Modelling Nonlinear Economic Time Series ||

A Review of Modelling Nonlinear Economic

A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.)

✍ Denise R. Osborn 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 459 KB

Timo Teräsvirta, Dag Tjøstheim, Clive W.

Timo Teräsvirta, Dag Tjøstheim, Clive W.J. Granger, ,Modelling Nonlinear Economic Time Series (2010) Oxford University Press 432 pp. (cloth), $110.00, ISBN: 9780199587148 (Hbk.), 9780199587155 (Pbk.).

✍ Liu Yang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 149 KB

[Contributions to Economic Analysis] Non

[Contributions to Economic Analysis] Nonlinear Time Series Analysis of Business Cycles Volume 276 || Chapter 7 Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

✍ Kapetanios, George 📂 Article 📅 2006 🏛 Elsevier 🌐 English ⚖ 858 KB

Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Growth / Michael P. Clements And Ana Beatriz Galvão -- The Importance Of Nonlinearity In Reproducing Busine

[Dynamic Modeling and Econometrics in Ec

[Dynamic Modeling and Econometrics in Economics and Finance] A Nonlinear Time Series Workshop Volume 2 || Detecting Nonlinear Serial Dependence

✍ Patterson, Douglas M.; Ashley, Richard A. 📂 Article 📅 2000 🏛 Springer US ⚖ 945 KB

[Dynamic Modeling and Econometrics in Ec

[Dynamic Modeling and Econometrics in Economics and Finance] A Nonlinear Time Series Workshop Volume 2 || Climatological Data

✍ Patterson, Douglas M.; Ashley, Richard A. 📂 Article 📅 2000 🏛 Springer US ⚖ 747 KB

[Contributions to Economic Analysis] Non

[Contributions to Economic Analysis] Nonlinear Time Series Analysis of Business Cycles Volume 276 || Chapter 8 Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

✍ Koopman, Siem Jan 📂 Article 📅 2006 🏛 Elsevier 🌐 English ⚖ 587 KB

Dating Business Cycle Turning Points / Marcelle Chauvet And James D. Hamilton -- Combining Predictors & Combining Information In Modelling : Forecasting U.s. Recession Probabilities And Output Growth / Michael P. Clements And Ana Beatriz Galvão -- The Importance Of Nonlinearity In Reproducing Busine