Long Memory in Economics
| Author | : Gilles Teyssière |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 394 |
| Release | : 2006-09-22 |
| ISBN-10 | : 9783540346258 |
| ISBN-13 | : 3540346252 |
| Rating | : 4/5 (58 Downloads) |
Book Synopsis Long Memory in Economics by : Gilles Teyssière
Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
