Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)

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

• New

  Paperback
  2010

  $55.89

  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.