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|a HB141
|b .G73 1993
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| 082 |
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|a 330/.01/5195
|2 20
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| 100 |
1 |
|
|a Granger, C. W. J.
|q (Clive William John),
|d 1934-2009
|0 http://id.loc.gov/authorities/names/n80038244
|1 http://viaf.org/viaf/108860026
|
| 245 |
1 |
0 |
|a Modelling non-linear economic relationships /
|c Clive W.J. Granger and Timo Teräsvirta.
|
| 260 |
|
|
|a Oxford [England] ;
|a New York :
|b Oxford University Press,
|c 1993.
|
| 263 |
|
|
|a 9310
|
| 300 |
|
|
|a x, 187 p. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Advanced texts in econometrics
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 505 |
0 |
0 |
|g 1.
|t Basic Concepts.
|g 1.1.
|t General Introduction.
|g 1.2.
|t Linear Models.
|g 1.3.
|t Some Univariate Nonlinear Models.
|g 1.4.
|t Nonlinearity and Heteroskedasticity.
|g 1.5.
|t Stationarity and Invertibility.
|g 1.6.
|t Stability, Memory, and Equilibrium --
|g 2.
|t General Models and Tools for Analysis.
|g 2.1.
|t Some General Nolinear Models.
|g 2.2.
|t Frequency Domain Analysis.
|g 2.3.
|t Tools of Analysis --
|g 3.
|t Nonlinear Models in Economic Theory.
|g 3.1.
|t Some Suggested Nonlinear Models.
|g 3.2.
|t Bifurcation and Catastrophe.
|g 3.3.
|t Chaos --
|g 4.
|t Particular Nonlinear Multivariate Models.
|g 4.1.
|t Nonlinear Autoregressive and Regression Models.
|g 4.2.
|t Smooth Transition Regression Models.
|g 4.3.
|t Bilinear Models.
|g 4.4.
|t Nonlinear Moving-Average Models.
|g 4.5.
|t Heteroskedasticity and Random Coefficient Models --
|g 5.
|t Long-Memory Models.
|g 5.1.
|t Integrated Series.
|g 5.2.
|t Long-Memory and Nonlinearity.
|g 5.3.
|t Attractors.
|g 5.4.
|t Estimation and Testing for Attractors.
|g 5.5.
|t Nonlinear Error-Correction Models.
|g 5.6.
|t Modelling Implications --
|g 6.
|t Linearity Testing.
|g 6.1.
|t Lagrange Multiplier Tests.
|g 6.2.
|t Applications of Lagrange Multiplier Tests.
|g 6.3.
|t Testing Linearity against an Unspecified Alternative.
|g 6.4.
|t Testing Constant Conditional Variance against Conditional Heteroskedasticity.
|g 6.5.
|t Locally Equivalent Alternatives.
|g 6.6.
|t Comparing Linearity Tests using Asymptotic Relative Efficiency.
|g 6.7.
|t Which Test to Use? --
|g 7.
|t Building Nonlinear Models.
|g 7.1.
|t Introduction.
|g 7.2.
|t Nonparametric and Semiparametric Models.
|g 7.3.
|t Specification of Parametric (STR) Models.
|g 7.4.
|t Estimation of STR Models.
|g 7.5.
|t Specification and Estimation of Bilinear Models.
|g 7.6.
|t Estimation of Neural Network Models.
|g 7.7.
|t Evaluation of Estimated Nonlinear Models --
|g 8.
|t Forecasting, Aggregation, and Nonsymmetry.
|g 8.1.
|t Forecasting from Nonlinear Models.
|g 8.2.
|t The Effects of Aggregation and Nonlinearity.
|g 8.3.
|t Business Cycle Asymmetries and Other Nonlinearities --
|g 9.
|t Applications.
|g 9.1.
|t Modelling Industrial Production.
|g 9.2.
|t Nonlinear Relationships between US GNP and Leading Indicators.
|g 9.3.
|t Conclusions --
|g 10.
|t Strategies for Nonlinear Modelling.
|
| 650 |
|
0 |
|a Econometric models
|0 http://id.loc.gov/authorities/subjects/sh85040762
|
| 650 |
|
0 |
|a Nonlinear theories
|0 http://id.loc.gov/authorities/subjects/sh85092332
|
| 650 |
|
7 |
|a Econometric models.
|2 fast
|0 http://id.worldcat.org/fast/fst00901567
|
| 650 |
|
7 |
|a Nonlinear theories.
|2 fast
|0 http://id.worldcat.org/fast/fst01038812
|
| 700 |
1 |
0 |
|a Teräsvirta, Timo
|0 http://id.loc.gov/authorities/names/n83072751
|1 http://viaf.org/viaf/76359722
|
| 850 |
|
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|t Library of Congress classification
|a HB141.G730 1993
|l JRL
|c JRL-Gen
|i 5886627
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| 927 |
|
|
|t Library of Congress classification
|a HB141.G730 1993
|l JRL
|c JRL-Gen
|b 40185395
|i 2902074
|
