Modelling Non-Linear Economic Relationships by Granger
The series Advanced Texts in Econometrics allows leading econometricians to summarize the theretical areas in which they have made a contribution. This volume surveys and summarizes new work linking theoretical developments in nonlinear analysis to current models of the economy.-
Non-Stationary Time Series Analysis and Cointegration
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Dynamic Econometrics
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The Cointegrated VAR Model
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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Generalized Method of Moments
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Periodic Time Series Models
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ARCH: Selected Readings
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Modelling Nonlinear Economic Time Series
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Stochastic Volatility
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Finite Sample Econometrics
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Modelling Economic Series
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Bayesian Inference in Dynamic Econometric Models
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Micro-Econometrics for Policy, Program and Treatment Effects
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Panel Data Econometrics
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Periodicity and Stochastic Trends in Economic Time Series
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Testing Exogeneity
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Volatility and Time Series Econometrics
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Long-Run Economic Relationships
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Workbook on Cointegration
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Modelling Seasonality
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Readings in Unobserved Components Models
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The Econometrics of Macroeconomic Modelling
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Time-Series-Based Econometrics
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Stochastic Limit Theory
`Very good overview of tests of linearity' D. Malliaropulos, London Guildhall University
`It is an excellent survey in a very important area.' Dr D. Basu, University of Kent
'provides the reader with a clear and thoughtfully structured guide to the fundamentals of nonlinear time series modelling and highlights the considerable potential of these modelling techniques for applied econometricians ... The authors should be congratulated on bringing this important class of models more fully into the mainstream realm.' S.J. Leybourne, The Economic Journal, Vol 105, No. 428, January 1995
For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is very readable ... An intermediate-to-advanced level of knowledge can be gained by reading the book in its entirety. This would be an ideal resource for a special topics graduate level seminar. For those with great interest in specific topics, there is an extensive reference section ... it is a wise addition to the practicing time-series analyst's reference shelf, whether to dabble or to delve extensively into modeling nonlinear time series. * Journal of American Statistical Association *
`It is an excellent survey in a very important area.' Dr D. Basu, University of Kent
'provides the reader with a clear and thoughtfully structured guide to the fundamentals of nonlinear time series modelling and highlights the considerable potential of these modelling techniques for applied econometricians ... The authors should be congratulated on bringing this important class of models more fully into the mainstream realm.' S.J. Leybourne, The Economic Journal, Vol 105, No. 428, January 1995
For a reader with a basic knowledge of time series analysis concepts, this book offers an excellent opportunity to catch up on the explosive developments in modeling nonlinear times series ... It is very readable ... An intermediate-to-advanced level of knowledge can be gained by reading the book in its entirety. This would be an ideal resource for a special topics graduate level seminar. For those with great interest in specific topics, there is an extensive reference section ... it is a wise addition to the practicing time-series analyst's reference shelf, whether to dabble or to delve extensively into modeling nonlinear time series. * Journal of American Statistical Association *
| SKU | Unavailable |
| ISBN 13 | 9780198773207 |
| ISBN 10 | 019877320X |
| Title | Modelling Non-Linear Economic Relationships |
| Author | Granger |
| Series | Advanced Texts In Econometrics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Oxford University Press |
| Year published | 1993-10-07 |
| Number of pages | 198 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |