Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjostheim, Clive W.J. Granger.
Material type: TextSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, 2010. ISBN: 9780199587148 (hbk. : alk. paper); 9780199587155 (pbk. : alk. paper)Subject(s): Time-series analysis | Econometric models | Nonlinear theories | Tijdreeksen | Niet-lineaire modellenDDC classification: - Online resources: Full text through SAU LAN | DOI : Full text through SAU LANOxford Scholarship Online Economics and Finance
Includes bibliographical references (p. 470-536) and indexes.
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