Nonlinear Models in Macroeconometrics

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic single-equation, and vector autoregressive are presented and their properties considered. Deterministic nonlinear models are n...

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Bibliographic details
Main Author: Timo Teräsvirta
Format: Reference
Language: English
Place of publication: Oxford University Press 02.10.2017
Institut for Økonomi, Aarhus Universitet
published in: Oxford Research Encyclopedia of Economics and Finance
Data of publication: 2017-10-02
ISBN: 9780190625979
Online Access: available in Bonn?
Database: OpenAIRE
OpenAIRE (Open Access)
Database information Databases - DBIS