A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Albert Rex Bergstrom, Khalid Ben (Westminster Business School, UK) Nowman
Cambridge University Press, 2007
157,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521875493
- ISBN-10
- 0521875498
- Publisher
- Cambridge University Press
- Year
- 2007
- Publication date
- 2007-04-16
- Pages
- 314
- Dimensions
- 216x140x22
- Weight
- 480