Show Summary Details
- Title Pages
- Dedication
- Preface
- List of Figures
- List of Tables
- Acronyms and abbreviations
- 1 Concepts, models, and definitions
- 2 Nonlinear models in economic theory
- 3 Parametric nonlinear models
- 4 The nonparametric approach
- 5 Testing linearity against parametric alternatives
- 6 Testing parameter constancy
- 7 Nonparametric specification tests
- 8 Models of conditional heteroskedasticity
- 9 Time‐varying parameters and state space models
- 10 Nonparametric models
- 11 Nonlinear and nonstationary models
- 12 Algorithms for estimating parametric nonlinear models
- 13 Basic nonparametric estimates
- 14 Forecasting from nonlinear models
- 15 Nonlinear impulse responses
- 16 Building nonlinear models
- 17 Other Topics
- Bibliography
- Author Index
- General Index
(p.549) General Index
(p.549) General Index
- Source:
- Modelling Nonlinear Economic Time Series
- Publisher:
- Oxford University Press
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- Title Pages
- Dedication
- Preface
- List of Figures
- List of Tables
- Acronyms and abbreviations
- 1 Concepts, models, and definitions
- 2 Nonlinear models in economic theory
- 3 Parametric nonlinear models
- 4 The nonparametric approach
- 5 Testing linearity against parametric alternatives
- 6 Testing parameter constancy
- 7 Nonparametric specification tests
- 8 Models of conditional heteroskedasticity
- 9 Time‐varying parameters and state space models
- 10 Nonparametric models
- 11 Nonlinear and nonstationary models
- 12 Algorithms for estimating parametric nonlinear models
- 13 Basic nonparametric estimates
- 14 Forecasting from nonlinear models
- 15 Nonlinear impulse responses
- 16 Building nonlinear models
- 17 Other Topics
- Bibliography
- Author Index
- General Index
