Essays in nonlinear time series econometrics (Record no. 193604)

000 -LEADER
fixed length control field 02498cam a2200229 a 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 131024s2014 enka b 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780199679959
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780191760136
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number ER000401
245 00 - TITLE STATEMENT
Title Essays in nonlinear time series econometrics
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Oxford
Name of publisher, distributor, etc Oxford University Press
Date of publication, distribution, etc 2014
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 367 p.
520 ## - SUMMARY, ETC.
Summary, etc This book is a collection of 14 original research articles presented at the conference Nonlinear Time Series Econometrics that was held in Ebeltoft, Denmark, in June 2012. The conference gathered several eminent time series econometricians to celebrate the work and outstanding career of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The book is divided into four broad themes that all reflect Timo Teräsvirta’s work and methodology: testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent the state of the art in econometrics, such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had, and will continue to have, on the profession.<br/>(http://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199679959.001.0001/acprof-9780199679959)
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics
9 (RLIN) 312065
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Nonlinear theories
9 (RLIN) 312066
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Time-series analysis
9 (RLIN) 312067
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Haldrup, Niels
Relator term Editor
9 (RLIN) 312068
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Meitz, Mika
Relator term Editor
9 (RLIN) 312069
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Saikkonen, Pentti
Relator term Editor
9 (RLIN) 312070
856 ## - ELECTRONIC LOCATION AND ACCESS
Materials specified <a href="E-Book">E-Book</a>
Uniform Resource Identifier <a href="https://oxford.universitypressscholarship.com/view/10.1093/acprof:oso/9780199679959.001.0001/acprof-9780199679959">https://oxford.universitypressscholarship.com/view/10.1093/acprof:oso/9780199679959.001.0001/acprof-9780199679959</a>
Access method Unlimited (Internet)
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Item type eBooks
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Cost, replacement price Koha item type
          Reference Vikram Sarabhai Library Vikram Sarabhai Library Electronic Resources 20/01/2015 Oxford University Press 7309.58 ER000401 ER000401 20/01/2015 8599.50 eBooks

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