Long Memory in Economics

Gilles Teyssière, Alan P. Kirman, Alan Kirman, "Long Memory in Economics "
Springer; 1 edition (September 14, 2006) | ISBN: 354022694X | 320 pages | File type: PDF | 4,2 mb

When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic and financial variables, compared to standard LRD processes, becomes apparent. In order to get a better understanding of the behaviour of some economic variables, the book assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; models from economic theory providing plausible micro foundations for the occurence of long memory in economics. Each chapter of the book will give a comprehensive survey of the state of the art and the directions that future developments are likely to take. Taken as a whole the book provides an overview of LRD processes which is accessible to economists, econometricians and statisticians.


! follow the rules

[Fast Download] Long Memory in Economics

Related eBooks:
Business Models for Renewable Energy Initiatives: Emerging Research and Opportunities
Derivatives and Internal Models
GDP: A Brief but Affectionate History
Robert's Rules of Order: The Original Manual for Assembly Rules, Business Etiquette, and Conduct
Marketing Hacks 2017
Go With It: Embrace the Unexpected to Drive Change
Studies of Welfare Populations
The Nature of Value: How to Invest in the Adaptive Economy
Peter Winfield, Ray Bishop, Keith Porter - Core Management for HR Students and Practitioners, Second
Russia and the European Union: Development and Perspectives (Contributions to Economics)
Introduction to Islamic Economics: Theory and Application
Finance and Accounting for Energy Engineers
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.