Modelling nonlinear economic time series /

Teräsvirta, Timo.

Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjostheim, Clive W.J. Granger. - Oxford ; New York : Oxford University Press, 2010. - Advanced texts in econometrics .

Oxford Scholarship Online Economics and Finance

Includes bibliographical references (p. 470-536) and indexes.

9780199587148 (hbk. : alk. paper) 9780199587155 (pbk. : alk. paper)


Time-series analysis.
Econometric models.
Nonlinear theories.
Tijdreeksen
Niet-lineaire modellen

/ -