A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Language: English
Published by Cambridge University Press, 2007
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 162.95
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.
Seller Inventory # 9780521875493
- Title
- A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
- Author
- Albert Rex Bergstrom
- Publisher
- Cambridge University Press
- Publication year
- 2007
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0521875498
- ISBN 13
- 9780521875493
- Item weight
- 576 grams
- Dimensions
- 222x145x22 mm
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