This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonl

A comprehensive assessment of many recent developments in the modelling of time series, this text introduces various nonlinear models and discusses their practi

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past

A sequel to Creedy and Martin's (eds.) Chaos and Nonlinear Models (1994). Compiles recent developments in such techniques as cross- sectional studies of income

This 2000 volume reviews non-linear time series models, and their applications to financial markets.