Essays in Nonlinear Time Series Econometrics
Edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen
Author Information
Niels Haldrup, Professor of Economics, Aarhus University,Mika Meitz, Assistant Professor of Economics, University of Helsinki,Pentti Saikkonen, Professor of Statistics, University of Helsinki
Niels Haldrup is Professor of Economics at Aarhus University. He is director of CREATES, a research center of excellence funded by the Danish National Research Foundation. He has published widely in Journals such as Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, and Econometric Theory. He is an Associate Editor of Journal of Applied Econometrics, Scandinavian Journal of Economics, Macroeconomic Dynamics, and Journal of Time Series Econometrics.
Mika Meitz is Assistant Professor of Economics at University of Helsinki. He has published in journals such as Econometric Theory, Journal of Business and Economic Statistics, Journal of Multivariate Analysis, and Journal of Time Series Analysis.
Pentti Saikkonen is Professor of Statistics at the University of Helsinki. He has published on various aspects of time series analysis and econometrics in journals such as Biometrika, Econometrica, Econometric Theory, Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, and Journal of Time Series Analysis. He is currently Co-Editor of Econometric Theory
Contributors:
Marco Aiolfi, Quantitative Management LLC
Cristina Amado, Aarhus University and CREATES, University of Minho and NIPE
Heather M. Anderson, Monash University
Laurent A. F. Callot, Free University Amsterdam and CREATES
Jennifer L. Castle, Oxford University, Institute for New Economic Thinking, Oxford Martin School
Jin Seo Cho, Yonsei University
James Davidson, University of Exeter Business School
Robert Engle, New York University, Stern School of Business
Niels Haldrup, Aarhus University
Andreea G. Halunga, University of Exeter Business School
David F. Hendry, Oxford University, Institute for New Economic Thinking, Oxford Martin School
Eric Hillebrand, Aarhus University and CREATES
Isao Ishida, Osaka University and CSFI
Katarina Juselius, University of Copenhagen
Mikael Juselius, Bank for International Settlements
Anders Bredahl Kock, Aarhus University and CREATES
Robinson Kruse, Leibniz University Hannover and CREATES
Helinä Laakkonen, Bank of Finland
Tae-Hwy Lee, University of California at Riverside
Helmut Lütkepohl, Freie Universität Berlin and DIW
Marcelo C. Medeiros, Pontifical Catholic University of Rio de Janeiro
Mika Meitz, University of Helsinki
Eduardo F. Mendes, University of New South Wales
Marius Rodriguez, Federal Reserve Bank of San Francisco
Pentti Saikkonen, University of Helsinki
Rickard Sandberg, Stockholm School of Economics
Bård Støve, University of Bergen
Allan Timmermann, University of California, San Diego, Rady School of Management and CREATES
Dag Tjøstheim, University of Bergen
Farshid Vahid, Monash University
Halbert White, University of California at San Diego