Modelling Nonlinear Economic Relationships

Language: English

Published by OUP Oxford, 1993

019877320X / 9780198773207

Series: Book 5 of 26 - Advanced Texts in Econometrics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the relationship between variables in a macroeconomy. Examples from Professor Teräsvirta's empirical work are given. Professors Granger and Teräsvirta are leading exponents of techniques of dynamic, multivariate analysis. They illustrate in this volume exploratory ways of using such techniques to provide models of nonlinear relationships between variables. This is an extension of previous work on linear relationships, and on univariate models. These developments will be of use to econometricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships, such as an investment function, or a production function. Particular attention is paid to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. The book concentrates on stochastic series, since the existence of unexpected shocks strongly suggests that economic variables are stochastic. Granger and Teräsvirta also discuss the division of these nonlinear relationships into parametric and nonparametric models.

Seller Inventory # 9780198773207

Title
Modelling Nonlinear Economic Relationships
Author
T. Terasvirta
Publisher
OUP Oxford
Publication year
1993
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
019877320X
ISBN 13
9780198773207
Item weight
313 grams
Dimensions
234x156x11 mm
Series
Book 5 of 26: Advanced Texts in Econometrics

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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