Modelling nonlinear economic time series / by Timo Terasvirta, Dag Tjstheim, Clive W.J. Granger.
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2010.
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| Series: | Advanced texts in econometrics.
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| Subjects: | |
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