Recent Advances in Estimating Nonlinear Models
Springer-Verlag New York Inc., 2017
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Incorporating these concepts involves deriving and estimating nonlinear 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.
- ISBN-13
- 9781493952595
- ISBN-10
- 1493952595
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2017
- Publication date
- 2017-04-30
- Pages
- 299
- Dimensions
- 235x155x