標(biāo)題: Titlebook: Continuous-Time Econometrics; Theory and applicati Giancarlo Gandolfo (Professor of International Eco Book 1993 Chapman & Hall 1993 Covaria [打印本頁] 作者: Monomania 時間: 2025-3-21 17:57
書目名稱Continuous-Time Econometrics影響因子(影響力)
作者: 蘆筍 時間: 2025-3-21 23:47
,Die M?glichkeiten der Mitarbeitergewinnung,y measures on variables such as the rate of inflation, output, employment and the balance of payments and to determine the objectives of policy makers, and provides further information on the allocation of policy instruments to targets.作者: Pericarditis 時間: 2025-3-22 02:09 作者: COM 時間: 2025-3-22 04:53 作者: 細查 時間: 2025-3-22 10:08 作者: Bereavement 時間: 2025-3-22 14:46
An approximation to the covariance matrix of a mixed-sample system,a mean square continuous wide-sense stationary process. This avoids the need for appealing to a stochastic Fubini’s theorem. In what follows, we show that by making the power series expansion of the exponential of a matrix, we can derive the expansion of the covariance matrix of the mixed-sample sys作者: Bereavement 時間: 2025-3-22 17:29
,Contimos — A continuous-time econometric model for Sweden based on monthly data,t, like the Swedish basket regime, is that monetary policy must be aimed at controlling the target value of the foreign exchange rate. This raises three questions: how close substitutes are foreign and domestic assets, how fast is the speed of adjustment and how stable is a foreign exchange rate sys作者: CHAFE 時間: 2025-3-22 22:46
Book 1993Ricerche). The reaction of ‘continuists‘ from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the作者: 無能力 時間: 2025-3-23 03:56
ale delle Ricerche). The reaction of ‘continuists‘ from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the978-94-010-4673-2978-94-011-1542-1作者: 傷心 時間: 2025-3-23 06:15 作者: 自戀 時間: 2025-3-23 12:38
Capital liberalization and exchange rate expectations: the italian case,ovements, we showed that the presence of capital controls is reflected in the adjustment speed of the actual to the desired stock of net foreign assets. The latter does, in turn, depend on fundamentals.作者: Herbivorous 時間: 2025-3-23 17:31 作者: 粗糙 時間: 2025-3-23 19:12
,Die M?glichkeiten der Mitarbeitergewinnung,bution of Haavelmo (1943) on simultaneous-equations models. Moreover, by this time the fundamental mathematical theory of continuous-time stochastic models was already well-developed, major contributions having been made by some of the leading mathematicians of the twentieth century, including Einstein, Wiener and Kolmogorov.作者: Freeze 時間: 2025-3-24 00:19 作者: 北極熊 時間: 2025-3-24 02:56 作者: CREST 時間: 2025-3-24 06:45
https://doi.org/10.1007/978-3-322-94591-4nal Products, the total consumption as the sum of the consumption of many millions of individual families and the capital stock as the sum of daily capital expenditure or ultimately as the integration of a continuous-time series of capital expenditure (Bergstrom, 1984).作者: kindred 時間: 2025-3-24 14:33 作者: Flinch 時間: 2025-3-24 16:41
Alexander Ludwig,Dominique Giulinitivity and output and price inflation, or stagflation. It was widely felt (within and without the economics profession) that the malaise of the previous decade pointed to shortcomings in not only traditional macroeconomic policy, but theory as well.作者: Amplify 時間: 2025-3-24 22:05 作者: artless 時間: 2025-3-25 02:44 作者: Diaphragm 時間: 2025-3-25 03:20
Book 1993d textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models for 作者: inhumane 時間: 2025-3-25 07:28 作者: GRILL 時間: 2025-3-25 11:51
Finite-sample properties of the Gaussian estimation of an open higher-order continuous-time dynamications based on the theory of random measures was developed. The main theorem of that paper which is proved (Bergstrom, 1983, theorem 1) is a more general existence and uniqueness theorem for the solution of the higher-order continuous-time dynamic model than has previously appeared in the literature (Edwards and Moyal, 1955).作者: 桉樹 時間: 2025-3-25 19:52
Continuous-time econometrics has come of age,ntinuous time. This (usually implicit) assumption may also be due to the fact that differential equations are the standard tool used in physics. And physics is the ‘hard’ science from which economic theory has drawn, and continues to draw, much inspiration (Mirowski, 1984) (it suffices here to menti作者: ROOF 時間: 2025-3-25 22:01
The history of continuous-time econometric models,istical methods applicable to such models commenced over 40 years ago. The first significant contribution to the problem of estimating the parameters of continuous-time stochastic models from discrete data was made by the British statistician Bartlett (1946) only three years after the pioneer contri作者: 妨礙 時間: 2025-3-26 03:04
Continuous-time models in macroeconomics: specification and estimation, particularly of the monetary approach to the balance of payments, with the aim of evaluating the policy implications of these theories. The reasons for placing such emphasis on empirical work are twofold. Firstly, it is necessary to develop and test the theoretical propositions and alternative hypo作者: MAG 時間: 2025-3-26 05:00 作者: 脫毛 時間: 2025-3-26 12:01 作者: 翻動 時間: 2025-3-26 14:51 作者: Aggressive 時間: 2025-3-26 16:55
Capital liberalization and exchange rate expectations: the italian case,the transition from a situation with capital controls to a situation with perfect capital mobility). Starting from the portfolio approach to capital movements, we showed that the presence of capital controls is reflected in the adjustment speed of the actual to the desired stock of net foreign asset作者: Duodenitis 時間: 2025-3-26 23:23
A continuous-time model of the United States economy,ere emerging from a decade of poor macroeconomic performance whose distinguishing feature was the simultaneous occurrence of stagnant growth in productivity and output and price inflation, or stagflation. It was widely felt (within and without the economics profession) that the malaise of the previo作者: Cardioversion 時間: 2025-3-27 04:48 作者: 推測 時間: 2025-3-27 08:55 作者: 腐蝕 時間: 2025-3-27 10:27 作者: monogamy 時間: 2025-3-27 14:20
International Studies in Economic Modellinghttp://image.papertrans.cn/c/image/237040.jpg作者: tic-douloureux 時間: 2025-3-27 20:14 作者: 有毒 時間: 2025-3-27 23:47
https://doi.org/10.1007/978-94-011-1542-1Covariance matrix; econometrics; economics; economy; macroeconomics; modeling; rating; sweden作者: parasite 時間: 2025-3-28 03:55 作者: 反對 時間: 2025-3-28 08:36
,Die M?glichkeiten der Mitarbeitergewinnung,istical methods applicable to such models commenced over 40 years ago. The first significant contribution to the problem of estimating the parameters of continuous-time stochastic models from discrete data was made by the British statistician Bartlett (1946) only three years after the pioneer contri作者: –吃 時間: 2025-3-28 10:46 作者: hangdog 時間: 2025-3-28 17:52
https://doi.org/10.1007/978-3-322-94591-4 of an exact discrete model that corresponds to this closed model. Given this closed system and a sampling interval of . on the observations, where . is some positive real number that represents the interval between successive observations of the variables in the system, we derived the covariance ma作者: 陰險 時間: 2025-3-28 21:28
Führen Sie die Dinge mit Erfolg durch!ameters of a general open higher-order continuous-time dynamic model from discrete stock and flow data. The seminal paper by Bergstrom (1983) laid the mathematical and statistical foundations for the new continuous-time econometric methodology where a new theory of linear stochastic differential equ作者: URN 時間: 2025-3-29 01:14 作者: 不法行為 時間: 2025-3-29 03:58
https://doi.org/10.1007/978-3-322-94650-8the transition from a situation with capital controls to a situation with perfect capital mobility). Starting from the portfolio approach to capital movements, we showed that the presence of capital controls is reflected in the adjustment speed of the actual to the desired stock of net foreign asset作者: 吹牛大王 時間: 2025-3-29 11:07
Alexander Ludwig,Dominique Giuliniere emerging from a decade of poor macroeconomic performance whose distinguishing feature was the simultaneous occurrence of stagnant growth in productivity and output and price inflation, or stagflation. It was widely felt (within and without the economics profession) that the malaise of the previo作者: 構(gòu)想 時間: 2025-3-29 14:36 作者: follicle 時間: 2025-3-29 18:09
https://doi.org/10.1007/978-3-322-94684-3hin the context of a continuous-time model of international currency substitution. The models are fitted by what are believed to be state-of-the-art estimators for applied continuous-time modelling. In the first section, a general model of international currency substitution is outlined. This model 作者: Individual 時間: 2025-3-29 22:16
https://doi.org/10.1007/978-1-4615-9409-3base; diagnosis; pharmacology; planning; psychiatry; therapy; treatment; trust; urology
