Modelling Nonlinear Economic Time Series

DOI10.1093/acprof:oso/9780199587148.001.0001zbMath1305.62010OpenAlexW39739780MaRDI QIDQ5166601

Clive W. J. Granger, Dag Tjøstheim, Timo Teräsvirta

Publication date: 27 June 2014

Full work available at URL: https://semanticscholar.org/paper/de6f0153ddacf53d819b2158a515eb42ac802e30

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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