A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence (Hardcover, 2000)

Preface. 1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters. 2. Detecting Nonlinear Serial Dependence. 3. How to Run the Toolkit Program on a PC. 4. Artificially Generated Data: Size Considerations. 5. Artificially Generated Data: Power and Model Specification Considerations. 6. Analysis of Stock Market Returns. 7. Glint Tracking Errors in Radar. 8. Seismic Data. 9. Analysis of U.S. Real GNP. 10. Dynamic Structure of Macroeconomic Technology Shocks. 11. Climatological Data. Index.