Inhalt
The monograph concentrates on recent developments in modelling economic processes on a macro level. It focuses on two main areas, namely, 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) variables and structuralization of VAR.
Bibliografische Angaben
Februar 2005, 252 Seiten, Englisch
Elsevier
978-0-444-51633-6