國立虎尾科技大學 |

A continuous time econometric model of the United Kingdom with stochastic trends /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	A continuous time econometric model of the United Kingdom with stochastic trends // Albert Rex Bergstrom, Khalid Ben Nowman.
Author:	Bergstrom, A. R.
other author:	Nowman, Khalid Ben,
Description:	1 online resource (xxi, 290 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Finance - Econometric models. - Great Britain -
Subject:	Great Britain - Politics and government - 1997- -
Online resource:	https://doi.org/10.1017/CBO9780511664687
ISBN:	9780511664687 (ebook)

A continuous time econometric model of the United Kingdom with stochastic trends /
Bergstrom, A. R.

A continuous time econometric model of the United Kingdom with stochastic trends /Albert Rex Bergstrom, Khalid Ben Nowman. - 1 online resource (xxi, 290 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as 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. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.

ISBN: 9780511664687 (ebook)Subjects--Topical Terms:

802047
Finance
--Econometric models.--Great BritainSubjects--Geographical Terms:

556459
Great Britain
--Politics and government--1997-

LC Class. No.: HC256.7 / .B47 2007

Dewey Class. No.: 330.941/086

A continuous time econometric model of the United Kingdom with stochastic trends /
LDR:01971nam a22003018i 4500 001 1126904
003 UkCbUP
005 20151005020621.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2007||||enk o ||1 0|eng|d
020 $a 9780511664687 (ebook)
020 $z 9780521875493 (hardback)
020 $z 9781107411234 (paperback)
035 $a CR9780511664687
040 $a UkCbUP $b eng $e rda $c UkCbUP
043 $a e-uk---
050 0 0 $a HC256.7 $b .B47 2007
082 0 0 $a 330.941/086 $2 22
100 1 $a Bergstrom, A. R. $q (Albert Rex), $e author. $3 1445976
245 1 2 $a A continuous time econometric model of the United Kingdom with stochastic trends / $c Albert Rex Bergstrom, Khalid Ben Nowman.
264 1 $a Cambridge : $b Cambridge University Press, $c 2007.
300 $a 1 online resource (xxi, 290 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as 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. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.
650 0 $a Finance $z Great Britain $x Econometric models. $3 802047
650 0 $a Econometric models. $3 556561
650 0 $a Stochastic processes. $3 528256
651 0 $a Great Britain $x Politics and government $y 1997- $3 556459 $3 727295
700 1 $a Nowman, Khalid Ben, $d 1962- $e author. $3 1445977
776 0 8 $i Print version: $z 9780521875493
856 4 0 $u https://doi.org/10.1017/CBO9780511664687