by Clive W . J . Granger (Author), TimoTeräsvirta (Author), Dag Tjøstheim (Author)
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.
Format: Hardcover
Pages: 432
Publisher: OUP Oxford
Published: 16 Dec 2010
ISBN 10: 0199587140
ISBN 13: 9780199587148