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Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Recent developments in nonlinear cointegration with applications to macroeconomics and finance (1회 대출)

자료유형
단행본
개인저자
Dufrenot, Gilles. Mignon, Vale*rie.
서명 / 저자사항
Recent developments in nonlinear cointegration with applications to macroeconomics and finance / by Gilles Dufre*not and Vale*rie Mignon.
발행사항
Boston :   Kluwer Academic Publishers,   c2002.  
형태사항
xxvii, 299 p. : ill. ; 25 cm.
ISBN
1402070292 (hc. : alk. paper) :
서지주기
Includes bibliographical references and index.
일반주제명
Econometrics. Nonlinear theories. Macroeconomics. Finance.
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008 020423s2002 maua b 001 0 eng
020 ▼a 1402070292 (hc. : alk. paper) : ▼c EUR 114.5
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
042 ▼a pcc
049 0 ▼l 151148286
050 0 0 ▼a HB139 ▼b .D844 2002
082 0 0 ▼a 332.01515623 ▼2 21
090 ▼a 332.01 ▼b D863r
100 1 ▼a Dufrenot, Gilles.
245 1 0 ▼a Recent developments in nonlinear cointegration with applications to macroeconomics and finance / ▼c by Gilles Dufre*not and Vale*rie Mignon.
260 ▼a Boston : ▼b Kluwer Academic Publishers, ▼c c2002.
300 ▼a xxvii, 299 p. : ▼b ill. ; ▼c 25 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Econometrics.
650 0 ▼a Nonlinear theories.
650 0 ▼a Macroeconomics.
650 0 ▼a Finance.
700 1 ▼a Mignon, Vale*rie.

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실/ 청구기호 332.01 D863r 등록번호 151148286 도서상태 대출가능 반납예정일 예약 서비스 C M

컨텐츠정보

목차

List of Figures. List of Tables. Preface. Acknowledgments. 1. Introduction. 2. Are the unit-root tests adequate for nonlinear models? 3. Nonlinear measures of persistence in time series. 4. Nonlinear equilibration, cointegration and NEC models. 5. Asymmetric and threshold nonlinear error-correction models. References. Index.


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