Modelling nonlinear economic time series
Teräsvirta, TimoAuthor
Granger, C. W. JContributor
Tjøstheim, DagContributor
Tj²stheim, Dag.Contributor
Terèasvirta, Timo.Author
Oxford : Oxford University Press,
2010.
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.
Bibliographic Level Mode of Issuance: Monograph
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.
Description based on print version record.
Includes bibliographical references and index.
Time-series analysis
Econometric models
Nonlinear theories
Social Sciences
Statistics - General
Anàlisi de sèries temporals
Models economètrics
Teories no lineals