Modelling nonlinear economic time series

Bibliographic Details
Main Author:	Terasvirta, Timo
Other Authors:	Tjostheim, Dag, Granger, C. W. J. (Clive William John) 1934-2009
Format:	Book
Language:	English
Published:	Oxford Oxford University Press 2010.
Series:	Advanced texts in econometrics
Subjects:	Time-series analysis. Econometric models. Nonlinear theories.