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Titlebook: Continuous-Time Econometrics; Theory and applicati Giancarlo Gandolfo (Professor of International Eco Book 1993 Chapman & Hall 1993 Covaria

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发表于 2025-3-21 17:57:15 | 显示全部楼层 |阅读模式
书目名称Continuous-Time Econometrics
副标题Theory and applicati
编辑Giancarlo Gandolfo (Professor of International Eco
视频video
丛书名称International Studies in Economic Modelling
图书封面Titlebook: Continuous-Time Econometrics; Theory and applicati Giancarlo Gandolfo (Professor of International Eco Book 1993 Chapman & Hall 1993 Covaria
描述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 the invitation to organize a session on continuous-time econometrics in the context of the International Symposium on Economic Modelling (jointly organized by the University of Urbino and the book series International Studies in Economic Modelling, and co-sponsored by the Consiglio Nazionale delle Ricerche). The reaction of ‘continuists‘ from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the
出版日期Book 1993
关键词Covariance matrix; econometrics; economics; economy; macroeconomics; modeling; rating; sweden
版次1
doihttps://doi.org/10.1007/978-94-011-1542-1
isbn_softcover978-94-010-4673-2
isbn_ebook978-94-011-1542-1
copyrightChapman & Hall 1993
The information of publication is updating

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,Die Möglichkeiten der Mitarbeitergewinnung,y measures on variables such as the rate of inflation, output, employment and the balance of payments and to determine the objectives of policy makers, and provides further information on the allocation of policy instruments to targets.
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An approximation to the covariance matrix of a mixed-sample system,a mean square continuous wide-sense stationary process. This avoids the need for appealing to a stochastic Fubini’s theorem. In what follows, we show that by making the power series expansion of the exponential of a matrix, we can derive the expansion of the covariance matrix of the mixed-sample sys
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,Contimos — A continuous-time econometric model for Sweden based on monthly data,t, like the Swedish basket regime, is that monetary policy must be aimed at controlling the target value of the foreign exchange rate. This raises three questions: how close substitutes are foreign and domestic assets, how fast is the speed of adjustment and how stable is a foreign exchange rate sys
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Book 1993Ricerche). The reaction of ‘continuists‘ from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the
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ale delle Ricerche). The reaction of ‘continuists‘ from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the978-94-010-4673-2978-94-011-1542-1
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