Modelling nonlinear economic time series
Ter�asvirta, Timo.
Modelling nonlinear economic time series [electronic resource] / by Timo Ter�asvirta, Dag Tj�stheim, and Clive W.J. Granger. - Oxford : Oxford University Press, 2010. - 1 online resource (xxviii, 557 p.) : ill. - Advanced texts in econometrics . - Advanced texts in econometrics. .
Includes bibliographical references and index.
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.
9780191595387 (ebook) : No price
Time-series analysis.
Econometric models.
Nonlinear theories.
HG106
332.0151955
Modelling nonlinear economic time series [electronic resource] / by Timo Ter�asvirta, Dag Tj�stheim, and Clive W.J. Granger. - Oxford : Oxford University Press, 2010. - 1 online resource (xxviii, 557 p.) : ill. - Advanced texts in econometrics . - Advanced texts in econometrics. .
Includes bibliographical references and index.
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.
9780191595387 (ebook) : No price
Time-series analysis.
Econometric models.
Nonlinear theories.
HG106
332.0151955