Albert rex bergstrom (9 Ergebnisse)

Zustand: New. In English.

Zustand: New. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Num Pages: 314 pages, black & white illustrations. BIC Classification: 1DBK; KCHS; KFFD; PBWL. Category: (P) Professional & Vocational. Dimension: 216 x 140 x 17. Weight in Grams: 370. . 2012. Paperback. . . . . Books ship from the US and Ireland. …

Taschenbuch. Zustand: Neu. 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.…

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. xxi + 290 Illus.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 1st edition. 290 pages. 8.50x5.75x0.75 inches. In Stock.

Zustand: New. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Num Pages: 314 pages, 9 tables. BIC Classification: 1DBK; KCH. Category: (P) Professional & Vocational. Dimension: 216 x 138 x 22. Weight in Grams: 480. . 2007. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.…

Buch. Zustand: Neu. 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.…