{"product_id":"essays-in-nonlinear-time-series-econometrics-oxford-university-press-9780199679959-niels-haldrup","title":"Essays in Nonlinear Time Series Econometrics","description":"\u003cp\u003eDiscover the intricate world of economic relationships with \u003cstrong\u003eEssays in Nonlinear Time Series Econometrics\u003c\/strong\u003e by \u003cstrong\u003eNiels Haldrup\u003c\/strong\u003e. Published by \u003cstrong\u003eOxford University Press\u003c\/strong\u003e in 2014, this comprehensive hardback spans \u003cstrong\u003e392 pages\u003c\/strong\u003e and delves into the complexities of nonlinear theories within time-series analysis.\u003c\/p\u003e \n\n\u003cp\u003eThis insightful book explores essential topics such as specification testing of linear versus nonlinear models, estimation of smooth transition models, and volatility modeling through advanced nonlinear specifications. Additionally, it provides a thorough analysis of high-dimensional datasets and offers practical forecasting techniques, making it an invaluable resource for both researchers and practitioners in the field of econometrics.\u003c\/p\u003e \n\n\u003cp\u003eWhether you are a seasoned economist or a student eager to deepen your understanding, Haldrup's work is a must-read for anyone interested in the dynamic interplay of time and economic variables.\u003c\/p\u003e","brand":"Niels Haldrup","offers":[{"title":"Default Title","offer_id":52245358575958,"sku":"9780199679959","price":166.1,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0886\/3206\/6390\/files\/9780199679959.jpg?v=1767769573","url":"https:\/\/www.bookshop.lv\/products\/essays-in-nonlinear-time-series-econometrics-oxford-university-press-9780199679959-niels-haldrup","provider":"Bookshop","version":"1.0","type":"link"}