Modelling nonlinear economic relationships
By: Clive W.J. Granger and Timo Teräsvirta.
Contributors: Teräsvirta, Timo.
Series: [Advanced texts in econometrics]
Publisher: Oxford University Press
Published: 1993
Place of publication: Oxford [England]; New York
Language: eng
Number of pages: 187
Subjects: Econometric models; Nonlinear theories
Notes: Includes bibliographical references (p. [168]-179) and index.
Series statement from jacket.