Modelling Nonlinear Economic Time Series (Advanced Texts in Economics)

5 valoración promedio
( 1 valoraciones por Goodreads )
 
9780199587148: Modelling Nonlinear Economic Time Series (Advanced Texts in Economics)

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones.

Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.

"Sinopsis" puede pertenecer a otra edición de este libro.

About the Author:


Timo Terasvirta received his DPolSc (Econometrics) from the University of Helsinki in 1970. He has been Senior Research Fellow of the Academy of Finland (1972-76), Professor of Statistics at the University of Helsinki (1976-80), Visiting Scholar at CORE, Louvain-la-Neuve, (1978-79), Research Fellow at the Research Institute of the Finnish Economy (1980-89), Research Fellow at the Norges Bank, (1992-93, 1994, 2000), and Professor of Econometrics at the Stockholm School of Economics, (1994-2006). He has been Visiting Professor to several universities, including the University of California, San Diego, the University of Technology, Sydney, the Central European University, Budapest, and the Hanken School of Economics, Helsinki. Terasvirta is an elected member of the International Statistical Institute, the Finnish Society of Sciences and Letters, Helsinki, and the Royal Academy of Sciences, Stockholm. He is Distinguished Author of Journal of Applied Econometrics and Fellow of Journal of Econometrics. Dag Tjostheim holds a PhD in Applied Mathematics from Princeton University, 1974. He was Research Scientist at the seismic observatory NORSAR (1974-77) and Associate Professor at the Norwegian Business School (1977-80). He was Visiting Professor at the University of North Carolina, Chapel Hill (1983-84) and at the University of California, San Diego (1990-91). He has been working on time series and related areas in spatial processes including econometrics, fishery statistics, seismology and meteorology. Tjostheim has served as main editor of the Scandinavian Journal of Statistics, and as Associate Editor of Bernoulli, Journal of the Royal Statistical Society Series B, and Journal of Time Series Analysis. He is the recipient of the Tjalling Koopmans Prize in Econometric Theory 1999-2002 and the Norwegian Sverdrup Prize 2009. He is elected member of the International Statistical Statistical Institute and the Norwegian Academy of Science. Clive W. J. Granger was Professor Emeritus at the University of California, San Diego. In 2003, he was awarded the Nobel Memorial Prize in Economic Sciences for fundamental discoveries in the analysis of time series data.

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 4,37
De Reino Unido a Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Terasvirta, Timo
Editorial: OUP Oxford (2016)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Paperback Cantidad: 1
Impresión bajo demanda
Librería
Ria Christie Collections
(Uxbridge, Reino Unido)
Valoración
[?]

Descripción OUP Oxford, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780199587148_lsuk

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 102,68
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,37
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Ter?svirta, Timo
Editorial: OUP Oxford (2010)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción OUP Oxford, 2010. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780199587148

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 112,26
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,16
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Timo Terasvirta, Dag Tjostheim, Clive W. J. Granger
Editorial: Oxford University Press, United Kingdom (2011)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: 10
Impresión bajo demanda
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción Oxford University Press, United Kingdom, 2011. Hardback. Estado de conservación: New. Language: English . Brand New Book ***** Print on Demand *****. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. Nº de ref. de la librería APC9780199587148

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 143,04
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Timo Terasvirta, Dag Tjostheim, Clive W. J. Granger
Editorial: Oxford University Press, United Kingdom (2011)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: 10
Impresión bajo demanda
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Oxford University Press, United Kingdom, 2011. Hardback. Estado de conservación: New. Language: English . Brand New Book ***** Print on Demand *****.This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. Nº de ref. de la librería APC9780199587148

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 143,33
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Timo Terasvirta, Dag Tjostheim, Clive W. J. Granger
Editorial: Oxford University Press, USA (2011)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press, USA, 2011. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0199587140

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 148,07
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,25
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Terasvirta, Timo, Tjostheim, Dag, Grange
Editorial: Oxford University Press (2017)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: 2
Impresión bajo demanda
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press, 2017. Hardcover. Estado de conservación: New. Never used! This item is printed on demand. Nº de ref. de la librería P110199587140

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 155,01
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,70
A Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Terasvirta, Timo; Tjostheim, Dag; Granger, Clive W. J.
Editorial: Oxford University Press
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: 4
Librería
Diafan Media
(Geneva, IL, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press. Hardcover. Estado de conservación: New. 0199587140 New Condition *** Right Off the Shelf | Ships within 2 Business Days ~~~ Customer Service Is Our Top Priority! - Thank you for LOOKING :-). Nº de ref. de la librería 2BOOK3P332109

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 153,87
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,22
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Terasvirta, Timo; Tjostheim, Dag; Granger, Clive W. J.
Editorial: Oxford University Press
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: > 20
Librería
Russell Books
(Victoria, BC, Canada)
Valoración
[?]

Descripción Oxford University Press. Hardcover. Estado de conservación: New. 0199587140 Special order direct from the distributor. Nº de ref. de la librería ING9780199587148

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 164,54
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 5,96
De Canada a Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Clive W. J. Granger
Editorial: Oxford University Press
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Cantidad: > 20
Librería
BuySomeBooks
(Las Vegas, NV, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press. Hardcover. Estado de conservación: New. Hardcover. 432 pages. Dimensions: 9.3in. x 6.2in. x 1.5in.This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Nº de ref. de la librería 9780199587148

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 171,96
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Timo Terasvirta; Dag Tjostheim; Clive W. J. Granger
Editorial: Oxford University Press (2011)
ISBN 10: 0199587140 ISBN 13: 9780199587148
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press, 2011. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M0199587140

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 174,96
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda