Modelling Non-linear Economic Relationships

Granger, Clive W.J. and Timo Teräsvirta:

ISBN 10: 0198773196 / ISBN 13: 9780198773191

Published by Oxford University Press, 1993

About this Item

187 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 485.

Seller Inventory # 2125204

Bibliographic Details

• Title: Modelling Non-linear Economic Relationships
• Publisher: Oxford University Press
• Publication Date: 1993
• Language: English
• ISBN 10: 0198773196
• ISBN 13: 9780198773191
• Binding: gebundene Ausgabe
• Condition: Gut
• Weight: 485 grams
• Seller catalogs:
  • 604 Wirtschaft

About this title

Synopsis

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.

About the Author

Clive W. J. Granger is at Centre for Econometric Analysis, California. Timo Terasvirta is at Research Institute of the Finnish Economy.