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

Granger, Clive W. J.

Brossura

ISBN 10: 019877320X ISBN 13: 9780198773207

Casa editrice: Oxford University Press, USA, 1993

Riassunto

Two leading econometricians present new theoretical work

Su questo libro

Recensione

`Very good overview of tests of linearity.'D. Malliaropulos, London Guildhall University

`It is an excellent survey in a very important area.'Dr D. Basu, University of Kent

'provides the reader with a clear and thoughtfully structured guide to the fundamentals of nonlinear time series modelling and highlights the considerable potential of these modelling techniques for applied econometricians ... The authors should be congratulated on bringing this important class of models more fully into the mainstream realm.'S.J. Leybourne, The Economic Journal, Vol 105, No. 428, January 1995

For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is very readable ... An intermediate-to-advanced level of knowledge can be gained by reading the book in its entirety. This would be an ideal resource for a special topics graduate level seminar. For those with great interest in specific topics, there is an extensive reference section ... it is a wise addition to the practicing time-series analyst's reference shelf, whether to dabble or to delve extensively into modeling nonlinear time series. (Journal of American Statistical Association)

L'autore

Clive W. J. Granger is at Centre for Econometric Analysis, California. Timo Terasvirta is at Research Institute of the Finnish Economy.

Dettagli dell'edizione

• Editore: Oxford University Press, USA
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 019877320X
• ISBN 13: 9780198773207
• Rilegatura: Copertina flessibile
• Numero di pagine: 200
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia