New directions in macromodelling essays in honor of J. Michael Finger /
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...
Other Authors: | |
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Format: | Electronic eBook |
Language: | English |
Published: |
Amsterdam ; Boston :
Elsevier,
2004.
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Series: | Contributions to economic analysis ;
v. 269. |
Subjects: | |
Online Access: | Full Text via HEAL-Link |