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
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245 0 0 |a Modelling nonlinear economic time series  |h Elektronische Ressource  |c by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger 
260 |a Oxford  |b Oxford University Press  |c 2010, 2010 
300 |a xxviii, 557 p.  |b ill 
505 0 |a Includes bibliographical references and index 
653 |a Time-series analysis 
653 |a Econometric models 
653 |a Nonlinear theories 
653 |a Finance and Accounting / ukslc 
700 1 |a Tjøstheim, Dag 
700 1 |a Granger, C. W. J. 
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490 0 |a Advanced texts in econometrics / Advanced texts in econometrics 
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082 0 |a 332.0151955 
520 |a 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