Journals Higher Education

Modelling Nonlinear Economic Time Series

Timo Terasvirta, Dag Tjostheim, and Clive W. J. Granger

Advanced Texts in Econometrics

  • Contains recent developments in nonlinear time series that go beyond the existing literature
  • Accessible and self-contained chapters
  • Contains both parametric and nonparametric methods
  • Encourages the reader to apply nonlinear models to their practical modelling problems
  • The wide variety of topics covered makes this volume unique
  • Complex theory is explained without being overly technical. Relevant references for technical detail are provided

Also of Interest

Modelling Nonlinear Economic Time Series

Timo Terasvirta, Dag Tjostheim, and Clive W. J. Granger

Advanced Texts in Econometrics

  • Contains recent developments in nonlinear time series that go beyond the existing literature
  • Accessible and self-contained chapters
  • Contains both parametric and nonparametric methods
  • Encourages the reader to apply nonlinear models to their practical modelling problems
  • The wide variety of topics covered makes this volume unique
  • Complex theory is explained without being overly technical. Relevant references for technical detail are provided

Also of Interest