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Modelling nonlinear economic time series
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Authors:
Teräsvirta, Timo.
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Tjøstheim, Dag
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Granger, C. W. J.
ISBN: 9780199587148 9780199587155 Year: 2010 Publisher: Oxford ; New York : Oxford University Press,
ISBN: 9780199587148 9780199587155 Year: 2010 Publisher: Oxford ; New York : Oxford University Press,
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Abstract
Keywords
Time-series analysis. --- Econometric models. --- Nonlinear theories. --- Série chronologique --- Modèles économétriques --- Théories non linéaires
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