A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Book Details
Format
Paperback / Softback
ISBN-10
1107411238
ISBN-13
9781107411234
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 25th, 2012
Print length
314 Pages
Weight
370 grams
Dimensions
21.60 x 14.00 x 1.70 cms
Product Classification:
Economic statisticsPublic financeStochastics
Ksh 5,850.00
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This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail 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.
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