Nonlinear Trending Time Series:Theory and Practice

Li Chen, Jiti Gao and Farshid Vahid
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Li Chen: Xiamen University, China
Jiti Gao: Monash University, Australia

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Trends often play a dominant role in many empirical time series data, but do we truly understand these trends? What challenges arise when dealing with complex, nonstationary trending time series? How do we model such trends in fields like economics, finance, and climate change?

Keywords: Econometrics; Time Series; Time Series Analysis; Time Trend; Deterministic Trend; Stochastic Trend; Nonlinear Time Series; Nonlinear Models; Trending Time Series; Nonparametric Models; Semiparametric Models; Climate Change; Climate Change Econometrics; Strong Trend; Weak Trend; Common Trend; Statistical Tests (search for similar items in EconPapers)
JEL-codes: C01 C1 Q5 (search for similar items in EconPapers)
Date: 2024
ISBN: 9789811293344
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Chapters in this book:

Ch 1 Introduction , pp 1-34

Li Chen, Jiti Gao and Farshid Vahid

Ch 2 Trending Time Series Models , pp 35-77

Li Chen, Jiti Gao and Farshid Vahid

Ch 3 Time Series Regressions with Weak Trends , pp 79-117

Li Chen, Jiti Gao and Farshid Vahid

Ch 4 Time Series Regressions with Strong Trends , pp 119-149

Li Chen, Jiti Gao and Farshid Vahid

Ch 5 Testing for Common Trends , pp 151-171

Li Chen, Jiti Gao and Farshid Vahid

Ch 6 Applications in Climate Change , pp 173-198

Li Chen, Jiti Gao and Farshid Vahid

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