Modelling Nonlinear Economic Time Series

by Dag Tj, Timo Tersvirta, Clive W.J. Granger, et al.

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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.

Format:Paperback

Language:English

ISBN:0199587159

ISBN13:9780199587155

Release Date:February 2011

Publisher:OUP Oxford

Length:586 Pages

Weight:1.78 lbs.

Dimensions:1.2" x 6.1" x 9.2"

Related Subjects

Business Business & Investing

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Modelling Nonlinear Economic Time Series

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