New directions in macromodelling /

The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) va...

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Bibliographic Details

Corporate Author:	ScienceDirect (Online service)
Other Authors:	Welfe, Aleksander
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : Elsevier, 2004.
Edition:	1st ed.
Series:	Contributions to economic analysis ; v. 269.
Subjects:	Econometric models. Modèles économétriques. BUSINESS & ECONOMICS > Econometrics. BUSINESS & ECONOMICS > Statistics. Gestion d'entreprises. Econometric models Econometrische modellen. Macro-economie. Electronic books.
Online Access:	Connect to the full text of this electronic book