Continuous-Time Econometrics
Gandolfo
Gebundenes Buch

Continuous-Time Econometrics

Theory and applications

Herausgegeben: Gandolfo, Giancarlo
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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...