1.

Record Nr.

UNINA9910816925103321

Autore

Ferguson Brian S

Titolo

Dynamic economic models in discrete time : theory and empirical applications / / Brian S. Ferguson and G.C. Lim

Pubbl/distr/stampa

London ; ; New York, : Routledge, 2003

ISBN

1-134-44054-5

0-429-24226-3

1-134-44055-3

1-280-14680-X

0-203-98776-4

Edizione

[1st ed.]

Descrizione fisica

1 online resource (174 p.)

Altri autori (Persone)

LimG. C (Guay C.)

Disciplina

330/.01/183

Soggetti

Econometric models

Statics and dynamics (Social sciences)

Discrete-time systems

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. [160]-163) and index.

Nota di contenuto

Book Cover; Title; Copyright; Contents; 1 Introduction; 2 First-order difference equations; 3 Second-order difference equations; 4 Higher-order and systems of difference equations; 5 Intertemporal optimization; 6 Nonlinear difference equations; 7 Empirical analysis of economic dynamics; Notes; Bibliography; Index

Sommario/riassunto

This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, chaos theory and random walks are recognisable if not yet fully understood.