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Book Cover
Book
Author Granger, C. W. J. (Clive William John), 1934-2009.

Title Modelling nonlinear economic relationships / Clive W.J. Granger and Timo Teräsvirta
Published Oxford [England] ; New York : Oxford University Press, 1993

Copies

Location Call no. Vol. Availability
 MELB  330.015195 Gra/Mne  AVAILABLE
Description x, 187 pages : illustrations ; 25 cm
Series [Advanced texts in econometrics]
Advanced texts in econometrics.
Contents Basic concepts -- General models and tools for analysis -- Nonlinear models in economic theory -- Particular nonlinear multivariate models -- Long-memory models -- Linearity testing -- Building nonlinear models -- Forecasting, aggregation, and nonsymmetry -- Applications -- Strategies for nonlinear modelling
Analysis Econometric models
Econometric models
Notes Series statement from jacket
Bibliography Includes bibliographical references (pages 168-179) and index
Subject Econometric models.
Nonlinear theories.
Author Teräsvirta, Timo.
LC no. 93005379
ISBN 0198773196 acid-free paper
019877320X paperback acid-free paper
9780198773191 acid-free paper
9780198773207 paperback acid-free paper