Essays on modeling nonlinear time series

Authors	P.T. de Bruin
Supervisors	J.G. de Gooijer
Award date	10-09-2002
ISBN	9051706413 9789051706413
Number of pages	133
Publisher	Amsterdam: Thela Thesis
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam - FEE
Language	English
Downloads	Thesis (complete) Front cover Title pages Acknowledgements Contents Chapter 1 Introduction Chapter 2 Approximating forecasts for SETAR processes Chapter 3 Nonlinearity and data transformations Chapter 4 Seasonal adjustment and the business cycle Chapter 5 Seasonal Smooth Transition Autoregression Chapter 6 Summary and conclusions Bibliography Nederlandse samenvatting Back cover
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