Modelling nonlinear economic time series [electronic resource] / by Timo Ter�asvirta, Dag Tj�stheim, and Clive W.J. Granger. Ter�asvirta, Timo. Tj�stheim, Dag. Granger, C. W. J. (Clive William John), 1934-2009. Time-series analysis. Econometric models. Nonlinear theories. HG106 332.0151955 22 Includes bibliographical references and index. Description based on print version record. A comprehensive assessment of many recent developments in the modelling of time series, this text introduces various nonlinear models and discusses their practical use, encouraging the reader to apply nonlinear models to their practical modelling problems. Oxford : Oxford University Press, 2010. 2010. 2010 Text 1 online resource (xxviii, 557 p.) : http://dx.doi.org/10.1093/acprof:oso/9780199587148.001.0001 eng Advanced texts in econometrics Advanced texts in econometrics.