General Book Search for "9780444516336"

New Directions in Macromodelling

Hardback
Published : Friday 24 December 2004
ISBN : 9780444516336
Price : €119.33


Description

The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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.



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