Name: A Continuous Time Econometric Model of the United Kingdom With Stochastic Trends Paperback (en Inglés)
Price: 57690.00 CLP
Availability: InStock
Author: Bergstrom; Nowman
ISBN: 9781107411234

portada A Continuous Time Econometric Model of the United Kingdom With Stochastic Trends Paperback (en Inglés)

Formato

Libro Físico

Editorial

Cambridge University Press

Autor

Bergstrom; Nowman

Año

2012

Idioma

Inglés

N° páginas

314

Encuadernación

Tapa Blanda

ISBN13

9781107411234

Categorías

Econometría

A Continuous Time Econometric Model of the United Kingdom With Stochastic Trends Paperback (en Inglés)

Bergstrom; Nowman (Autor) · Cambridge University Press · Tapa Blanda

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Reseña del libro "A Continuous Time Econometric Model of the United Kingdom With Stochastic Trends Paperback (en Inglés)"

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.