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Modelling Nonlinear Economic Relationships
Taschenbuch von Timo Terasvirta (u. a.)
Sprache: Englisch

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Beschreibung
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 discuss the division of nonlinear relationships into parametric and nonparametric models. The developments detailed in this book will be useful to econometricians who need to construct or use models of nonlinear, dynamic, multivariate relationships, such as an investment or production function.
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 discuss the division of nonlinear relationships into parametric and nonparametric models. The developments detailed in this book will be useful to econometricians who need to construct or use models of nonlinear, dynamic, multivariate relationships, such as an investment or production function.
Details
Erscheinungsjahr: 1993
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9780198773207
ISBN-10: 019877320X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Terasvirta, Timo
Granger, Clive W. J.
Terasvirta, T.
Hersteller: OUP Oxford
Maße: 234 x 156 x 11 mm
Von/Mit: Timo Terasvirta (u. a.)
Erscheinungsdatum: 07.10.1993
Gewicht: 0,313 kg
Artikel-ID: 108639063
Details
Erscheinungsjahr: 1993
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
ISBN-13: 9780198773207
ISBN-10: 019877320X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Terasvirta, Timo
Granger, Clive W. J.
Terasvirta, T.
Hersteller: OUP Oxford
Maße: 234 x 156 x 11 mm
Von/Mit: Timo Terasvirta (u. a.)
Erscheinungsdatum: 07.10.1993
Gewicht: 0,313 kg
Artikel-ID: 108639063
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