New directions in macromodelling essays in honor of J. Michael Finger
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) va...
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Format: | eBook |
Language: | English |
Published: |
Amsterdam
Elsevier
2004
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Series: | Contributions to economic analysis
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Subjects: | |
Online Access: | |
Collection: | Emerald Business, Management and Economics eBook Collection Archive - Collection details see MPG.ReNa |
Summary: | The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach |
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Physical Description: | xii, 236 p. ill |
ISBN: | 9781849508308 |