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Nonlinear trending time series = theory and practice /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Nonlinear trending time series/ Li Chen, Jiti Gao, Farshid Vahid.
Reminder of title:	theory and practice /
Author:	Chen, Li.
other author:	Gao, Jiti,
Published:	Singapore :World Scientific, : c2025.,
Description:	1 online resource (xi, 261 p.) :ill. :
Subject:	Time-series analysis. -
Online resource:	https://www.worldscientific.com/worldscibooks/10.1142/13844#t=toc
ISBN:	9789811293351

Nonlinear trending time series = theory and practice /
Chen, Li.

Nonlinear trending time seriestheory and practice /[electronic resource] :Li Chen, Jiti Gao, Farshid Vahid. - 1st ed. - Singapore :World Scientific,c2025. - 1 online resource (xi, 261 p.) :ill. - World Scientific series on econometrics and statistics ;vol. 2. - World Scientific series on econometrics and statistics ;vol. 1..

Includes bibliographical references and index.

"Trend usually plays a dominant role in many empirical time series data. But do we really understand trends in these time series data? What are the difficulties in dealing with complex trends when we encounter nonstationary trending time series in practice? How do we model the trending behaviors in the empirical data in economics, finance, and climate change? This book offers an overview of recently developed trending time series models and introduces new nonlinear, nonparametric, and semiparametric methods. In particular, it proposes useful methods to solve the problem of endogeneity in the linear trending regression models when the trend component is either weak or strong. The book also proposes a testing procedure for common trends among trending time series and provides some illustrative examples for using these models and methods in economics, finance, and climate change. Serving as a practical toolbox, this book equips empirical analysts with essential tools to investigate trends in their work and research"--

ISBN: 9789811293351Subjects--Topical Terms:

528412
Time-series analysis.

LC Class. No.: QA280 / .C44 2025

Dewey Class. No.: 519.5/5

Nonlinear trending time series = theory and practice /
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250 $a 1st ed.
260 $a Singapore : $b World Scientific, $c c2025.
300 $a 1 online resource (xi, 261 p.) : $b ill.
490 1 $a World Scientific series on econometrics and statistics ; $v vol. 2
504 $a Includes bibliographical references and index.
520 $a "Trend usually plays a dominant role in many empirical time series data. But do we really understand trends in these time series data? What are the difficulties in dealing with complex trends when we encounter nonstationary trending time series in practice? How do we model the trending behaviors in the empirical data in economics, finance, and climate change? This book offers an overview of recently developed trending time series models and introduces new nonlinear, nonparametric, and semiparametric methods. In particular, it proposes useful methods to solve the problem of endogeneity in the linear trending regression models when the trend component is either weak or strong. The book also proposes a testing procedure for common trends among trending time series and provides some illustrative examples for using these models and methods in economics, finance, and climate change. Serving as a practical toolbox, this book equips empirical analysts with essential tools to investigate trends in their work and research"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Time-series analysis. $3 528412
650 0 $a Time-series analysis $x Data processing. $3 671213
700 1 $a Gao, Jiti, $d 1962- $3 867098
700 1 $a Vahid, Farshid. $3 1497599
830 0 $a World Scientific series on econometrics and statistics ; $v vol. 1. $3 1497579
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/13844#t=toc