationary Time Series Models by : Niels Haldrup
Download or read book Essays on the Estimation and Inference in Non-stationary Time Series Models written by Niels Haldrup and published by . This book was released on 1996 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Port Economics by : Pablo Coto-Millán
Download or read book Essays on Port Economics written by Pablo Coto-Millán and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to offer a comprehensive overview of the economics of ports for scientists, students and professionals. The text is divided into five self-contained parts: the first chapter defines the demand for port services using an econometric approach. The second part analyzes the provision of port services using the production, cost, investment and profit functions of various ports. The third part combines the two previous parts in order to propound a general equilibrium approach. The fourth part looks at regulation, efficiency and the existence of ports as natural monopolies. Finally, the fifth part uses Cost Benefit Analysis for an economic evaluation of the feasibility of building new ports or enlarging existing ones.
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2005 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing for Structural Change written by and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The unit root revolution in time series modeling has created substantial interest in non- stationarity and its implications for empirical modeling. Beyond the original interest in trend vs. difference non-stationarity, there has been renewed interest in testing and modeling structural breaks. The focus of my dissertation is on testing for departures from stationarity in a broader framework where unit root, mean trends and structural break non-stationarity constitute only a small subset of the possible forms of non-stationarity. In the first chapter the most popular testing procedures for the assumption, in view of the fact that general forms of non-stationarity render each observation unique, I develop a testing procedure using a resampling scheme which is based on a Maximum Entropy replication algorithm. The proposed misspecification testing procedure relies on resampling techniques to enhance the informational content of the observed data in an attempt to capture heterogeneity 'locally' using rolling window estimators of the primary moments of the stochastic process.
Book Synopsis Three Essays Involving Time Series Analysis by : Jeffrey Harris Dorfman
Download or read book Three Essays Involving Time Series Analysis written by Jeffrey Harris Dorfman and published by . This book was released on 1989 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Non-linear and Non-stationary Time Series Analysis by : Maurice Bertram Priestley
Download or read book Non-linear and Non-stationary Time Series Analysis written by Maurice Bertram Priestley and published by . This book was released on 1988 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Non-linear Time Series by : Chor-Yiu Sin
Download or read book Three Essays on Non-linear Time Series written by Chor-Yiu Sin and published by . This book was released on 1993 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Unit Roots, Cointegration, and Structural Change by : G. S. Maddala
Download or read book Unit Roots, Cointegration, and Structural Change written by G. S. Maddala and published by Cambridge University Press. This book was released on 1998 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Book Synopsis Essays on Nonstandard Testing of Trend Functions in Time Series Models by : Ozgen Sayginsoy
Download or read book Essays on Nonstandard Testing of Trend Functions in Time Series Models written by Ozgen Sayginsoy and published by . This book was released on 2004 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:
