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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Bibliographic Details
Other Authors Welfe, Aleksander
Format Electronic eBook
LanguageEnglish
Published Amsterdam ; Boston : Elsevier, 2004.
SeriesContributions to economic analysis ; v. 269.
Subjects
Econometric models.
elektronické knihy
electronic books
Online AccessFull text
ISBN0444516336
9781849508308
ISSN0573-8555 ;
DOI10.1016/S0573-8555(2004)269
Physical Description1 online resource (xii, 236 p.) : ill.

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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.
Bibliography:Includes bibliographical references and indexes.
ISBN:0444516336
9781849508308
ISSN:0573-8555 ;
DOI:10.1016/S0573-8555(2004)269
Physical Description:1 online resource (xii, 236 p.) : ill.

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