Modelling nonlinear economic time series

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

Bibliographic Details
Main Author: Teräsvirta, Timo
Other Authors: Tjøstheim, Dag, Granger, C. W. J.
Format: eBook
Language:English
Published: Oxford Oxford University Press 2010, 2010
Series:Advanced texts in econometrics / Advanced texts in econometrics
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
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
Physical Description:xxviii, 557 p. ill
ISBN:9780191595387