Titlebook: Nonlinear Time Series Analysis of Economic and Financial Data; Philip Rothman Book 1999 Springer Science+Business Media New York 1999 busi

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Omnipotent

PHAG

Speculative Behavior, Regime-Switching, and Stock Market Crashes,lues. The second approach maintains that the market is “efficient,” but suggests that the relationship between economic fundamentals and asset prices is highly nonlinear, so that relatively minor pieces of news sometimes have exceptionally large effects.

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Noctambulant

1566-0419 nation of bothapplied and methodological papers. It will be useful to both seasonedveterans of nonlinear time series analysis and those searching for aninformative panoramic look at front-line developments in the area.978-1-4613-7334-6978-1-4615-5129-4Series ISSN 1566-0419 Series E-ISSN 2363-8370

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Stationarity Tests with Multiple Endogenized Breaks,d containing a structural break. Since the break point used by Perron is given exogenously rather than determined from the data, subsequent literature has incorporated an endogenous break point. This approach includes Zivot and Andrews (1992), Christiano (1992), and Bannerjee, .. (1992), among others.