株式会社極東書店トップ ＞ 商品一覧 ＞ Nonlinear Time Series and Economic Fluctuations.
商品詳細
解説
The analysis of economic time series is dominated by linear models. This book highlights the shortcomings of linear techniques for economic time series and presents nonlinear techniques designed to avoid these shortcomings. There is a special emphasis on methods for nonlinear modelling of multiple time series that share business cycle features. Examples of the advantages of the nonlinear approach are given for time series of output, prices, interest rates, money and stock prices from the United States.