Nonlinear Time Series Analysis
AbstractThis entry for the New Palgrave covers developments in nonlinear time series analysis over the last 25 years.
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Bibliographic InfoPaper provided by Rutgers University, Department of Economics in its series Departmental Working Papers with number 200604.
Length: 20 pages
Date of creation: 25 Feb 2006
Date of revision:
Publication status: Published in New Palgrave Dictionary of Economics, 2008, 4611-16.
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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; Dynamic Treatment Effect Models &bull Diffusion Processes
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-16 (All new papers)
- NEP-CBA-2006-09-16 (Central Banking)
- NEP-ECM-2006-09-16 (Econometrics)
- NEP-ETS-2006-09-16 (Econometric Time Series)
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