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Modelling nonlinear economic time series
- Format:
- Book
- Author/Creator:
- Teräsvirta, Timo, Author.
- Terèasvirta, Timo., Author.
- Series:
- Advanced texts in econometrics.
- Advanced texts in econometrics Modelling nonlinear economic time series
- Language:
- English
- Subjects (All):
- Time-series analysis.
- Econometric models.
- Nonlinear theories.
- Physical Description:
- 1 online resource (xxviii, 557 p.) : ill.
- Other Title:
- Advanced texts in econometrics
- Place of Publication:
- Oxford : Oxford University Press, 2010.
- Language Note:
- English
- 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.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Description based on print version record.
- Includes bibliographical references and index.
- ISBN:
- 9780191595387 (ebook) :
- 0191595381 (ebook) :
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