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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory by Timo Terasvirta, Svend Hylleberg, David F. Hendry, Allan Wurtz, William A. Barnett, Dag Tjostheim (Paperback, 2006)

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A stimulating read.'. Douglas M. Patterson, Virginia Polytechnic institute and State University 'Modern economic processes are often nonlinear, in particular, in international and financial markets. Luc Bauwens, CORE, Universite catholique de Louvain, Belgium.