New directions in macromodelling /
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) va...
| Други автори: | Welfe, Aleksander. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Amsterdam ; Boston :
Elsevier,
2004.
|
| Издание: | 1st ed. |
| Серия: |
Contributions to economic analysis ;
v. 269. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=166625 |
| Подобни документи: |
Print version::
New directions in macromodelling. |
| Резюме: |
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach. |
|---|---|
| Физически характеристики: |
1 online resource (xii, 236 pages) : illustrations. |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
0080459226 9780080459226 9781849508308 1849508305 |
| ISSN: |
0573-8555 ; |