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9780521875493
Continuous Time Econometric Model of the United Kingdom With Stochastic Trends
by Bergstrom, Albert Rex, Nowman, Khalid Ben
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Product details
- ISBN-13: 9780521875493
- ISBN: 0521875498
- Edition: 1
- Publication Date: 2007
- Publisher: Cambridge University Press
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SUMMARY
Over the last 30 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.Bergstrom, Albert Rex is the author of 'Continuous Time Econometric Model of the United Kingdom With Stochastic Trends ', published 2007 under ISBN 9780521875493 and ISBN 0521875498.
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