Nonlinear Trending Time Series: Theory and Practice
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Book Overview Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when...
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.
Book Details Format: Hardcover | Pages: 261 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9811293341
FormatHardcover
Pages261
LanguageEnglish
ISBN9811293341
EAN9789811293344
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date2024-10-13
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.18 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.63 Inches
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