Continuous Time Econometric Modelling A.R. Bergstrom

ISBN: 9780198283409

Published: December 27th 1990

Hardcover

336 pages


Description

Continuous Time Econometric Modelling  by  A.R. Bergstrom

Continuous Time Econometric Modelling by A.R. Bergstrom
December 27th 1990 | Hardcover | PDF, EPUB, FB2, DjVu, talking book, mp3, RTF | 336 pages | ISBN: 9780198283409 | 5.23 Mb

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 applicabilityMoreContinuous 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.



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