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Patterson (finance, insurance, and business law) and Ashley (economics, both Virginia Polytechnic Institute of Technology) report on several strands of their research, which because of the application of Hunich Bispectral, BDS, and other tests, has shifted in recent years from detecting nonlinearity to identifying the form of the nonlinearity in a time series. They discuss such aspects as what nonlinearity in stochastic processes is and why it matters, running the Toolkit Program on a personal computer, artificially generated data, analyzing stock market returns, seismic data, analyzing US real gross national product, the dynamic structure of macroeconomics technology shocks, and climatological data. Annotation c. Book News, Inc., Portland, OR
| Price | Condition | Delivery | Seller | Action |
| $179.00 | Digital |
| WonderClub |
Veronica Gillespie
reviewed A Nonlinear Time Series Workshop on September 24, 2017
A Nonlinear Time Series Workshop
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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