This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear ...

Modelling Nonlinear Economic Time Series 2010, Oxford University Press, Oxford

ISBN-13: 9780199587155

Paperback

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Modelling Nonlinear Economic Time Series 2010, Oxford University Press, Oxford

ISBN-13: 9780199587148

Hardcover

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