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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Continuous Time Econometric Modelling

Continuous Time Econometric Modelling

Bergstrom, A. R.

Paperback

Series: Recent Advances in Econometrics

EconomicsBotany & HorticultureProbability & Statistics

Currently unavailable to order

ISBN10: 0198283679
ISBN13: 9780198283676
Publisher: Oxford Univ Pr
Pages: 336
Weight: 1.25
Height: 0.72 Width: 6.13 Depth: 9.19
Language: English
Continuous time econometric models require very sophisticated methods and the difficulties involved in these methods have heretofore inhibited the use of the models. In this volume, Bergstrom aims to convince the non-specialist of the applicability of his models to current data. The book is concerned with a new and more realistic type of econometric model in which the economy is assumed to be adjusting continuously rather than at regular intervals of time, e.g. quarterly or annually. The book is divided into three sections. Part I looks at theoretical models of cyclical growth which have provided the basis for much of the applied work on continuous time macroeconometric models. Part II is concerned with econometric methodology and includes papers on estimation, testing, forecasting, and optimal control. Part III is concerned with applications and includes material on the well-known Bergstrom-Wymer continuous time macroeconomic model of the United Kingdom.

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