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A Nonlinear Time Series Workshop
A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
von Douglas M. Patterson und Richard A. AshleyInhaltsverzeichnis
- 1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters.
- 2. Detecting Nonlinear Serial Dependence.
- 3. How to Run the Toolkit Program on a PC.
- 4. Artificially Generated Data: Size Considerations.
- 5. Artificially Generated Data: Power And Model Specification Considerations.
- 6. Analysis of Stock Market Returns.
- 7. Glint Tracking Errors in Radar.
- 8. Seismic Data.
- 9. Analysis of U. S. Real GNP.
- 10. Dynamic Structure of Macroeconomic Technology Shocks.
- 11. Climatological Data.