Modelling nonlinear economic relationships
This book explores recent theoretical and practical developments in the econometric modelling of relationships between economic time series. The techniques discussed are concerned with the nonlinear relationship between stochastic variables, such as those encountered in parts of macroeconomics, such as investment or a production functions. Examples of empirical work are given, including some produced by Professor Terasvirta. Professors Granger and Terasvirta are leading exponents of techniques of dynamic, multivariate analysis. They illustrate in this volume exploratory ways of using such techniques to provide models of nonlinear relationships between variables. This is an extension of previous work on linear relationships, and on univariate models. These developments will be of use to economatricians wishing to construct and use models of nonlinear, dynamic, multivariate relationships. Particular attention is paid to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. Questions of estimation, testing and evaluation of such models are considered carefully. The types of models discussed include parametric and non-parametric, for example neural networks and projection pursuit, and particular attention is paid to smooth regime-switching models. --back cover
Beyond its central premise, the book can be read through the connected lenses of Nonfiction. Those themes offer useful points of attention as the characters, ideas, or world develop, especially where the book complicates the expectations of its primary category.
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What the reading experience may hold
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Nonfiction
Use these as starting points rather than limits; the most memorable books often stretch beyond their catalog labels.
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Balanced tone · Steady pace
Works well for a focused weekend or a few concentrated sittings.
A good fit if…
Readers who want a thoughtful experience and enjoy noticing the connections beneath a book’s surface story.
This book's DNA
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A quick reading snapshot
Edition facts and catalog signals to help you decide whether this book fits what you want to read next.
- ISBN-13
- 978-0-1987-7320-7
- Language
- English
- Edition record
- OL1397838M
A more thoughtful way into this book
This guide uses the edition details and category signals above to help you choose deliberately. It does not replace the author's work or a full review.
Works well for a focused weekend or a few concentrated sittings.
Begin with its place in Nonfiction, then notice where the book resists that label.
Read for connection, not completion.
Mark one passage that sharpens the book's central concern and one that complicates it. That tension often reveals more than a quick summary.
Three questions to carry with you
- Whose perspective organizes the story, and whose perspective remains outside it?
- Which sources or lived experiences carry the author’s central argument?
- How does the book change the way you understand its larger subject?
Editorial framework by Wesley Bryan, BookenDeX Founder and Editor.
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