Concepts and tools for nonlinear time series modelling
Alessandra Amendola, Francq Christian · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2009
Tools and approaches are provided for nonlinear time series modelling in econometrics. A wide range of topics is covered, including probabilistic properties, statistical inference and computational methods. The focus is on the applications but the ideas of the mathematical arguments are also provided. Techniques and concepts are illustrated by various examples, Monte Carlo experiments and a real application.