Continuous-Time Econometrics - Theory and applications (Paperback, Softcover reprint of the original 1st ed. 1993)

Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models for different countries have been constructed, estimated and used. Being myself involved in these developments, it was with great pleasure that I accepted the invitation to organize a session on continuous-time econometrics in the context of the International Symposium on Economic Modelling (jointly organized by the University of Urbino and the book series International Studies in Economic Modelling, and co-sponsored by the Consiglio Nazionale delle Ricerche). The reaction of 'continuists' from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the discussion at the symposium and the referees' comments. Hence, what is published here should become another standard reference in the field of continuous-time econometrics.

General

Imprint:	Springer
Country of origin:	Netherlands
Series:	International Studies in Economic Modelling
Release date:	September 2012
First published:	1993
Editors:	G. Gandolfo
Dimensions:	235 x 155 x 15mm (L x W x T)
Format:	Paperback
Pages:	267
Edition:	Softcover reprint of the original 1st ed. 1993
ISBN-13:	978-9401046732
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	9401046735
Barcode:	9789401046732

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