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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2010年12月7日 |
| ISBN13 | 9781441952769 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 300 |
| 寸法 | 150 × 220 × 10 mm · 499 g |
| 言語 | 英語 |
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