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Modelling Non-Linear Economic Relationships by Granger (English) Paperback Book
- Item No : 388242169008
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile_uk_store
- Current Bid : US $133.84
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* Item Description
- Examples from Professor Teräsvirta's empirical work are given. Professors Granger and Teräsvirta are leading exponents of techniques ofdynamic, multivariate analysis. The book concentrates on stochastic series, since the existenceof unexpected shocks strongly suggests that economic variables are stochastic.
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