Essays on nonlinear time series modelling och hypothesis testing
There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. This thesis con...
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| Format: | Doctoral Thesis |
| Language: | English |
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Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
2004
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-535 http://nbn-resolving.de/urn:isbn:91-7258-656-7 |