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EAN: 9780170179218
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EAN: 9780071827713
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Modelling Non-Linear Economic Relationships fiber optics sensing EAN: 9780170179218This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the relationship between variables in a macroeconomy. Examples from Professor Tersvirta's empirical work are given. Professors Granger and Tersvirta are leading exponents of techniques of dynamic, multivariate
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