Modelling nonlinear economic time series
by
 
Terasvirta, Timo.

Title
: 
Modelling nonlinear economic time series

Author
: 
Terasvirta, Timo.

ISBN
: 
9780199587155
 
9780199587148

Personal Author
: 
Terasvirta, Timo.

Publication Information
: 
Oxford : Oxford University Press, 2010.

Physical Description
: 
xxviii, 557 p. : ill. ; 24 cm.

Series
: 
Advanced texts in econometrics.

Subject Term
: 
Time-series analysis.
 
Econometric models.
 
Nonlinear theories.

Added Author
: 
Tjøstheim, Dag
 
Granger, C. W. J. (Clive William John), 1934-2009.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025563038332.0151955 T315M 20101