عنوان

Continuous-Time Econometrics :

شابک

9401115427

شابک

9789401115421

شماره

b594865

عنوان اصلي

Continuous-Time Econometrics :

نام عام مواد

[Book]

ساير اطلاعات عنواني

Theory and applications

نام نخستين پديدآور

edited by Giancarlo Gandolfo.

محل نشرو پخش و غیره

Dordrecht

نام ناشر، پخش کننده و غيره

Springer Netherlands

تاریخ نشرو بخش و غیره

1993

نام خاص و کميت اثر

(xiii, 267 pages)

عنوان فروست

International studies in economic modelling.

متن يادداشت

1 Continuous-time econometrics has come of age --; 2 The history of continuous-time econometric models --; 3 Continuous-time models in macroeconomics: specification and estimation --; 4 An approximation to the covariance matrix of a mixed-sample system --; 5 Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamic model with mixed stock and flow data --; 6 Aggregation over time, space and individuals in economic modelling: A generating mechanism approach --; 7 Capital liberalization and exchange rate expectations: the Italian case --; 8 A continuous-time model of the United States economy --; 9 CONTIMOS --; a continuous-time econometric model for Sweden based on monthly data --; 10 Flexible functional forms and generalized dynamic adjustment in the specification of the demand for money.

متن يادداشت

This collection of essays not only gives the latest developments in the theory, but with original examples shows how it is possible to implement this in real situations. All econometricians will find this book essential reading as will those concerned with macroeconomic issues who want to keep in touch with the `frontiers' of their subject.

موضوع مستند نشده

Economics.

موضوع مستند نشده

Statistics.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Giancarlo Gandolfo.

مستند نام اشخاص تاييد نشده

Giancarlo Gandolfo

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y