TY  - BOOK
AU  - Granger,Clive W.J.
AU  - Terasvirta,Timo
TI  - Modelling nonlinear economic relationships
T2  - Advanced texts in econometrics
SN  - 9780198773207
U1  - 330.015195 23
PY  - 2004///
CY  - Oxford
PB  - Oxford University Press
KW  - Econometric models
KW  - Nonlinear theories
N1  - Includes bibliographical references and index; 1. Basic concepts --
2. General models and tools for analysis --
3. Nonlinear models in economic theory --
4. Particular nonlinear multivariate models --
5. Long-memory models --
6 Linearity testing --
7. Building nonlinear models --
8. Forecasting, aggregation, and nonsymmetry --
9. Applications --
10. Strategies for nonlinear modelling
N2  - 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.
ER  -