Modelling nonlinear economic time series
Title:
Modelling nonlinear economic time series
Author:
Terasvirta, Timo.
ISBN:
9780199587155
9780199587148
Personal Author:
Publication Information:
Oxford : Oxford University Press, 2010.
Physical Description:
xxviii, 557 p. : ill. ; 24 cm.
Series:
Advanced texts in econometrics.