Modelling nonlinear economic relationships / Clive W.J. Granger and Timo Terasvirta.
Material type:
TextSeries: Advanced texts in econometricsPublication details: Oxford : Oxford University Press, 2004.Description: x, 187 pages : illustrations ; 25 cmISBN: - 9780198773207
- 330.015195 23 G758
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 330.015195 G758 (Browse shelf(Opens below)) | Available | 137896 |
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| 330.015195 G715 Econometrics of individual risk | 330.015195 G715 Econometrics of qualitative dependent variables | 330.015195 G716 Simulation-based econometric methods / | 330.015195 G758 Modelling nonlinear economic relationships / | 330.015195 G7908 Introduction to Bayesian econometrics | 330.015195 G798 Introduction to Bayesian econometrics / | 330.015195 G799 Econometric analysis |
Includes bibliographical references and index.
1. Basic concepts --
2. General models and tools for analysis --
3. Nonlinear models in economic theory --
4. Particular nonlinear multivariate models --
5. Long-memory models --
6 Linearity testing --
7. Building nonlinear models --
8. Forecasting, aggregation, and nonsymmetry --
9. Applications --
10. Strategies for nonlinear modelling.
The series Advanced Texts in Econometrics allows leading econometricians to summarize the theretical areas in which they have made a contribution. This volume surveys and summarizes new work linking theoretical developments in nonlinear analysis to current models of the economy.
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