A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends - Image 1

£78.98

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

Name: A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Brand: Cambridge University Press
Price: 78.98 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£79 today · previous high £79 · all-time low £51

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 82 days · 82 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 82 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £52 (52 days, 63.4%)

Price range: £52 - £79

Price levels: 5 different prices over 82 days

Description

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 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. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521875498
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 28 June 2007
Listed Since: 16 February 2007

Barcode

No barcode data available

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

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Volume 1: Econometric Techniques and Macroeconomics (Macroeconomics and the Real World)

Advances in Time Series Data Methods in Applied Economic Research: International Conference on Applied Economics (ICOAE) 2018 (Springer Proceedings in Business and Economics)

Principles of Macroeconomic Modeling (Advanced Textbooks in Economics): Volume 36

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)

Dynamic Econometrics for Empirical Macroeconomic Modelling

Macroeconomics at the Service of Public Policy

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Ökonometrie in Theorie und Praxis: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1

Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Routledge Macroeconomic Modelling, Economic Policy and Methodology

Econometric Methods And Their Applications In Finance, Macro And Related Fields

Statistics and Econometric Models: General Concepts, Estimation, Prediction and Algorithms v. 1 (Themes in Modern Econometrics): 001

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

TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING: The Collected Papers of Kenneth F. Wallis (Economists of the Twentieth Century series)

Testing Exogeneity (Advanced Texts in Econometrics)

Studies On The Singapore Economy

General-to-Specific Modelling (The International Library of Critical Writings in Econometrics series)