Modelling nonlinear economic time series
By: by Timo Teräsvirta, Dag Tjostheim, Clive W.J. Granger
Contributors: Tjøstheim, Dag; Granger, C. W. J. (Clive William John), 1934-2009
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 2010
Place of publication: Oxford; New York
Language: eng
Number of pages: 557
ISBN-13: 9780199587148; 9780199587155
Subjects: Niet-lineaire modellen; Tijdreeksen; Econometric models; Nonlinear theories; Time-series analysis
Notes: Includes bibliographical references (p. 470-536) and indexes.