Introduction

Li Chen, Jiti Gao and Farshid Vahid

Chapter 1 in Nonlinear Trending Time Series:Theory and Practice, 2024, pp 1-34 from World Scientific Publishing Co. Pte. Ltd.

Abstract: Time series models serve as indispensable tools for researchers across many disciplines, enabling the analysis and comprehension of intricate datasets. Within the realms of economics and finance, these models are extensively applied to study key economic variables, including stock prices, exchange rates, interest rates, and inflation. Moreover, in the realm of management science, researchers rely on these models to predict sales, production trends, and demand patterns. Climate change researchers also employ these models to investigate climate data, facilitating the comprehension and projection of temperature fluctuations, sea level variations, and the likelihood of the occurrence of natural disasters. Beyond these, time series models have wide-ranging applications in areas such as healthcare, environmental science, engineering, and other domains as well…

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
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