Modelling nonlinear economic time series :: Timo Teräsvirta :: ISBN 9780199587155 :: Oxford University Press 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling nonlinear economic time series
Author Timo Teräsvirta
Contributors Dag Tjøstheim, C. W. J. Granger
Publisher Oxford University Press
Publication date 2010
Publication location Oxford
Language English

Topics

Time-series analysis
Econometric models
Nonlinear theories

Catalogue Data

OBNB ID GBB066861
ISBN 10 0199587159
ISBN 13 9780199587155
Type BibliographicResource, Book
Dewey Classification 332.0151955

ISBD

P1053 xxviii, 557 p.
P1042 Includes bibliographical references (p. 470-536) and index.

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Modelling nonlinear economic time series by Timo Teräsvirta. ISBN 9780199587155. Published by Oxford University Press in 2010. Publication and catalogue information, links to buy online and reader comments.