New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269) - Image 1

£101.99

Elsevier New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)

Name: New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)
Brand: Elsevier
Price: 101.99 GBP
Availability: InStock

Econometrics

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Description

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.

Product Specifications

Brand: Elsevier
Format: hardcover
ASIN: 0444516336
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 24 December 2004
Listed Since: 23 January 2007

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Elsevier New Directions in Macromodelling: 269 (Contributions to Economic Analysis, 269)

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