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:	Granger, C. W. J. (Clive William John), 1934-2009, Tjøstheim, Dag
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, 2010.
Series:	Advanced texts in econometrics.
Subjects:	Econometric models. Nonlinear theories. Time-series analysis. Modèles économétriques. Théories non linéaires. Série chronologique. Econometric models Nonlinear theories Time-series analysis Tijdreeksen. Niet-lineaire modellen. Social Sciences. Statistics - General. econometrische modellen econometric models nonlinear programming tijdreeksen time series economische theorie economic theory non-parametric methods voorspellen forecasting modellen models Econometrics Econometrie Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
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.
Physical Description:	1 online resource (xxviii, 557 pages) : illustrations
Bibliography:	Includes bibliographical references and index.
ISBN:	9780199587148 0199587140 9780191595387 0191595381