Econometric modeling perspectives
Auteur :
Bee, Marco / Espa, Giuseppe / Gabriele, Roberto / Maggio, Bernardo / Piras, Gianfranco
Éditeur :
Nova Science Publishers Inc
ISBN :
9781606921579
Date de publication :
27 nov. 2008
Dimensions :
14,0 x 21,5 cm
Poids :
222 g
Langue :
Anglais
Pays d'origine :
USA
Presents a reassessment of some econometric methods for the analysis of continuous-time specifications of economic models. This title focuses on the estimation and simulation analysis of a continuous-time econometric model based on a theoretical framework - the SETI model - developed in Padoan (1996).