| Record ID | marc_records_scriblio_net/part15.dat:196600630:1552 |
| Source | Scriblio |
| Download Link | /show-records/marc_records_scriblio_net/part15.dat:196600630:1552?format=raw |
LEADER: 01552cam 22003017a 4500
001 2005616517
003 DLC
005 20050224093538.0
007 cr |||||||||||
008 050214s1999 nyu sb f000 0 eng
010 $a 2005616517
040 $aDLC$cDLC
050 00 $aHB1
100 1 $aPotter, Simon M.
245 10 $aNonlinear time series modelling$h[electronic resource] :$ban introduction /$cSimon M. Potter.
260 $a[New York, N.Y.] :$bFederal Reserve Bank of New York,$c[1999]
490 1 $aStaff reports ;$vno. 87
538 $aSystem requirements: Adobe Acrobat Reader.
538 $aMode of access: World Wide Web.
500 $aTitle from PDF file as viewed on 2/14/2005.
530 $aAlso available in print.
504 $aIncludes bibliographical references.
520 3 $a"Recent developments in nonlinear time series modelling are reviewed. Three main types of nonlinear models are discussed: Markov Switching, Threshold Autoregression and Smooth Transition Autoregression. Classical and Bayesian estimation techniques are described for each model. Parametric tests for nonlinearity are reviewed with examples from the three types of models. Finally, forecasting and impulse response analysis is developed"--Federal Reserve Bank of New York web site.
650 0 $aTime-series analysis.
650 0 $aNonlinear theories.
710 2 $aFederal Reserve Bank of New York.
830 0 $aStaff reports (Federal Reserve Bank of New York : Online) ;$vno. 87.
856 40 $uhttp://www.ny.frb.org/research/staff_reports/sr87.html