Authors: James Davidson, Timo Terasvirta, Arnold I. Davidson, James Davidson, C. W. J. Granger
The Advanced Texts in Econometrics book series by multiple authors includes books Modelling Nonlinear Economic Relationships and Stochastic Limit Theory: An Introduction for Econometricicans. See the complete Advanced Texts in Econometrics series book list in order, box sets or omnibus editions, and companion titles.
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