Modelling Non Linear Economic Relationships by Granger (9 results)

gebundene Ausgabe. Condition: Gut. 187 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 485.

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Paperback. Condition: new. Paperback. 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 Teraesvirta's empirical work are given. Professors Granger and Teraesvirta are leading exponents of techniques ofdynamic, 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 onlinear 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 existenceof unexpected shocks strongly suggests that economic variables are stochastic. Granger and Teraesvirta also discuss the division of these nonlinear relationships into parametric and nonparametricmodels. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Paperback. Condition: new. Paperback. 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 Teraesvirta's empirical work are given. Professors Granger and Teraesvirta are leading exponents of techniques ofdynamic, 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 onlinear 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 existenceof unexpected shocks strongly suggests that economic variables are stochastic. Granger and Teraesvirta also discuss the division of these nonlinear relationships into parametric and nonparametricmodels. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

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PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 328.

Paperback. Condition: new. Paperback. 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 Teraesvirta's empirical work are given. Professors Granger and Teraesvirta are leading exponents of techniques ofdynamic, 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 onlinear 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 existenceof unexpected shocks strongly suggests that economic variables are stochastic. Granger and Teraesvirta also discuss the division of these nonlinear relationships into parametric and nonparametricmodels. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.