A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

ISBN: 9781107411234 出版年：2007 页码：314 Albert Rex Bergstrom Khalid Ben Nowman Cambridge University Press

1. Introduction to continuous time modelling 2. Continuous time econometrics with stochastic trends 3. Model specification 4. Steady state and stability analysis 5. Empirical estimation of the model and derived results.