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Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000868348

Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1994

Persistent link: https://www.econbiz.de/10001327598

Modelling nonlinear economic time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 2010

Modelling Nonlinear Economic Time Series by Timo Terasvirta, Dag Tj0stheim, and Clive W. J. Granger OXFORD UNIVERSITY PRESS Contents List of Figures ...

Persistent link: https://www.econbiz.de/10008778359

Obituary: Sir Clive William John Granger, 1934 - 2009

Teräsvirta, Timo - In: New Zealand economic papers 44 (2010) 2, pp. 121-127

Persistent link: https://www.econbiz.de/10008780009

Modelling nonlinear economic relationships

Granger, C. W. J. - 1993

Persistent link: https://www.econbiz.de/10000347240

Chapter 48 Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjøstheim, Dag; W.J. Granger, Clive - In: Handbook of econometrics : volume 4, (pp. 2917-2957). 1994

This paper surveys some of the recent developments in nonlinear analysis of economic time series. The emphasis lies on stochastic models. Various classes of nonlinear models appearing in the economics and time series literature are presented and discussed. Linearity testing and estimation of...

Persistent link: https://www.econbiz.de/10014024960