Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)

Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)

by Clive W . J . Granger (Author), TimoTeräsvirta (Author), Dag Tjøstheim (Author)

Synopsis

This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.

$212.15

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 432
Publisher: OUP Oxford
Published: 16 Dec 2010

ISBN 10: 0199587140
ISBN 13: 9780199587148