Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Modelling Non-Linear Economic Relationships
Engelsk
Bogcover for Modelling Non-Linear Economic Relationships af Terasvirta, Granger, 9780198773207
Specifikationer
Sprog:
Engelsk
Sider:
198
ISBN-13:
9780198773207
Indbinding:
Paperback
ISBN-10:
019877320X
Udg. Dato:
7 okt 1993
Størrelse i cm:
23,3 x 15,5 x 1,1
Oplagsdato:
7 okt 1993
Forfatter(e):

Modelling Non-Linear Economic Relationships

Engelsk
Paperback 1993
Format:

Bog beskrivelse
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 Teräsvirta''s empirical work are given. Professors Granger and Teräsvirta 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 Teräsvirta also discuss the division of these nonlinear relationships into parametric and nonparametric models.
... Vis mere

Forlags Vejl. pris
9.321,40 kr
Hos Booktok
623 kr
spar 93%
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
198
ISBN-13:
9780198773207
Indbinding:
Paperback
ISBN-10:
019877320X
Udg. Dato:
7 okt 1993
Størrelse i cm:
23,3 x 15,5 x 1,1
Oplagsdato:
7 okt 1993
Forfatter(e):
Finder produkter...
Kategori sammenhænge