Nonlinear Trending Time Series: Theory And Practice - Couverture rigide

Chen, Li; Gao, Jiti; Vahid, Farshid

 
9789811293344: Nonlinear Trending Time Series: Theory And Practice
Couverture rigide
ISBN 10 : 9811293341 ISBN 13 : 9789811293344
Editeur : WSPC, 2024

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
WSPC
Date d'édition
2024
Langue
anglais
ISBN 10 
9811293341
ISBN 13 
9789811293344
Reliure
Relié
Nombre de pages
274
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne