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Modelling nonlinear economic relationships

Author: C W J Granger; Timo Teräsvirta
Publisher: Oxford [England] ; New York : Oxford University Press, 1993.
Series: Advanced texts in econometrics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

The series Advanced Texts in Econometrics allows leading econometricians to summarize the theretical areas in which they have made a contribution. This volume surveys and summarizes new work linking  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: C W J Granger; Timo Teräsvirta
ISBN: 0198773196 9780198773191 019877320X 9780198773207
OCLC Number: 28375401
Notes: Series statement from jacket.
Description: x, 187 pages : illustrations ; 25 cm.
Contents: Basic concepts --
General models and tools for analysis --
Nonlinear models in economic theory --
Particular nonlinear multivariate models --
Long-memory models --
Linearity testing --
Building nonlinear models --
Forecasting, aggregation, and nonsymmetry --
Applications --
Strategies for nonlinear modelling.
Series Title: Advanced texts in econometrics.
Responsibility: Clive W.J. Granger and Timo Teräsvirta.
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For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is Read more...

 
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