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About this product
- DescriptionNonlinear models have been used extensively in the areas of ecomics and finance. Recent literature on the topic has shown that a large number of series exhibit nlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nlinear estimation techniques, offering new methods and insights into nlinear time series analysis. It features cutting-edge research from leading academics in ecomics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze ecomics series, and how best to distinguish between competing nlinear models. Principles and techniques in this book will appeal to ecometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nlinear time series modeling to solve complex problems in ecomics and finance.
- Author BiographyJun Ma Professor Ma's primary research interests are Macroeconomics, International Finance, Asset Pricing, and Time Series Econometrics. He has published in journals such as Journal of International Economics, Journal of Money, Credit, and Banking, Journal of Economic Dynamics and Control, Studies in Nonlinear Dynamics and Econometrics, Journal of Banking and Finance, and European Journal of Finance. He was a visiting scholar at Norges Bank (the central bank of Norway) and has been invited to present his research work at central banks and universities, including Norges Bank, Federal Reserve Bank of St. Louis, University of Washington, Virginia Tech, University of Houston, University of Kansas, and University of Nebraska at Omaha. Department of Economic, Finance, and Legal Studies University of Alabama Tuscaloosa, AL 35487 USA firstname.lastname@example.org Mark E. Wohar Department of Economics University of Nebraska-Omaha RH 512K Omaha, NE 68182 email@example.com Mark E. Wohar Professor Wohar's areas of research include, Domestic and International Macroeconomics, International Finance, Monetary Theory and Financial Economics, Financial Institutions, and Applied Time Series Econometrics. He has published over 120 refereed journal articles. Some of his more noteworthy publications have appeared in journals such as the American Economic Review, Economic Journal, Journal of Finance, Journal of International Economics, Economic Inquiry, Journal of Applied Econometrics, Journal of Forecasting, International Journal of Forecasting, Review of Economics and Statistics, and Journal of Money, Credit and Banking. His research has been cited by more than 950 papers of other authors. He has received many awards for research excellence. Wohar has presented his research at a number of Universities (both in the US and abroad), including Kansas State University, Michigan State University, University of New Orleans, University of Notre Dame, Ohio State University, University of Washington, University of California-San Diego, Southern Methodist University, University of Wisconsin-Madison, University of Syracuse, University of Illinois, University of Essex, Cambridge University, University of Warwick, University of Nottingham, University of Durham, Cass Business School-London, University of Kansas, University of California at Davis, among others.
- PublisherSpringer-Verlag New York Inc.
- Date of Publication24/09/2013
- FormatMixed media product
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note15 black & white illustrations, 24 colour illustrations, biography
- Weight637 g
- Width155 mm
- Height235 mm
- Spine23 mm
- Edited byJun Ma,Mark E. Wohar
- Contained items statementContains Hardback and Online resource
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