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Modelling Nonlinear Economic Time Series

Timo Teräsvirta, Dag Tjøstheim, and Clive W. J. Granger

Published in print:
2010
Published Online:
May 2011
ISBN:
9780199587148
eISBN:
9780191595387
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199587148.001.0001
Subject:
Economics and Finance, Econometrics

This book contains a up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary ... More


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