Continuous Time Econometrics: Theory and Applications Book

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Continuous Time Econometrics: Theory and Applications, , Continuous Time Econometrics: Theory and Applications

3 out of 5 stars based on 2 reviews

Continuous Time Econometrics: Theory and Applications
Written by author G. Gandolfo
Published by Springer-Verlag New York, LLC, December 1992
This collection of essays not only gives the latest developments in the theory, but with original examples shows how it is possible to implement this in real situations. All econometricians will find this book essential reading as will those concerned wit

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Contributors
Introduction to the series
Preface
1 Continuous-time econometrics has come of age 1
2 The history of continuous-time econometric models 13
3 Continuous-time models in macroeconomics: specification and estimation 35
4 An approximation to the covariance matrix of a mixed-sample system 81
5 Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamic model with mixed stock and flow data 93
6 Aggregation over time, space and individuals in economic modelling: A generating mechanism approach 117
7 Capital liberalization and exchange rate expectations: the Italian case 133
8 A continuous-time model of the United States economy 151
9 CONTIMOS - a continuous-time econometric model for Sweden based on monthly data based on monthly data 195
10 Flexible functional forms and generalized dynamic adjustment in the specification of the demand for money 229
Index 260

Title: Continuous Time Econometrics: Theory and Applications

Manufacturer:

Steidl Publishing

Item Number: 9780412450204

Publication Date: December 1992

Number: 1

Product Description: Full Name: Continuous Time Econometrics: Theory and Applications; Short Name:Continuous Time Econometrics

Universal Product Code (UPC): 9780412450204

WonderClub Stock Keeping Unit (WSKU): 9780412450204

Rating: 3/5 based on 2 Reviews

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Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 0.000 cm (0.00 inches)

Heigh : 0.000 cm (0.00 inches)

Depth: 0.000 cm (0.00 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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