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Paperback Modelling Nonlinear Economic Relationships Book

ISBN: 019877320X

ISBN13: 9780198773207

Modelling Nonlinear Economic Relationships

(Part of the Advanced Texts in Econometrics Series)

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Book Overview

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 Ter svirta 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...

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