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A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

 A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends PDF ePub fb2 ebook

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Paperback: 314 pages
Publisher: Cambridge University Press (October 25, 2012)
Language: English
ISBN-10: 9781107411234
ISBN-13: 978-1107411234
ASIN: 1107411238
Product Dimensions: 5.5 x 0.7 x 8.5 inches
Format: PDF Text djvu book

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Over the last thirty 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. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigoro...

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