Modelling nonlinear economic relationships /

This monograph explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The techniques explored analyze relationships between different variables over time, such as the relationship between variables in a macroeconomy.

Bibliographic Details

Main Authors:	Granger, C. W. J. (Clive William John), 1934-2009 (Author), Teräsvirta, Timo (Author)
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, 2023.
Series:	Advanced texts in econometrics.
Subjects:	Econometric models. Nonlinear theories. Modèles économétriques. Théories non linéaires. Electronic books.
Online Access:	Connect to the full text of this electronic book