The Resource Modelling nonlinear economic time series, by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger, (electronic resource)

Modelling nonlinear economic time series, by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger, (electronic resource)

Label
Modelling nonlinear economic time series
Title
Modelling nonlinear economic time series
Statement of responsibility
by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger
Creator
Contributor
Provider
Subject
Language
eng
Summary
A comprehensive assessment of many recent developments in the modelling of time series, this text introduces various nonlinear models and discusses their practical use, encouraging the reader to apply nonlinear models to their practical modelling problems
Member of
Cataloging source
StDuBDS
http://library.link/vocab/creatorName
Teräsvirta, Timo
Illustrations
illustrations
Index
index present
LC call number
HG106
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1934-2009
http://library.link/vocab/relatedWorkOrContributorName
  • Tjøstheim, Dag
  • Granger, C. W. J.
  • Oxford Scholarship Online
  • Oxford University Press
Series statement
Advanced texts in econometrics
http://library.link/vocab/subjectName
  • Time-series analysis
  • Econometric models
  • Nonlinear theories
Target audience
specialized
Label
Modelling nonlinear economic time series, by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (xxviii, 557 p.)
Form of item
online
Isbn
9780191595387
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000076408
Label
Modelling nonlinear economic time series, by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
Extent
1 online resource (xxviii, 557 p.)
Form of item
online
Isbn
9780191595387
Other physical details
ill.
Specific material designation
remote
System control number
(StDuBDS)EDZ0000076408

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