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Long Memory in Economics [Hardcover]

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Item Number 233039  
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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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Item Specifications...

Pages   320
Est. Packaging Dimensions:   Length: 9.37" Width: 6.22" Height: 1.1"
Weight:   1.5 lbs.
Binding  Hardcover
Release Date   Sep 14, 2006
Publisher   Springer
ISBN  354022694X  
ISBN13  9783540226949  

Availability  90 units.
Availability accurate as of Oct 24, 2016 04:19.
Usually ships within one to two business days from La Vergne, TN.
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Product Categories

1Books > Special Features > Formats
2Books > Subjects > Business & Investing > Economics > General
3Books > Subjects > Business & Investing > Economics > Statistics
4Books > Subjects > Business & Investing > General
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Game Theory
6Books > Subjects > Science > Mathematics > Applied > Game Theory

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