A continuous time econometric model of the United Kingdom with stochastic trends /
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in contin...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2007.
|
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |