A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 2007
- First Edition
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 119.49
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Hardcover. 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. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9780521875493
- Title
- A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends (Hardcover)
- Author
- Albert Rex Bergstrom
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2007
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521875498
- ISBN 13
- 9780521875493
- Edition
- 1st Edition
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About the Author
"About the title" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
Shipping rates from United Kingdom to U.S.A.
| Item | 7 to 14 business days | 7 to 60 business days |
|---|---|---|
| First item | £ 37.00 | £ 37.00 |
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