This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the relationship between variables in a macroeconomy. Examples from Professor Ter�svirta's empirical work are given. Professors Granger and Ter�svirta are leading exponents of techniques of dynamic, multivariate analysis. They illustrate in this volume exploratory ways of using ...
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This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the relationship between variables in a macroeconomy. Examples from Professor Ter�svirta's empirical work are given. Professors Granger and Ter�svirta are leading exponents of techniques of dynamic, multivariate analysis. They illustrate in this volume exploratory ways of using such techniques to provide models of nonlinear relationships between variables. This is an extension of previous work on linear relationships, and on univariate models. These developments will be of use to econometricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships, such as an investment function, or a production function. Particular attention is paid to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. The book concentrates on stochastic series, since the existence of unexpected shocks strongly suggests that economic variables are stochastic. Granger and Ter�svirta also discuss the division of these nonlinear relationships into parametric and nonparametric models.
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Add this copy of Modelling Nonlinear Economic Relationships to cart. $14.27, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1993 by Oxford University Press, Usa.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 9780198773207.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 400grams, ISBN: 9780198773207.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 400grams, ISBN: 9780198773207.
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