Book contents
- Frontmatter
- Contents
- List of Figures and Tables
- Foreword by Peter C. B. Phillips
- Preface
- 1 Introduction to Continuous Time Modelling
- 2 Continuous Time Econometrics with Stochastic Trends
- 3 Model Specification
- 4 Steady State and Stability Analysis
- 5 Empirical Estimation of the Model and Derived Results
- References
- Author Index
- Subject Index
Frontmatter
Published online by Cambridge University Press: 03 March 2010
- Frontmatter
- Contents
- List of Figures and Tables
- Foreword by Peter C. B. Phillips
- Preface
- 1 Introduction to Continuous Time Modelling
- 2 Continuous Time Econometrics with Stochastic Trends
- 3 Model Specification
- 4 Steady State and Stability Analysis
- 5 Empirical Estimation of the Model and Derived Results
- References
- Author Index
- Subject Index
Summary
- Type
- Chapter
- Information
- Publisher: Cambridge University PressPrint publication year: 2007