Modelling Non-linear Economic Relationships (Advanced Texts in Econometrics) - Hardcover

Granger, C. W. J.

 
9780198773191: Modelling Non-linear Economic Relationships (Advanced Texts in Econometrics)
Hardcover
ISBN 10: 0198773196 ISBN 13: 9780198773191
Verlag: Oxford University Press, 1993

Inhaltsangabe

This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyze relationships between different variables over time, such as the relationship between variables in a macroeconomy. Examples from Professor Terasvirta's empirical work are given. The authors 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 should be of use to econometricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships, such as 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. It also discusses the division of these nonlinear relationships into parametric and nonparametric models.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Reseña del editor

This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyze relationships between different variables over time, such as the relationship between variables in a macroeconomy. Examples from Professor Terasvirta's empirical work are given. The authors 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 should be of use to econometricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships, such as 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. It also discusses the division of these nonlinear relationships into parametric and nonparametric models.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Oxford University Press
Erscheinungsdatum
1993
Sprache
Englisch
ISBN 10 
0198773196
ISBN 13 
9780198773191
Einband
Tapa dura
Anzahl der Seiten
198
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Ufficio Anagrafiche Messaggerie
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
20090
Italien

Weitere beliebte Ausgaben desselben Titels

9780198773207: Modelling Nonlinear Economic Relationships (Advanced Texts in Econometrics)

Vorgestellte Ausgabe

ISBN 10:  019877320X ISBN 13:  9780198773207
Verlag: Oxford University Press, USA, 1993
Softcover