Category=KCB
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_nobargain
eq_non-fiction
Product details
- ISBN 9780444516336
- Weight: 532g
- Dimensions: 156 x 234mm
- Publication Date: 24 Dec 2004
- Publisher: Emerald Publishing Limited
- Publication City/Country: GB
- Product Form: Hardback
Secure
checkout
Fast Shipping
Easy returns
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach.
