Modelling nonlinear economic relationships

Clive W.J. Granger and Timo Teräsvirta

This monograph explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The techniques explored analyze relationships between different variables over time, such as the relationship between variables in a macroeconomy.

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Year of publication:	2023
Authors:	Granger, C. W. J. ; Teräsvirta, Timo
Publisher:	Oxford : Oxford University Press
Subject:	Theorie \| Theory \| Nichtlineare Regression \| Nonlinear regression \| Ökonometrie \| Econometrics \| Internationale Wirtschaftsbeziehungen \| International economic relations \| Zeitreihenanalyse \| Time series analysis \| Nichtlineare Dynamik \| Nonlinear dynamics

Extent:	1 online resource (x, 187 pages).
Series:	Advanced texts in econometrics Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Previously issued in print: 1993. - Bibliography: pages168-179. - Derived record based on print version record and publisher information
ISBN:	978-1-383-03303-8 ; 978-0-19-877319-1
Other identifiers:	10.1093/oso/9780198773191.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015442732