Nonlinear Time Series Analysis of Economic and Financial Data: 1 (Dynamic Modeling and Econometrics in Economics and Finance, 1)

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Modelling Nonlinear Economic Time Series (Advanced Texts In Econometrics)

Nonlinear Time Series Analysis in Finance: Fractals, Chaos, Regime Shifts, and Market Complexity

ADVANCED ECONOMETRICS: Simultaneous Equation Models, Multivariate Time Series Models and Nonlinear Models. Exercises with EVIEWS, SAS and STATA