| 청구기호 |
HB139 .N65p 1993 |
| 형태사항 |
xiii, 244 p. : ill. ; 26 cm.
|
| 언어 |
English |
| 일반주기 |
"Published in the special issue of the Journal of applied econometrics entitled Nonlinear dynamics and econometrics, v. 7 Supplement (1992)"--T.p. verso.
|
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
Nonlinear dynamics, chaos and econometrics : an introduction / M. Hashem Pesaran and Simon M. Potter -- Complex economic dynamics : obvious in history, generic in theory, elusive in data / R.H. Day -- Using the correlation exponent to decide whether an economic series is chaotic / T. Liu ... [et al.] -- Lyapunov exponents as a nonparametric diagnostic for stability analysis / W.D. Dechert and R. Gencay -- The likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP / B.E. Hansen -- Merger waves and the structure of merger and acquisition time-series / R.J. Town -- Nonlinear dynamics in a structural model of employment / S.M. Burgess -- Characterizing nonlinearities in business cycles using smooth transition autoregressive models / T. Ter�svirta and H.M. Anderson -- Forecast improvements using a volatility index / B. LeBaron -- Multivariate nearest-neighbour forecasts of EMS exchange rates / B. Mizrach -- Nonlinear time-series analysis of stock volatilities / C.Q. Cao and R.S. Tsay -- Threshold arch models and asymmetries in volatility / R. Rabemananjara and J.M. Zako�an -- News effects in a high-frequency model of the sterling-dollar exchange rate / C.A.E. Goodhart ... [et al.] -- Intra-day future price volatility : information effects and variance persistence / P.R. Locke and C.L. Sayers -- The comparative power of the TR test against simple threshold models / P. Rothman.
|
| 주제 |
Econometrics --Congresses.
Chaotic behavior in systems --Congresses.
Nonlinear theories --Congresses.
Statics and dynamics (Social sciences) --Econometric models --Congresses.
Economics
Mathematical models
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| LCCN |
93021758
|
| ISBN |
0471939420 : |
