Modelling Nonlinear Economic Relationships

by Timo Terasvirta and C. W. J. Granger

Book Overview

This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Ter svirta illustrate ways of using dynamic, multivariate analysis techniques to provide models of nonlinear relationships between variables. They pay particular attention to the case of a single dependent variable modelled by a few explanatory variables...

• Format: Paperback
• Language: English
• ISBN: 019877320X
• ISBN13: 9780198773207
• Release Date: December 1993
• Publisher: Oxford University Press, USA
• Length: 198 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.5" x 6.2" x 9.2"