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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance Gilles Dufrenot 2002 edition
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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
Gilles Dufrenot
These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc.
300 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 30 de abril de 2002 |
| ISBN13 | 9781402070297 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 300 |
| Dimensiones | 155 × 235 × 19 mm · 644 g |
| Lengua | Inglés |
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