Browsing by Author "Granger, Clive W J"
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ASPECTS OF MODELLING NONLINEAR TIME SERIES
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W J (University of Gothenburg, 1992-01-01)It is common practice for economic theories to postulate non-linear relationships between economic variables, production functions being an example. If a theory suggests a specific functional form, econometricians can ...