A theoretical and experimental study of slurry flow in pipe

مرکز و کتابخانه مطالعات اسلامی به زبان های اروپایی

منو

" A theoretical and experimental study of slurry flow in pipe "
M. H. Assar J. R. Kadambi

Document Type	:	BL
Record Number	:	1018150
Doc. No	:	b772520
Main Entry	:	Bergstrom, A. R., (Albert Rex)
Title & Author	:	A continuous time econometric model of the United Kingdom with stochastic trends /\ Albert Rex Bergstrom, Khalid Ben Nowman.
Publication Statement	:	New York :: Cambridge University Press,, 2007.
Page. NO	:	1 online resource (xxi, 290 pages) :: illustrations
ISBN	:	0511664680
	:	: 1107198445
	:	: 1107315751
	:	: 1107316715
	:	: 1107317673
	:	: 1107318602
	:	: 1107322103
	:	: 1139810693
	:	: 1299399789
	:	: 9780511664687
	:	: 9781107198449
	:	: 9781107315754
	:	: 9781107316713
	:	: 9781107317673
	:	: 9781107318601
	:	: 9781107322103
	:	: 9781139810692
	:	: 9781299399785
	:	0521875498
	:	9780521875493
Bibliographies/Indexes	:	Includes bibliographical references (pages 269-284) and indexes.
Contents	:	Cover; Title; Copyright; Dedication; Contents; List of Figures and Tables; Foreword; Preface; 1 Introduction to Continuous Time Modelling; 1.1 Introduction; 1.2 Why Model in Continuous Time; 1.3 Introduction to General Continuous Time Models; 1.4 Continuous Time Models in Finance; 1.5 Continuous Time Macroeconomic Modelling; 1.6 Policy Analysis in Continuous Time Macroeconomic Models; 1.7 Stochastic Trends in Econometric Models; 1.8 An Outline of Contents; 2 Continuous Time Econometrics with Stochastic Trends; 2.1 Introduction; 2.2 The Continuous Time Model
	:	2.3 The Exact Discrete Model and Its VARMAX Representation2.4 Estimation and Forecasting; 2.5 Conclusion; Appendix A: Formulae for the Coefficient Matrices of Exact Discrete Model; Appendix B: Formulae for the Autocovariance Matrices; 3 Model Specification; 3.1 Introduction; 3.2 Equations and General Properties of the Model; Endogenous Variables; Exogenous Variables; Unobservable Trend Variables; Structural Equations; 3.3 Private Consumption; 3.4 Residential Fixed Capital; 3.5 Employment; 3.6 Private Non-Residential Fixed Capital; 3.7 Output; 3.8 Price Level; 3.9 Wage Rate; 3.10 Interest Rate
	:	3.11 Imports3.12 Non-Oil Exports; 3.13 Transfers Abroad; 3.14 Real Profits Interest and Dividends from Abroad; 3.15 Cumulative Net Real Investment Abroad; 3.16 Exchange Rate; 3.17 Stocks; 3.18 Conclusion; Appendix A: Derivation of General Adjustment Equations; Appendix B: Distributed Lag Relations; 4 Steady State and Stability Analysis; 4.1 Introduction; 4.2 The Steady State; 4.3 Stability Analysis; 4.4 Stability and Bifurcations; 4.5 Conclusion; Appendix A: Steady State Level Parameters; Appendix B: Transformed Model; 5 Empirical Estimation of the Model and Derived Results; 5.1 Introduction
	:	5.2 Estimation from United Kingdom Data5.3 Time Lag Distributions; 5.4 Steady State and Stability Properties; 5.5 Post-Sample Forecasting Performance; 5.6 Conclusion; Appendix A: Linear Approximation about Sample Means; Appendix B: Data; References; Author Index; Subject Index
Abstract	:	This 2007 monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.
Subject	:	Econometric models.
Subject	:	Finance-- Great Britain-- Econometric models.
Subject	:	Stochastic processes.
Subject	:	BUSINESS ECONOMICS-- Economic Conditions.
Subject	:	BUSINESS ECONOMICS-- Economic History.
Subject	:	BUSINESS ECONOMICS-- Economics-- Comparative.
Subject	:	Econometric models.
Subject	:	Economic policy-- Econometric models.
Subject	:	Finance-- Econometric models.
Subject	:	Modèles économétriques.
Subject	:	POLITICAL SCIENCE-- Economic Conditions.
Subject	:	Processus stochastiques.
Subject	:	Stochastic processes.
Subject	:	Great Britain, Economic policy, Econometric models.
Subject	:	Grande-Bretagne, Politique économique, 20e siècle.
Subject	:	Great Britain.