Non-linearities in macroeconomics : evaluation of non-linear time series models
This thesis evaluates different specifications of non-linear time series models applied to macroeconomic problems. The evaluations investigate whether linear models are a good representation of the data, and which non-linear specifications are comparatively better in three different applications. In...
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University of Warwick
2001
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.247362 |