New directions in macromodelling essays in honor of J. Michael Finger /

• Άλλοι συγγραφείς: Welfe, Aleksander
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Amsterdam ; Boston : Elsevier, 2004.
• Σειρά: Contributions to economic analysis ; v. 269.
• Θέματα: Econometric models.; Business & Economics > Econometrics.; Business & Economics > Economics > Theory.; Macroeconomics.

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...