Modelling Nonlinear Economic Time Series
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Published By Oxford University Press

9780199587148
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Forecasting from nonlinear models

2010 ◽  
pp. 344-363 ◽  
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Nonlinear Models

Nonparametric specification tests

2010 ◽  
pp. 113-161
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Specification Tests

Testing linearity against parametric alternatives

2010 ◽  
pp. 65-91
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Testing Linearity

Concepts, models, and definitions

2010 ◽  
pp. 1-15
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger

Building nonlinear models

2010 ◽  
pp. 370-451
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Nonlinear Models

Nonparametric models

2010 ◽  
pp. 252-278
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Nonparametric Models

Other Topics

2010 ◽  
pp. 452-469
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger

Models of conditional heteroskedasticity

2010 ◽  
pp. 162-218
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Conditional Heteroskedasticity

The nonparametric approach

2010 ◽  
pp. 52-64
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Nonparametric Approach

Parametric nonlinear models

2010 ◽  
pp. 28-51
Author(s):  
Timo Teräsvirta ◽  
Dag Tjøstheim ◽  
W. J. Granger
Keyword(s):  
Nonlinear Models
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