An edition of Nonlinear Econometric Modeling in Time Series
(2006)
Nonlinear Econometric Modeling in Time Series
Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)
1 edition
by William A. Barnett, David F. Hendry, Svend Hylleberg, and Timo Teräsvirta
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Econometric models, Time-series analysisShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
|---|---|
1
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics)
November 2, 2006, Cambridge University Press
Paperback
in English
- 1 edition
052102868X 9780521028684
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First Sentence
"Modern macroeconomic theory emphasizes the interactions among representative agents (households and firms) who are, in general, assumed to behave according non-linear decision rules that are obtained as optimal solutions to dynamic optimization problems."
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- Created April 29, 2008
- 6 revisions
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| July 12, 2023 | Edited by ImportBot | import existing book |
| October 4, 2021 | Edited by ImportBot | import existing book |
| April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
| April 16, 2010 | Edited by bgimpertBot | Added goodreads ID. |
| April 29, 2008 | Created by an anonymous user | Imported from amazon.com record. |