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Nonlinear Trending Time Series:Theory and Practice

Author

Listed:
  • Li Chen

    (Xiamen University, China)

  • Jiti Gao

    (Monash University, Australia)

  • Farshid Vahid

    (Monash University, Australia)

Abstract

Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change?

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Li Chen & Jiti Gao & Farshid Vahid, 2024. "Nonlinear Trending Time Series:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13844, December.
    • Handle: RePEc:wsi:wsbook:13844
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/13844
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    Book Chapters

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    More about this item

    Keywords

    Econometrics; Time Series; Time Series Analysis; Time Trend; Deterministic Trend; Stochastic Trend; Nonlinear Time Series; Nonlinear Models; Trending Time Series; Nonparametric Models; Semiparametric Models; Climate Change; Climate Change Econometrics; Strong Trend; Weak Trend; Common Trend; Statistical Tests;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics

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