Jump to ContentJump to Main Navigation
Modelling Nonlinear Economic Time Series$
Users without a subscription are not able to see the full content.

Timo Teräsvirta, Dag Tjøstheim, and Clive W. J. Granger

Print publication date: 2010

Print ISBN-13: 9780199587148

Published to Oxford Scholarship Online: May 2011

DOI: 10.1093/acprof:oso/9780199587148.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (www.oxfordscholarship.com). (c) Copyright Oxford University Press, 2020. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 25 February 2020

Concepts, models, and definitions

Concepts, models, and definitions

(p.1) 1 Concepts, models, and definitions
Modelling Nonlinear Economic Time Series

Timo Teräsvirta

Dag Tjøstheim (Contributor Webpage)

W. J. Granger

Oxford University Press

This chapter gives a brief overview of the basic concepts and topics used in the book. There exists a large literature on linear stationary models. The purpose of the present book is to look at nonlinear models in both a stationary and nonstationary framework. Linear techniques are contrasted with typical tools used to analyse nonlinearity, such as the conditional mean and the conditional variance, and Markov chain theory. Nonlinear parametric models are mentioned as well as nonparametric ones.

Keywords:   linearity and nonlinearity, stationarity and non‐stationarity

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .