Nonlinear Econometric Modeling in Time Series Hardback: Proceedings of the Eleventh International Symposium in Economic Theory: 11 (International ... Theory and Econometrics, Series Number 11) - Tapa dura

Críticas

'The amount of research activity devoted to nonlinear time series modeling has virtually exploded during the past decade. Many of the techniques just recently developed in that literature have already been included in the standard toolbox by macroeconomists and finance practitioners working in the public and private sectors. This latest volume in the International Symposia in Economic Theory and Econometrics series brings together a collection of new papers in this active and exciting area of research. The topics and methodologies are wide ranging, but each of the chapters is well motivated by a genuine, interesting economic problem. A stimulating read.' Tim Bollerslev, Duke University

'The discovery of nonlinear dynamical behaviour in economic and financial time series is the most exciting development in applied econometrics over the past decade. Attention has now moved to the difficult task of identifying the forms of the processes generating these complicated dynamics. The papers contained in Nonlinear Econometric Modeling in Times Series exemplify the surrent state-of-the-art of work in this important area.' Douglas M. Patterson, Virginia Polytechnic institute and State University

'Modern economic processes are often nonlinear, in particular, in international and financial markets. The book by Barnett et al. contains new and challenging studies on modelling and estimating this nonlinearity. It is highly recommended material.' Herman van Dijk, Econometric Institute Rotterdam, The Netherlands

'It seems clear that empirical econometric models based on time series data will be, if anything, nonlinear in nature. This book contains high level contributions to the theory and the application of nonlinear time series models. Its chapters reflect the diversity of topics and approaches in a field that is fundamentally relevant for both macroeconomics and econometrics.' Luc Bauwens, CORE, Université catholique de Louvain, Belgium

Biografía del autor

Paul A. Samuelson is Professor Emeritus of Economics and Institute Professor Emeritus at the Massachusetts Institute of Technology. In 1970 he became the first American to win the Nobel Prize in Economics. His landmark 1947 book, "Foundations of Economic Analysis," based upon his Ph.D. dissertation at Harvard University, established him as "the economists' economist" by raising the standards of the entire profession. Paul Samuelson's classic textbook, "Economics," first published in 1948, is among the most successful textbooks ever published in the field.

William A. Barnett is Oswald Distinguished Professor of Macroeconomics at the University of Kansas. He is Editor of the monograph series International "Symposia in Economic Theory and Econometrics," and Editor of the journal, "Macroeconomic Dynamics," He has published 17 books and over 130 articles in professional journals.

David F. Hendry is Professor of Economics and Director of the Program in Economic Modeling, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.