Articles liés à A Continuous Time Econometric Model of the United Kingdom...

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends - Couverture rigide

Bergstrom, Albert Rex; Nowman, Khalid Ben

 
9780521875493: A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Couverture rigide
ISBN 10 : 0521875498 ISBN 13 : 9780521875493
Editeur : Cambridge University Press, 2007

Synopsis

This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

The late Albert Rex Bergstrom was Emeritus Professor of Economics, a former Dean of the School of Social Studies and Pro Vice Chancellor at the University of Essex and a Fellow of the Econometric Society. He was one of the world's leading authorities on continuous time econometric modelling. Professor Bergstrom was formerly Professor of Econometrics at the University of Auckland, and Reader at the London School of Economics. His professional papers appeared in leading journals such as Econometrica and Econometric Theory. Professor Bergstrom's earlier books include The Construction and Use of Economic Models (1967), Continuous Time Econometric Modelling (1990), Statistical Inference in Continuous Time Economic Models (editor, 1976), and Stability and Inflation: Essays in Memory of A. W. Phillips (edited with A. J. L. Catt, M. H. Peston, and B. D. J. Silverstone, 1978). Khalid Ben Nowman is Professor of Finance at the Westminster Business School, University of Westminster, in London. He previously worked at City University Business School, London Business School, University of Essex, Durham University, and University of Kent and in the banking sector at the Bank of England, First National Bank of Chicago, and Barclays Bank. Professor Nowman's papers have appeared in leading journals such as Econometric Theory, Journal of Finance, Journal of Financial and Quantitative Analysis, and the Journal of Economic Dynamics and Control.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2007
Langue
anglais
ISBN 10 
0521875498
ISBN 13 
9780521875493
Reliure
Relié
Numéro d'édition
1
Nombre de pages
314
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France