Product Details: Continuous-time econometrics
| Contribution by: | Giancarlo Gandolfo |
| Edited by: | G. Gandolfo |
| Format: | Hardcover: 292 pages. |
| Publisher: | Chapman & Hall (02/01/1993) |
| ISBN: | 0412450208 |
| ISBN13: | 9780412450204 |
| Reading Level: |
Publisher Notes: Continuous-time econometrics
Contributors Introduction to the series Preface 1 Continuous-time econometrics has come of age
by Giancarlo Gandolfo1 2 The history of continuous-time econometric models
by Albert Rex Bergstrom13 3 Continuous-time models in macroeconomics: specification and estimation
by Clifford R. Wymer35 4 An approximation to the covariance matrix of a mixed-sample system
by Terence D. Agbeyegbe81 5 Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamic model with mixed stock and flow data
by K. B. Nowman93 6 Aggregation over time, space and individuals in economic modelling: A generating mechanism approach
by Giuseppe Arbia117 7 Capital liberalization and exchange rate expectations: the Italian case
by Giancarlo Gandolfo, Pier Carlo Padoan133 8 A continuous-time model of the United States economy
by Kieran P. Donaghy151 9 CONTIMOS - a continuous-time econometric model for Sweden based on monthly data based on monthly data
by Boo Sjoo195 10 Flexible functional forms and generalized dynamic adjustment in the specification of the demand for money
by Kieran P. Donaghy, Denis M. Richard229 Index 260
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