Nonlinear Time Series: Semiparametric and Nonparametric Methods

by Jiti Gao

Book Overview

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. Answering the call for an up-to-date overview of the latest developments...

• Format: Hardcover
• Language: English
• ISBN: 1584886137
• ISBN13: 9781584886136
• Release Date: March 2007
• Publisher: CRC Press
• Length: 237 Pages
• Weight: 1.04 lbs.
• Dimensions: 0.8" x 6.4" x 9.0"