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A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends Albert Rex Bergstrom
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A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Albert Rex Bergstrom
This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. It describes the model in detail to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour.
312 pages, 9 tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 16, 2007 |
| ISBN13 | 9780521875493 |
| Publishers | Cambridge University Press |
| Pages | 314 |
| Dimensions | 140 × 216 × 22 mm · 480 g |
| Language | English |
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