| Document Type
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BL
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| Record Number
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774870
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| Doc. No
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b594865
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| Main Entry
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edited by Giancarlo Gandolfo.
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| Title & Author
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Continuous-Time Econometrics : : Theory and applications\ edited by Giancarlo Gandolfo.
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| Publication Statement
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Dordrecht : Springer Netherlands, 1993
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| Series Statement
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International studies in economic modelling.
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| Page. NO
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(xiii, 267 pages)
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| ISBN
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9401115427
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: 9789401115421
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| Contents
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1 Continuous-time econometrics has come of age --; 2 The history of continuous-time econometric models --; 3 Continuous-time models in macroeconomics: specification and estimation --; 4 An approximation to the covariance matrix of a mixed-sample system --; 5 Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamic model with mixed stock and flow data --; 6 Aggregation over time, space and individuals in economic modelling: A generating mechanism approach --; 7 Capital liberalization and exchange rate expectations: the Italian case --; 8 A continuous-time model of the United States economy --; 9 CONTIMOS --; a continuous-time econometric model for Sweden based on monthly data --; 10 Flexible functional forms and generalized dynamic adjustment in the specification of the demand for money.
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| Abstract
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This collection of essays not only gives the latest developments in the theory, but with original examples shows how it is possible to implement this in real situations. All econometricians will find this book essential reading as will those concerned with macroeconomic issues who want to keep in touch with the `frontiers' of their subject.
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| Subject
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Economics.
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| Subject
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Statistics.
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| LC Classification
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HB139.E358 1993
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| Added Entry
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Giancarlo Gandolfo
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