Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Modelling Non-Linear Economic Relationships
Engleski
219 b
Do 30 dana za povrat
Kupci su kupili i
/
Meki uvez
34.65
€
/
Kalendar
73.36
€
/
Meki uvez
14.28
€
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 Terasvirta's empirical work are given. Professors Granger and Terasvirta are leading exponents of techniques of dynamic, 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 on linear 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 existence of unexpected shocks strongly suggests that economic variables are stochastic. Granger and Terasvirta also discuss the division of these nonlinear relationships into parametric and nonparametric models.
Informacije o knjizi
Engleski
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Meki uvez
25.43
€
/
Meki uvez
167.82
€
/
Mapa
31.31
€
Dobar dan! Ja sam Libroamiko, vaš književni savjetnik.
Kako vam mogu pomoći?