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

DOI10.1017/CBO9780511664687zbMath1251.62060OpenAlexW3142887124MaRDI QIDQ4649598

K. B. Nowman, A. R. Bergstrom

Publication date: 23 November 2012

Full work available at URL: https://doi.org/10.1017/cbo9780511664687

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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