非线性经济的建模
- ISBN-10
- 7810985930
- ISBN-13
- 9787810985932
- Category
- Econometric models
- Pages
- 167
- Language
- Chinese
- Published
- 2006
- Authors
- 格兰杰, 泰雷斯维尔塔
Description
本书围绕20世纪80年代以来的时间序列分析方法的研究成果,着重讨论适用于经济时间序列分析的各种非线性时间序列模型及其应用实践。本书在说明时间序列分析的基本概念与非线性经济问题的普遍性基础上,不仅介绍非线性时间序列的一般模型,还讨论特殊的非线性多元时间序列模型、长期记忆模型、线性假设检验、预测及汇总等问题。
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