Books on the topic 'Nonlinear econometric'

Pötscher, Benedikt M., and Ingmar R. Prucha. Dynamic Nonlinear Econometric Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-03486-6.

Babeshko, Lyudmila, Mihail Bich, and Irina Orlova. Econometrics and econometric modeling. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1141216.

R, Prucha Ingmar, ed. Dynamic nonlinear econometric models: Asymptotic theory. New York: Springer-Verlag, 1997.

Pötscher, Benedikt M. Dynamic Nonlinear Econometric Models: Asymptotic Theory. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997.

Nonlinear financial econometrics: Markhov switching models, persistence and nonlinear cointegration. Basingstoke: Palgrave Macmillan, 2011.

Timo, Teräsvirta, ed. Modelling nonlinear economic relationships. Oxford [England]: Oxford University Press, 1993.

Caballero, Ricardo J. Nonlinear aggregate investment dynamics: Theory and evidence. Cambridge, MA: National Bureau of Economic Research, 1998.

Chauvet, Marcelle. Nonlinear risk. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.

Frain, John. Non-linear methods in econometrics: An introductory survey. Dublin: Research Division, Central Bank of Ireland, 1993.

Fernández-Villaverde, Jesús. Estimating dynamic equilibrium economies: Linear versus nonlinear likelihood. [Atlanta]: Federal Reserve Bank of Atlanta, 2004.

Fernández-Villaverde, Jesús. Estimating nonlinear dynamic equiibrium economies: A likelihood approach. [Atlanta]: Federal Reserve Bank of Atlanta, 2004.

Nonlinear financial econometrics: Forecasting models, computational and Bayesian models. Basingstoke: Palgrave Macmillan, 2011.

Costas, Milas, and Rothman Philip, eds. Nonlinear time series analysis of business cycles. Boston: Elsevier, 2006.

Dag, Tjøstheim, and Granger, C. W. J. (Clive William John), 1934-2009, eds. Modelling nonlinear economic time series. Oxford: Oxford University Press, 2010.

Obstfeld, Maurice. Non-linear aspects of goods-market arbitrage and adjustment: Heckscher's commodity points revisited. London: Centre for Economic Policy Research, 1997.

Obstfeld, Maurice. Nonlinear aspects of goods-market arbitrage and adjustment: Heckscher's commodity points revisited. Cambridge, MA: National Bureau of Economic Research, 1997.

Gallant, A. Ronald. A unified theory of estimation and inference for nonlinear dynamic models. Oxford [England]: B. Blackwell, 1988.

Sarno, Lucio. Nonlinear exchange rate models: A selective overview. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2003.

MacKie-Mason, Jeffrey K. Nonlinear taxation of risky assets and investment, with application to mining. Cambridge, MA: National Bureau of Economic Research, 1988.

Guidolin, Massimo. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.

Fuhrer, Jeffrey C. Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectations models. Boston: Federal Reserve Bank of Boston, 1996.

Lo, Ingrid. An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate. Ottawa: Bank of Canada, 2005.

Altissimo, Filippo. Nonlinear VAR: Some theory and an application to US GNP and unemployment. Rome: Banca d'Italia, 1998.

Altissimo, Filippo. Nonlinear VAR: Some theory and an application to US GNP and unemployment. [Roma]: Banca d'Italia, 1998.

The elements of a nonlinear theory of economic dynamics. Berlin: Springer-Verlag, 1990.

Stock, James H. A comparison of linear and nonlinear univariate models for for[e]casting macroeconomic time series. Cambridge, MA: National Bureau of Economic Research, 1998.

Takeshi, Amemiya, Hsiao Cheng 1943-, Morimune Kimio, and Powell James 1955-, eds. Nonlinear statistical modeling: Proceedings of the thirteenth International Symposium in Economic Theory and Econometrics : essays in honor of Takeshi Amemiya. Cambridge, U.K: Cambridge University Press, 2001.

1940-, Feichtinger Gustav, ed. Dynamic economic models and optimal control: Fourth Viennese Workshop on Dynamic Economic Models and Optical [i.e. Optimal] Control, held in Vienna, June 12-14, 1991. Amsterdam: North-Holland, 1992.

Gregoriou, Greg N., and Razvan Pascalau, eds. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295216.

Les, Oxley, and Potter Simon M, eds. Surveys in economic dynamics. Oxford: Blackwell, 2000.

Gregoriou, Greg N., and Razvan Pascalau, eds. Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295223.

Nowiński, Marek. Nieliniowa dynamika szeregów czasowych w badaniach ekonomicznych. Wrocław: Wydawn. Akademii Ekonomicznej im. Oskara Langego, 2007.

Winschel, Viktor. The empirical analysis of exchange rate regimes and nonlinear econometrics. S.l: s.n., 2005.

1950-, Ashley Richard A., ed. A nonlinear time series workshop: A toolkit for detecting and identifying nonlinear serial dependence. Boston, Mass: Kluwer Academic, 2000.

1962-, Lux Thomas, Reitz Stefan, and Samanidou Eleni, eds. Nonlinear dynamics and heterogenous interacting agents. Berlin: Springer, 2005.

Mariano, Roberto S. Finite-sample properties of stochastic predictors in nonlinear systems: Some initial results. Coventry: University of Warwick Department of Economics, 1985.

Mariano, Roberto S. Finite-sample properties of stochastic predictors in nonlinear systems: Some initial results. Coventry: Department of Economics, University of Warwick, 1985.

International, Symposium in Economic Theory and Econometrics (10th 1992 Florence Italy). Nonlinear dynamics and economics: Proceedings of the Tenth International Symposium in Economic Theory and Econometrics. Cambridge: Cambridge University Press, 1996.

Valérie, Mignon, ed. Recent developments in nonlinear cointegration with applications to macroeconomics and finance. Boston: Kluwer Academic Publishers, 2002.

1946-, Pesaran M. Hashem, and Potter Simon M, eds. Nonlinear dynamics, chaos, and econometrics. Chichester [England]: J. Wiley, 1993.

Modelling Nonlinear Economic Relationships. Oxford, England: Oxford University Press, 1997.

Advances in Non-linear Economic Modeling: Theory and Applications. Springer, 2013.

Christian, Dunis, and Zhou Bin 1956-, eds. Nonlinear modelling of high frequency financial time series. Chichester [England]: Wiley, 1998.

(Editor), William A. Barnett, David F. Hendry (Editor), Svend Hylleberg (Editor), Timo Teräsvirta (Editor), Dag Tjøstheim (Editor), and Allan Würtz (Editor), eds. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics). Cambridge University Press, 2000.

Hsü, Cheng-kuang. Evaluation of physical and thermal methods to support nonlinear cost optimization models of surimi seafood. 1995.

Yoon, Won Byong. Use of linear and nonlinear programming to optimize surimi seafood. 1996.

1949-, Creedy John, and Martin Vance 1955-, eds. Nonlinear economic models: Cross-sectional, time series and neural network applications. Cheltenham, U.K: E. Elgar, 1997.

A, Barnett William, and International Symposium in Economic Theory and Econometrics (11th : 1995 : University of Aarhus), eds. Nonlinear econometric modeling in time series: Proceedings of the Eleventh International Symposium in Economic Theory. Cambridge, UK: Cambridge University Press, 2000.

(Editor), William A. Barnett, David F. Hendry (Editor), Svend Hylleberg (Editor), Timo Teräsvirta (Editor), Dag Tjøstheim (Editor), and Allan Würtz (Editor), eds. Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics). Cambridge University Press, 2006.

Philip, Rothman, ed. Nonlinear time series analysis of economic and financial data. Boston: Kluwer Academic Publishers, 1999.