Skip to main content
PBS logo
 
 

Search - Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)

Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)
Modelling Nonlinear Economic Time Series - Advanced Texts in Econometrics
Author: Timo Terasvirta, Dag Tjostheim, Clive W. J. Granger
This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and ...  more »
ISBN-13: 9780199587155
ISBN-10: 0199587159
Publication Date: 9/30/2010
Pages: 546
Rating:
  ?

0 stars, based on 0 rating
Publisher: Oxford University Press
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
Reviews: Amazon | Write a Review