A Continuous Time Econometr

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail 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. Autor: Albert Rex Bergstrom, Khalid Ben (Westminster Business School Nowman Wydawnictwo: Cambridge University Press Rok wydania: 2012 Okładka: miękka Liczba stron: 314 Wymiary: 21.6 x 14 x 1.7 cm Język: angielski ISBN: 9781107411234