Continuous Time Econometrics
G. . Ed(S): Gandolfo
€ 245.82
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Description for Continuous Time Econometrics
hardcover. A body of theory has been built up to show that continuous time estimation is not only possible but has serious practical applications. This collection of essays seeks to provide the latest developments as well as examples to show how it is possible to implement the theory in real situations. Editor(s): Gandolfo, G. Series: International Studies in Economic Modelling. Num Pages: 267 pages, biography. BIC Classification: KCA. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 17. Weight in Grams: 586.
Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models for different countries have been constructed, estimated and used. Being myself involved in these developments, it was with great pleasure that I accepted the invitation to organize a session on continuous-time econometrics in the ... Read more
Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models for different countries have been constructed, estimated and used. Being myself involved in these developments, it was with great pleasure that I accepted the invitation to organize a session on continuous-time econometrics in the ... Read more
Product Details
Format
Hardback
Publication date
1992
Publisher
Chapman and Hall United Kingdom
Number of pages
267
Condition
New
Series
International Studies in Economic Modelling
Number of Pages
267
Place of Publication
London, United Kingdom
ISBN
9780412450204
SKU
V9780412450204
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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