Discovery Projects - Grant ID: DP0209623

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0209623

Funding Status
Closed

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Funded Activity Summary

Nonparametric and Semiparametric Approaches in Nonlinear Time Series Econometrics and Financial Econometrics. This research proposal involves new theoretical investigations using nonparametric and semiparametric approaches in high dimensional nonlinear economic and financial dynamical systems. The main aims of this proposal are (i) to make new theoretical investigations of high dimensional nonlinear economic and financial dynamical models which incorporate to varying degrees, nonlinearity, and additivity; (ii) to develop novel computational procedures and programmes for the necessary statistical inference associated with new high dimensional nonlinear dynamical models; and (iii) to apply the techniques and programmes to improve economic and financial model building and forecasts from better models.

Funded Activity Details

Start Date: 22-08-2002

End Date: 21-08-2005

Funding Scheme: Discovery Projects

Funding Amount: $99,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Financial Econometrics | Econometric And Statistical Methods | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Microeconomic issues not elsewhere classified | Macroeconomic issues not elsewhere classified |

Other Keywords

Econometric And Statistical Methods | Econometrics | Finance and investment services | Financial Econometrics | Macroeconomic issues not elsewhere classified | Microeconomic issues not elsewhere classified | Time-Series Analysis

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