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Modelling nonlinear economic relationships /

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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
Description
Summary: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.
Item Description:Previously issued in print: 1993.
Physical Description:1 online resource (x, 187 pages).
Bibliography:Bibliography: pages168-179.
ISBN:9781383033038
138303303X
9780198773207
019877320X