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New directions in macromodelling /

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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
Description
Summary: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) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach.
Physical Description:1 online resource (xii, 236 pages) : illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:0080459226
9780080459226
9781849508308
1849508305
ISSN:0573-8555 ;