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Li C. Nonlinear Trending Time Series Vol 2. Theory and Practice 2025

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Li C. Nonlinear Trending Time Series Vol 2. Theory and Practice 2025

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Category: Other
Total size: 9.47 MB
Added: 2025-03-10 23:39:03

Share ratio: 7 seeders, 2 leechers
Info Hash: 4AEA054AE9F260E16A65782702EB0B42C13699F4
Last updated: 8.1 hours ago

Description:

Textbook in PDF format 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