Logotipo librería Marcial Pons
Long memory in economics

Long memory in economics

  • ISBN: 9783540226949
  • Editorial: Springer International Publishing AG
  • Lugar de la edición: Berlin. Alemania
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 388
  • Idiomas: Inglés

Papel: Cartoné
87,38 €
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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; and models from economic theory providing plausible micro foundations for the occurrence 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.

Eds. GIlles Teyssière, Alan P. Kirman


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