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books
| book details |
Nonlinear Trending Time Series: Theory And Practice
By (author) Li Chen, By (author) Jiti Gao, By (author) Farshid Vahid
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| on special |
normal price: R 3 659.95
Price: R 3 293.95
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| book description |
Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change?This book provides an overview of recently developed models for trending time series and introduces new nonlinear, nonparametric, and semiparametric methods. Specifically, it offers practical approaches to address the problem of endogeneity in linear trending regression models where the trend component is either weak or strong. Additionally, it proposes a testing procedure for identifying common trends across multiple time series and includes illustrative examples from economics, finance, and climate change.As a practical toolbox, this book equips analysts with essential methods for investigating trends in their research and applications.
| product details |
Normally shipped |
Publisher | World Scientific Publishing Co Pte Ltd
Published date | 1 Nov 2024
Language |
Format | Hardback
Pages | 276
Dimensions | 0 x 0 x 0mm (L x W x H)
Weight | 0g
ISBN | 978-9-8112-9334-4
Readership Age |
BISAC | business & economics / econometrics
| other options |
Normally shipped |
Readership Age |
Normal Price | R 3 768.95
Price | R 3 391.95
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Mason Coile
Paperback / softback
224 pages
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