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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance Gilles Dufrenot Softcover reprint of hardcover 1st ed. 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.
328 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 7 de diciembre de 2010 |
| ISBN13 | 9781441952769 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 300 |
| Dimensiones | 150 × 220 × 10 mm · 499 g |
| Lengua | Inglés |
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