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Stochastic Dynamic Properties of Linear Econometric Models de J. Wolters

Stochastic Dynamic Properties of Linear Econometric Models: Lecture Notes in Economics and Mathematical Systems, cartea 182

Autor J. Wolters
en Limba Engleză Paperback – sep 1980

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Specificații

ISBN-13: 9783540102403
ISBN-10: 354010240X
Pagini: 168
Ilustrații: VIII, 156 p.
Dimensiuni: 170 x 244 x 9 mm
Greutate: 0.28 kg
Ediția:Softcover reprint of the original 1st ed. 1980
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Economics and Mathematical Systems

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

I: The Linear Dynamic Econometric Model.- 1. Introduction.- 2. Structural, Reduced and Final Form.- 3. Solutions of the Model.- II: Spectral Representation of the Linear Dynamic Model with Constant Coefficients.- 1. Derivation of the Spectral Matrix.- 2. Numerical Approaches.- 3. An Example: Effects of Residuals.- 4. Spectral Matrix in Unstable Models.- III: Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients.- 1. Methodological Approach.- 2. Effects of Alternative Estimation Methods on the Dynamic Properties of an Aggregated Demand Model of the FRG.- 3. Empirical Spectral Analysis.- IV: Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model.- 1. Introduction.- 2. Dynamic Properties of an Aggregated Model of the FRG.- 3. Stabilization Policies.- V: Summary.- Appendix A.- Appendix B.- References.