Modelling nonlinear economic time series:
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Bibliographic Details
Main Authors: Teräsvirta, Timo 1941- (Author), Granger, C. W. J. 1934-2009 (Author), Tjostheim, Dag (Author)
Format: Electronic eBook
Language:English
Published: Oxford Oxford University Press 2010
Series:Advanced texts in econometrics
Subjects:
Links:https://doi.org/10.1093/acprof:oso/9780199587148.001.0001
https://doi.org/10.1093/acprof:oso/9780199587148.001.0001
Abstract: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
Item Description:Includes bibliographical references and index
Physical Description:1 Online-Ressource (xxviii, 557 p) Illustrationen
ISBN:9780191595387
DOI:10.1093/acprof:oso/9780199587148.001.0001