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소장자료
부가정보
1. Concepts, models, and definitions
2. Nonlinear models in economic theory
3. Parametric nonlinear models
4. The nonparametric approach
5. Testing linearity against parametric alternatives
6. Testing parameter constrancy
7. Nonparametric specification tests
8. Models of conditional heteroskedasticity
9. Time-varying parameters and state space models
10. Nonparametric models
11. Nonlinear and nonstationary models
12. Algrithms for estimating parametric nonlinear models
13. Basic nonparametric estimates
14. Forecasting from nonlinear models
15. Nonlinear impulse responses
16. Building nonlinear models
17. Other topics
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