Modelling nonlinear economic time series
Auteur :
Teräsvirta, Timo / Tjøstheim, Dag / Granger, Clive W. J.
Éditeur :
Oxford University Press
ISBN :
9780199587148
Date de publication :
16 déc. 2010
Dimensions :
24,1 x 16,4 x 3,5 cm
Poids :
982 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.