Continuous-Time Econometrics

Name: Continuous-Time Econometrics
Brand: Springer
SKU: 9789401046732
Price: 1153.41 RON
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Theory and applications

Autor: G. Gandolfo

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Editura: Springer

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Continuous-time econometrics is no longer an esoteric subject although most still regard it as such,...

Informații despre carte

Autor

G. Gandolfo

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2012

Pagini

267

EAN

9789401046732

ISBN

9401046735

Enbook ID

05323313

Editura

Springer

Greutate

438

Dimensiuni

155 x 235 x 16

Descriere completă

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 context of the International Symposium on Economic Modelling (jointly organized by the University of Urbino and the book series International Studies in Economic Modelling, and co-sponsored by the Consiglio Nazionale delle Ricerche). The reaction of 'continuists' from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the discussion at the symposium and the referees' comments. Hence, what is published here should become another standard reference in the field of continuous-time econometrics.

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Continuous-Time Econometrics

Theory and applications

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