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
- References
References
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
- References
Summary
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- Type
- Chapter
- Information
- Publisher: Cambridge University PressPrint publication year: 2007