A continuous time econometric model of the United Kingdom with stochastic trends:
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in contin...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2007
|
| Subjects: | |
| Online Access: | BSB01 FHN01 UBG01 Volltext |
| Summary: | Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xxi, 290 pages) |
| ISBN: | 9780511664687 |
| DOI: | 10.1017/CBO9780511664687 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043928175 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161202s2007 |||| o||u| ||||||eng d | ||
| 020 | |a 9780511664687 |c Online |9 978-0-511-66468-7 | ||
| 024 | 7 | |a 10.1017/CBO9780511664687 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9780511664687 | ||
| 035 | |a (OCoLC)967421209 | ||
| 035 | |a (DE-599)BVBBV043928175 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-473 |a DE-92 | ||
| 082 | 0 | |a 330.941/086 |2 22 | |
| 084 | |a QF 641 |0 (DE-625)141391: |2 rvk | ||
| 100 | 1 | |a Bergstrom, A. R. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A continuous time econometric model of the United Kingdom with stochastic trends |c Albert Rex Bergstrom, Khalid Ben Nowman |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2007 | |
| 300 | |a 1 online resource (xxi, 290 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 520 | |a Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting | ||
| 650 | 4 | |a Wirtschaftspolitik | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance / Great Britain / Econometric models | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 0 | 7 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |2 gnd |9 rswk-swf |
| 651 | 4 | |a Großbritannien | |
| 651 | 4 | |a Great Britain / Economic policy / Econometric models | |
| 651 | 7 | |a Großbritannien |0 (DE-588)4022153-2 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Großbritannien |0 (DE-588)4022153-2 |D g |
| 689 | 0 | 1 | |a Makroökonomisches Modell |0 (DE-588)4074486-3 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Nowman, Khalid Ben |d 1962- |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-87549-3 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-1-107-41123-4 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511664687 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029337253 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511664687 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511664687 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9780511664687 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804176857704169472 |
|---|---|
| any_adam_object | |
| author | Bergstrom, A. R. |
| author_facet | Bergstrom, A. R. |
| author_role | aut |
| author_sort | Bergstrom, A. R. |
| author_variant | a r b ar arb |
| building | Verbundindex |
| bvnumber | BV043928175 |
| classification_rvk | QF 641 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9780511664687 (OCoLC)967421209 (DE-599)BVBBV043928175 |
| dewey-full | 330.941/086 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.941/086 |
| dewey-search | 330.941/086 |
| dewey-sort | 3330.941 286 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511664687 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03330nmm a2200577zc 4500</leader><controlfield tag="001">BV043928175</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161202s2007 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511664687</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-66468-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511664687</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511664687</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)967421209</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043928175</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.941/086</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QF 641</subfield><subfield code="0">(DE-625)141391:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bergstrom, A. R.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A continuous time econometric model of the United Kingdom with stochastic trends</subfield><subfield code="c">Albert Rex Bergstrom, Khalid Ben Nowman</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxi, 290 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaftspolitik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Great Britain / Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Großbritannien</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Great Britain / Economic policy / Econometric models</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Großbritannien</subfield><subfield code="0">(DE-588)4022153-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Großbritannien</subfield><subfield code="0">(DE-588)4022153-2</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Makroökonomisches Modell</subfield><subfield code="0">(DE-588)4074486-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Nowman, Khalid Ben</subfield><subfield code="d">1962-</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-87549-3</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-1-107-41123-4</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511664687</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029337253</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511664687</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511664687</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511664687</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| geographic | Großbritannien Great Britain / Economic policy / Econometric models Großbritannien (DE-588)4022153-2 gnd |
| geographic_facet | Großbritannien Great Britain / Economic policy / Econometric models |
| id | DE-604.BV043928175 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:51Z |
| institution | BVB |
| isbn | 9780511664687 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029337253 |
| oclc_num | 967421209 |
| open_access_boolean | |
| owner | DE-12 DE-473 DE-BY-UBG DE-92 |
| owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
| physical | 1 online resource (xxi, 290 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Bergstrom, A. R. Verfasser aut A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman Cambridge Cambridge University Press 2007 1 online resource (xxi, 290 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf Großbritannien Great Britain / Economic policy / Econometric models Großbritannien (DE-588)4022153-2 gnd rswk-swf Großbritannien (DE-588)4022153-2 g Makroökonomisches Modell (DE-588)4074486-3 s 1\p DE-604 Nowman, Khalid Ben 1962- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-87549-3 Erscheint auch als Druckausgabe 978-1-107-41123-4 https://doi.org/10.1017/CBO9780511664687 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bergstrom, A. R. A continuous time econometric model of the United Kingdom with stochastic trends Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd |
| subject_GND | (DE-588)4074486-3 (DE-588)4022153-2 |
| title | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_auth | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_exact_search | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_full | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_fullStr | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_full_unstemmed | A continuous time econometric model of the United Kingdom with stochastic trends Albert Rex Bergstrom, Khalid Ben Nowman |
| title_short | A continuous time econometric model of the United Kingdom with stochastic trends |
| title_sort | a continuous time econometric model of the united kingdom with stochastic trends |
| topic | Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell (DE-588)4074486-3 gnd |
| topic_facet | Wirtschaftspolitik Ökonometrisches Modell Finance / Great Britain / Econometric models Econometric models Stochastic processes Makroökonomisches Modell Großbritannien Great Britain / Economic policy / Econometric models |
| url | https://doi.org/10.1017/CBO9780511664687 |
| work_keys_str_mv | AT bergstromar acontinuoustimeeconometricmodeloftheunitedkingdomwithstochastictrends AT nowmankhalidben acontinuoustimeeconometricmodeloftheunitedkingdomwithstochastictrends |