Modelling Non-Linear Economic Relationships

Autor: Timo Terasvirta, C. W. J. Granger

Jazyk:

Vazba: Brožovaná

Vydavatel: Oxford University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

1 936 Kč

This volume explains recent theoretical developments in the econometric modelling of relationships b...

Informace o knize

Autor

Timo Terasvirta, C. W. J. Granger

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1993

Stránek

198

EAN

9780198773207

ISBN

019877320X

Enbook ID

04528693

Vydavatel

Oxford University Press

Hmotnost

296

Rozměry

155 x 233 x 11

Kompletní popis

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 Terasvirta's empirical work are given. Professors Granger and Terasvirta 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 Terasvirta also discuss the division of these nonlinear relationships into parametric and nonparametric models.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Modelling Non-Linear Economic Relationships

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také