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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 (Loan 1 times)

Material type
단행본
Personal Author
Dufrenot, Gilles. Mignon, Vale*rie.
Title Statement
Recent developments in nonlinear cointegration with applications to macroeconomics and finance / by Gilles Dufre*not and Vale*rie Mignon.
Publication, Distribution, etc
Boston :   Kluwer Academic Publishers,   c2002.  
Physical Medium
xxvii, 299 p. : ill. ; 25 cm.
ISBN
1402070292 (hc. : alk. paper) :
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Econometrics. Nonlinear theories. Macroeconomics. Finance.
000 00951camuu2200277 a 4500
001 000001094634
005 20030915151330
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.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.01 D863r Accession No. 151148286 Availability Available Due Date Make a Reservation Service C M

Contents information

Table of Contents

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.


Information Provided By: : Aladin

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