The following text field will produce suggestions that follow it as you type.

Loading Inventory...

Coles

A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends by Albert Rex Bergstrom, Hardcover | Indigo Chapters

From Albert Rex Bergstrom

Current price: $149.95
A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends by Albert Rex Bergstrom, Hardcover | Indigo Chapters
A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends by Albert Rex Bergstrom, Hardcover | Indigo Chapters

Coles

A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends by Albert Rex Bergstrom, Hardcover | Indigo Chapters

From Albert Rex Bergstrom

Current price: $149.95
Loading Inventory...

Size: 1 x 1 x 1

Buy OnlineGet it at Coles
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This 2007 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. | A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends by Albert Rex Bergstrom, Hardcover | Indigo Chapters

More About Coles at Village Green Shopping Centre

Find everything in-store including new, used and children’s books, music, movies, games and toys. Visit Coles today to find the perfect gift, or a novel for yourself. COVID-19 UPDATE: Open | Regular Centre Hours

Powered by Adeptmind