Modelling nonlinear economic time series [electronic resource] /
by Ter�asvirta, Timo; Tj�stheim, Dag; Granger, C. W. J. (Clive William John).
Material type:
BookSeries: Advanced texts in econometrics: Publisher: Oxford : Oxford University Press, 2010Description: 1 online resource (xxviii, 557 p.) : ill.ISBN: 9780191595387 (ebook) :.Subject(s): Time-series analysis | Econometric models | Nonlinear theoriesOnline resources: Oxford scholarship online Summary: 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.
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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.
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