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Dynamic Model Analysis

Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Language EnglishEnglish
Book Hardback
Book Dynamic Model Analysis Mario Faliva
Libristo code: 01570599
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2008
This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the s...
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This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes.

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About the book

Full name Dynamic Model Analysis
Author Mario Faliva, Maria Grazia Zoia
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 218
EAN 9783540859956
ISBN 3540859950
Libristo code 01570599
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1110
Dimensions 155 x 235 x 23

Categories

Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Mathematics & Science > Mathematics > Probability & statistics
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