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|Title:||ASPECTS OF MODELLING NONLINEAR TIME SERIES|
Granger, Clive W J
|Publisher:||University of Gothenburg|
|Series/Report no.:||Research Report|
|Abstract:||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 propose estimation techniques for the parameters, and asymptotic results, about normality and consistency, under given conditions are known for these estimates, see e.g. Judge et. a1. (1985) and White (1984) and Gallant (1987, chapter 7). However, in many cases the theory does not ... more|
|Appears in Collections:||Research Report|
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