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New directions in macromodelling /
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...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2004.
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| Edición: | 1st ed. |
| Colección: | Contributions to economic analysis ;
v. 269. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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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| Descripción Física: | 1 online resource (xii, 236 pages) : illustrations. |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 0080459226 9780080459226 9781849508308 1849508305 |
| ISSN: | 0573-8555 ; |