Terasvirta, Timo

Modelling nonlinear economic time series / by Timo Terasvirta, Dag Tjostheim, and Clive W. J. Granger - Oxford : The University Press, 2010 - xxviii, 557p. : ill. ; 25 cm. - Advanced texts in econometrics .

Includes bibliographical references and index

9780199587148 £ 60.00


Time--Series analysis
Econometric models
Nonlinear theories

332.0191555