{"product_id":"nonlinear-econometric-modeling-in-time-series","title":"Nonlinear Econometric Modeling in Time Series","description":"\u003cp\u003eNonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46646456615150,"sku":"9780521028684","price":74.17,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9780521028684.jpg?v=1750154841","url":"https:\/\/bookland.com.au\/products\/nonlinear-econometric-modeling-in-time-series","provider":"Book Land AU","version":"1.0","type":"link"}