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Add to list Added to list Modelling Nonlinear Economic Time Series
Timo Terasvirta (Professor of Economics, CREATES, Aarhus University, Denmark),Dag Tjostheim (Professor, Department of Mathematics, University of Bergen, Norway),Clive W. J. Granger
This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and…
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