Modelling nonlinear economic time series
Ter�asvirta, Timo.
creator
Tj�stheim, Dag.
Granger, C. W. J. (Clive William John)
1934-2009
text
enk
Oxford
Oxford University Press
2010
monographic
eng
1 online resource (xxviii, 557 p.) : ill.
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.
specialized
by Timo Ter�asvirta, Dag Tj�stheim, and Clive W.J. Granger.
Includes bibliographical references and index.
Time-series analysis
Econometric models
Nonlinear theories
HG106
332.0151955
Advanced texts in econometrics
9780191595387 (ebook) :
http://dx.doi.org/10.1093/acprof:oso/9780199587148.001.0001
http://dx.doi.org/10.1093/acprof:oso/9780199587148.001.0001
StDuBDS
110509
20150804193939.0
EDZ0000076408