Modelling nonlinear economic time series

Author(s)

• Teräsvirta, Timo
• Tjøstheim, Dag
• Granger, C. W. J. (Clive William John)

Bibliographic Information

Modelling nonlinear economic time series

by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger

（Advanced texts in econometrics）

Oxford University Press, 2010

• : hbk
• : pbk

Note

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

Details

• NCID: BB04456913
• ISBN:
  • 9780199587148
  • 9780199587155
• LCCN: 2010935053
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xxviii, 557 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.0151955
• Subject Headings:
  • LCSH : Time-series analysis
  • LCSH : Econometric models
  • LCSH : Nonlinear theories
• Parent Bibliography ID:
  • BA12388775