Wow! eBook
Long Memory in Economics Softcover reprint of hardcover 1st ed. 2007 Edition
Author(s): Gilles Teyssière (Editor), Alan P. Kirman
- Publisher: Springer
- Publication Date: 12 Feb. 2010
- Edition: Softcover reprint of hardcover 1st ed. 2007
- Language: English
- Print length: 401 pages
- ISBN-10: 3642061540
- ISBN-13: 9783642061547
Book Description
A comprehensive survey on current and future developments in long memory analysis. The book assembles three different strands of long memory analysis: statistical literature – including tests – on the properties of LRD processes; mathematical literature on stochastic processes; and models from economic theory providing. The text is aimed at economists, econometricians, and statisticians interested in the study of long memory in economics.
