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Modelling Nonlinear Economic Time Series - Advanced Texts in Econometrics Terasvirta, Timo (, Professor of Economics, CREATES, Aarhus University, Denmark)
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Modelling Nonlinear Economic Time Series - Advanced Texts in Econometrics
Terasvirta, Timo (, Professor of Economics, CREATES, Aarhus University, Denmark)
This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.
592 pages, numerous figures and tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 16, 2010 |
| ISBN13 | 9780199587155 |
| Publishers | Oxford University Press |
| Pages | 586 |
| Dimensions | 232 × 153 × 26 mm · 850 g |
| Language | English |
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