Nonlinear Econometric Modeling in Time Series
Subtitle: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)
Contributors: William A. Barnett (Editor); David F. Hendry (Editor); Svend Hylleberg (Editor); Timo Teräsvirta (Editor); Dag Tjøstheim (Editor); Allan Würtz (Editor)
Publisher: Cambridge University Press
Published: May 22, 2000
Language: eng
Format: Hardcover
Number of pages: 240
ISBN-13: 9780521594240
Subjects: Econometrics; Economics - Theory; Business / Economics / Finance; Time-series analysis; Business & Economics; Economics - General; Business/Economics; Business & Economics / Econometrics; Econometrics--Congresses; Nonlinear theories; Congresses
First sentence: Modern macroeconomic theory emphasizes the interactions among representative agents (households and firms) who are, in general, assumed to behave according non-linear decision rules that are obtained as optimal solutions to dynamic optimization problems.