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Nonlinear Time Series Workshop
Patterson, Douglas M.; Ashley, Richard A.
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Description for Nonlinear Time Series Workshop
Paperback. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 210 pages, biography. BIC Classification: KCA; KCC; KCH. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 12. Weight in Grams: 338.
The analysis ofwhat might be called "dynamic nonlinearity" in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr (1980) and Hinich (1982) who each showed how Brillinger's insight could be translated into a statistical test. Hinich's test, because ittakes advantage ofthe large sample statisticalpropertiesofthe bispectral estimates became the first usable statistical test for nonlinear serial dependence. We are forever grateful to Mel Hinich for getting us involved at ... Read more
The analysis ofwhat might be called "dynamic nonlinearity" in time series has its roots in the pioneering work ofBrillinger (1965) - who first pointed out how the bispectrum and higher order polyspectra could, in principle, be used to test for nonlinear serial dependence - and in Subba Rao and Gabr (1980) and Hinich (1982) who each showed how Brillinger's insight could be translated into a statistical test. Hinich's test, because ittakes advantage ofthe large sample statisticalpropertiesofthe bispectral estimates became the first usable statistical test for nonlinear serial dependence. We are forever grateful to Mel Hinich for getting us involved at ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
210
Condition
New
Series
Dynamic Modeling and Econometrics in Economics and Finance
Number of Pages
201
Place of Publication
New York, NY, United States
ISBN
9781461346654
SKU
V9781461346654
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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