Modelling Nonlinear Economic Time Series

Auteur: Terasvirta, Timo (Professor of Economics, CREATES, Aarhus University, Denmark)
Editeur: Oxford University Press
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.
Sur commande
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.
ISBN / EAN 9780199587148
Auteur Terasvirta, Timo (Professor of Economics, CREATES, Aarhus University, Denmark)
Editeur Oxford University Press