ISBN: 9783540102403 - stochastic dynamic properties of linear econometric models (lecture notes in economics and mathematical systems, 182, band 182) (2 Ergebnisse)

Paperback. Zustand: Brand New. 168 pages. 9.61x6.69x0.38 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - I: The Linear Dynamic Econometric Model.- 1. Introduction.- 2. Structural, Reduced and Final Form.- 3. Solutions of the Model.- II: Spectral Representation of the Linear Dynamic Model with Constant Coefficients.- 1. Derivation of the Spectral Matrix.- 2. Numerical Approaches.- 3. An Example: Effects of Residuals.- 4. Spectral Matrix in Unstable Models.- III: Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients.- 1. Methodological Approach.- 2. Effects of Alternative Estimation Methods on the Dynamic Properties of an Aggregated Demand Model of the FRG.- 3. Empirical Spectral Analysis.- IV: Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model.- 1. Introduction.- 2. Dynamic Properties of an Aggregated Model of the FRG.- 3. Stabilization Policies.- V: Summary.- Appendix A.- Appendix B.- References. …