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Title
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Room
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* ! Applications of Nonlinear Time Series to Econometrics
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H-Forsythe
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Date / Time
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Sponsor
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Type
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08/07/2001
2:00 PM
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3:50 PM
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Business & Economics Statistics Section*
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Invited
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Organizer:
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T. Sriram, University of Georgia
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Chair:
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T. Sriram, University of Georgia
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Discussant:
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3:20 PM - Hira Koul, Michigan State University
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Floor Discussion
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3:35 PM
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Description
Over the past 2 decades, nonlinear time series modeling has received much attention in the literature. This is primarily due to the fact that there are many situations in fields such as electronics, electrical engineering, hydrology, and biology where one would not expect linear models to be the best class to fit real data. In the recent econometrics literature, nonlinear time series models have also been show to be important in a variety of settings.
The primary objective of this session is to provide a platform for communication and discussion of some recent developments in nonlinear time series modeling with applications in economics and finance. The topics discussed will also interest statisticians who do applied research.
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