Book
Nonlinear Trending Time Series: Theory And Practice
ISBN : 9789811293344
Author : Li Chen
Publisher : World Scientific
Year : 2025
Language : English
Type : Book
Description : 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? This book provides an overview of recently developed models for trending time series and introduces new nonlinear, nonparametric, and semiparametric methods. Specifically, it offers practical approaches to address the problem of endogeneity in linear trending
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