Non and semiparametric approaches in nonlinear time series Econometrics and Finance

This research proposal involves new theoretical investigations using nonparametric and semiparametric approaches ih 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 abd additivity.
(ii) to develop novel computational procedures and programmers for the necessary statistical inference associated with new high dimensional nonlinear dynamical models adn
(iii) to apply the techniques and programmes to improve economic and financial model building and forecasts from better models.