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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory Paperback - 2006 - 1st Edition
by William A. Barnett (Editor); David F. Hendry (Editor); Svend Hylleberg (Editor)
First line
Modern macroeconomic theory emphasizes the interactions among representative agents (households and firms) who are, in general, assumed to behave according non-linear decision rules that are obtained as optimal solutions to dynamic optimization problems.
Details
- Title Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
- Author William A. Barnett (Editor); David F. Hendry (Editor); Svend Hylleberg (Editor)
- Binding Paperback
- Edition number 1st
- Edition 1
- Pages 240
- Volumes 1
- Language ENG
- Publisher Cambridge University Press
- Date 2006-11-02
- ISBN 9780521028684 / 052102868X
- Weight 0.79 lbs (0.36 kg)
- Dimensions 9 x 6 x 0.55 in (22.86 x 15.24 x 1.40 cm)
- Dewey Decimal Code 330.015
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
by William A. Barnett
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
by William A. Barnett
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Paperback / softback. New. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic Theory and Econometrics, Series Number 11)
by Barnett, William A. [Editor]; Hendry, David F. [Editor]; Hylleberg, Svend [Editor]; Teräsvirta, Timo [Editor]; Tjøstheim, Dag [Editor]; Würtz, Allan [Editor];
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Cambridge University Press. paperback. New. 6x0x9. Brand New Book in Publishers original Sealing
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