Modelling Nonlinear Economic Relationships
C. W. J. Granger
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Modelling Nonlinear Economic Relationships
by C. W. J. Granger, Timo Terasvirta
Published
1997
Publisher
Oxford University Press
Pages
187
ISBN-13
9780198773207
ISBN-10
019877320X
Description
This book explores recent theoretical and practical developments in the econometric modelling of relationships between economic time series. The techniques discussed are concerned with the nonlinear relationship between stochastic variables, such as those encountered in parts of macroeconomics, such as investment or a production functions. Examples of empirical work are given, including some produced by Professor Terasvirta. 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 economatricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships. 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. Questions of estimation, testing and evaluation of such models are considered carefully. The types of models discussed include parametric and non-parametric, for example neural networks and projection pursuit, and particular attention is paid to smooth regime-switching models. --back cover
Subjects
Frequently Asked Questions
How many pages are in Modelling Nonlinear Economic Relationships?
This edition of Modelling Nonlinear Economic Relationships has approximately 187 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Modelling Nonlinear Economic Relationships?
For most readers, Modelling Nonlinear Economic Relationships typically takes between 3h 54m and 2h 36m to complete. This is based on the book's length of approximately 46,750 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 3h 7m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 7 days • Estimated word count: 46,750 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Modelling Nonlinear Economic Relationships?
The estimated word count for Modelling Nonlinear Economic Relationships is approximately 46,750 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Modelling Nonlinear Economic Relationships?
Modelling Nonlinear Economic Relationships was written by C. W. J. Granger, Timo Terasvirta.
When was Modelling Nonlinear Economic Relationships published?
The publication date for this specific edition is 1997. The original work may have been published on a different date.