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πŸ“

Stochastic Dynamic Properties of Linear Econometric Models

✍ Scribed by Jürgen Wolters (auth.)

Publisher
Springer-Verlag Berlin Heidelberg
Year
1980
Tongue
English
Leaves
162
Series
Lecture Notes in Economics and Mathematical Systems 182
Edition
1
Category
Library
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✦ Table of Contents

Front Matter....Pages I-VIII
The Linear Dynamic Econometric Model....Pages 1-8
Spectral Representation of the Linear Dynamic Model with Constant Coefficients....Pages 9-57
Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients....Pages 58-99
Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model....Pages 100-120
Summary....Pages 121-123
Back Matter....Pages 124-156

✦ Subjects

Economic Theory

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