Item description for Long Memory in Economics by Gilles Teyssière Alan Kirman...
When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic and financial variables, compared to standard LRD processes, becomes apparent. In order to get a better understanding of the behaviour of some economic variables, the book assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; models from economic theory providing plausible micro foundations for the occurence of long memory in economics. Each chapter of the book will give a comprehensive survey of the state of the art and the directions that future developments are likely to take. Taken as a whole the book provides an overview of LRD processes which is accessible to economists, econometricians and statisticians.
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Est. Packaging Dimensions: Length: 9.37" Width: 6.22" Height: 1.1" Weight: 1.5 lbs.
Release Date Sep 14, 2006
ISBN 354022694X ISBN13 9783540226949
Availability 90 units. Availability accurate as of May 22, 2017 12:00.
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