A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance - Douglas M. Patterson - Books - Springer - 9780792386742 - October 31, 1999
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Douglas M. Patterson
A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance 2000 edition

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Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.

201 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 31, 1999
ISBN13 9780792386742
Publishers Springer
Pages 201
Dimensions 155 × 235 × 14 mm   ·   489 g
Language English  

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