Modelling Non-Linear Economic Relationships

Zusatztext For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is very readable ... An intermediate-to-advanced level of knowledge can be gained by reading the book in its entirety. This would be an ideal resource for a special topics graduate level seminar. For those with great interest in specific topics, there is an extensive reference section ... it is a wise addition to the practicing time-series analyst's reference shelf, whether to dabble or to delve extensively into modeling nonlinear time series. Klappentext 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 Terasvirta 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 and the lagged dependent variable in nonlinear form. They also discuss the division of nonlinear relationships into parametric and nonparametric models. The developments detailed in this book will be useful to econometricians who need to construct or use models of nonlinear! dynamic! multivariate relationships! such as an investment or production function. Zusammenfassung The series Advanced Texts in Econometrics allows leading econometricians to summarize the theretical areas in which they have made a contribution. This volume surveys and summarizes new work linking theoretical developments in nonlinear analysis to current models of the economy.

Product details

• Authors: Granger, C. W. J. Terasvirta Granger, Clive W. J. Granger, Clive W. J. (Professor Granger, Clive W. J. Terasvirta Granger, GRANGER C W J TERASVIRTA TIMO, Granger Terasvirta, T. Terasvirta, Timo Terasvirta, Timo Teräsvirta
• Publisher: Oxford University Press
• Languages: English
• Product format: Paperback / Softback
• Released: 07.10.1993
• EAN: 9780198773207
• ISBN: 978-0-19-877320-7
• No. of pages: 198
• Series: Advanced Texts in Econometrics; Advanced Texts in Econometrics
• Subjects: Guides > Law, job, finance; Social sciences, law, business > Business > General, dictionaries; BUSINESS & ECONOMICS / Economics / Theory, BUSINESS & ECONOMICS / Econometrics, Economic theory & philosophy, Econometrics, Economic theory and philosophy, Econometrics and economic statistics