Philip Rothman Books
Nonlinear Time Series Analysis Of Economic And Financial Data
Business Cycle Turning Points : Two Empirical Business Cycle Model Approaches / Andrew J. Filardo And Stephen F. Gordon -- Markov Switching Cookbook / Bruce Mizrach And James Watkins -- Reanalysis...
Read More
Nonlinear Time Series Analysis Of Business Cycles
By P. A. Rothman, Philip Rothman, C. Milaș, Dick Van Dijk, Costas Milas, David E. Wildasin
Do out-of-sample (point, interval, density, and turning point) forecasts obtained with nonlinear time series models dominate those generated with linear models? How should business cycles be dated...
Read More
Nonlinear Time Series Analysis Of Economic And Financial Data
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout...
Read More