Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- 6 Non-Linear Time Series Modeling
- 7 Using the Correlation Exponent to Decide Whether an Economic Series is Chaotic
- 8 Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests
- 9 Modeling Nonlinear Relationships Between Extended-Memory Variables
- 10 Semiparametric Estimates of the Relation Between Weather and Electricity Sales
- PART FOUR METHODOLOGY
- PART FIVE FORECASTING
- Index
6 - Non-Linear Time Series Modeling
Published online by Cambridge University Press: 06 July 2010
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- 6 Non-Linear Time Series Modeling
- 7 Using the Correlation Exponent to Decide Whether an Economic Series is Chaotic
- 8 Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests
- 9 Modeling Nonlinear Relationships Between Extended-Memory Variables
- 10 Semiparametric Estimates of the Relation Between Weather and Electricity Sales
- PART FOUR METHODOLOGY
- PART FIVE FORECASTING
- Index
Summary
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- Type
- Chapter
- Information
- Essays in EconometricsCollected Papers of Clive W. J. Granger, pp. 177 - 187Publisher: Cambridge University PressPrint publication year: 2001
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