Modelling Nonlinear Economic Relationships (Advanced Texts in Econometrics) - Softcover

Buch 5 von 26: Advanced Texts in Econometrics

Granger, Clive W. J.

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

Inhaltsangabe

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.

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9780198773191: Modelling Nonlinear Economic Relationships (Advanced Texts in Econometrics)

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ISBN 10:  0198773196 ISBN 13:  9780198773191
Verlag: Oxford University Press, 1993
Hardcover