Modelling Nonlinear Economic Relationships


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This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Terasvirta illustrate ways of using dynamic, multivariate analysis techniques to provide models of nonlinear relationships between variables. They pay particular attention to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. They also ...

Modelling Nonlinear Economic Relationships 1993, OUP Oxford, Oxford, England

ISBN-13: 9780198773207

Trade paperback

Modelling Nonlinear Economic Relationships 1993, Oxford University Press, USA, Oxford, England

ISBN-13: 9780198773191