Continuous Time Econometric Modelling - Brossura

Bergstrom, Abram R.

Brossura

ISBN 10: 0198283679 ISBN 13: 9780198283676

Casa editrice: Oxford Univ Pr, 1990

Riassunto

Continuous time econometric models require very sophisticated methods and the difficulties involved in these methods have heretofore inhibited the use of the models. In this volume, Bergstrom aims to convince the non-specialist of the applicability of his models to current data. The book is concerned with a new and more realistic type of econometric model in which the economy is assumed to be adjusting continuously rather than at regular intervals of time, e.g. quarterly or annually. The book is divided into three sections. Part I looks at theoretical models of cyclical growth which have provided the basis for much of the applied work on continuous time macroeconometric models. Part II is concerned with econometric methodology and includes papers on estimation, testing, forecasting, and optimal control. Part III is concerned with applications and includes material on the well-known Bergstrom-Wymer continuous time macroeconomic model of the United Kingdom.

Dettagli dell'edizione

• Editore: Oxford Univ Pr
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 0198283679
• ISBN 13: 9780198283676
• Rilegatura: Copertina flessibile
• Numero di pagine: 333
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia