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Nonlinear Time Series Analysis

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Author Info
Bruce Mizrach () (Rutgers University)

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Abstract

This entry for the New Palgrave covers developments in nonlinear time series analysis over the last 25 years.

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File URL: ftp://snde.rutgers.edu/Rutgers/wp/2006-04.pdf
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Publisher Info
Paper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 200604.

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Length: 20 pages
Date of creation: 25 Feb 2006
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Publication status: forthcoming in New Palgrave Dictionary of Economics, 2008.
Handle: RePEc:rut:rutres:200604

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Related research
Keywords: nonlinear; time series; analysis;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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  1. Ihle, Rico & Cramon-Taubadel, Stephan von, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  2. Christian A. Johnson, 2000. "Un Modelo de Switching para el Crecimiento en Chile," Working Papers Central Bank of Chile 84, Central Bank of Chile. [Downloadable!]
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This page was last updated on 2009-10-18.

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