Long Memory In Economics Alan P. Kirman

ISBN: 9783540226949

Published: September 1st 2006

Hardcover

389 pages


Description

Long Memory In Economics  by  Alan P. Kirman

Long Memory In Economics by Alan P. Kirman
September 1st 2006 | Hardcover | PDF, EPUB, FB2, DjVu, AUDIO, mp3, ZIP | 389 pages | ISBN: 9783540226949 | 7.16 Mb

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- and models from economic theory providing plausibleMoreAssembles 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- and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.



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