2 options
Dynamic economic models in discrete time : theory and empirical applications / Brian S. Ferguson and G.C. Lim.
- Format:
- Book
- Author/Creator:
- Ferguson, Brian S.
- Language:
- English
- Subjects (All):
- Econometric models.
- Statics and dynamics (Social sciences).
- Discrete-time systems.
- Physical Description:
- 1 online resource (174 p.)
- Edition:
- 1st ed.
- Place of Publication:
- London ; New York : Routledge, 2003.
- Language Note:
- English
- Summary:
- This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, chaos theory and random walks are recognisable if not yet fully understood.
- Contents:
- Book Cover; Title; Copyright; Contents; 1 Introduction; 2 First-order difference equations; 3 Second-order difference equations; 4 Higher-order and systems of difference equations; 5 Intertemporal optimization; 6 Nonlinear difference equations; 7 Empirical analysis of economic dynamics; Notes; Bibliography; Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references (p. [160]-163) and index.
- ISBN:
- 9781134440542
- 1134440545
- 9780429242267
- 0429242263
- 9781134440559
- 1134440553
- 9781280146800
- 128014680X
- 9780203987766
- 0203987764
- OCLC:
- 475958784
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.