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

By Albert Rex Bergstrom and Khalid Ben Nowman

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1107411238
• ISBN13: 9781107411234
• Release Date: October 2012
• Publisher: Cambridge University Press
• Length: 314 Pages
• Weight: 0.80 lbs.
• Dimensions: 0.7" x 5.5" x 8.5"