Long Memory In Economics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Long Memory In Economics PDF full book. Access full book title Long Memory In Economics.
| Author | : Gilles Teyssière |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 394 |
| Release | : 2006-09-22 |
| Genre | : Business & Economics |
| ISBN | : 3540346252 |
Download Long Memory in Economics Book in PDF, ePub and Kindle
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.
| Author | : Vasily E. Tarasov |
| Publisher | : Walter de Gruyter GmbH & Co KG |
| Total Pages | : 602 |
| Release | : 2021-01-18 |
| Genre | : Business & Economics |
| ISBN | : 3110627450 |
Download Economic Dynamics with Memory Book in PDF, ePub and Kindle
This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential equations in describing economic dynamics with long memory. Generalizations of basic economic concepts, notions and methods for the economic processes with memory are suggested. New micro and macroeconomic models with continuous time are proposed to describe the fractional economic dynamics with long memory as well.
| Author | : Gilles Teyssière |
| Publisher | : Springer |
| Total Pages | : 389 |
| Release | : 2009-09-02 |
| Genre | : Business & Economics |
| ISBN | : 9783540803119 |
Download Long Memory in Economics Book in PDF, ePub and Kindle
| Author | : Peter M. Robinson |
| Publisher | : Advanced Texts in Econometrics |
| Total Pages | : 396 |
| Release | : 2003 |
| Genre | : Business & Economics |
| ISBN | : 9780199257300 |
Download Time Series with Long Memory Book in PDF, ePub and Kindle
Long memory time series are characterized by a strong dependence between distant events.
| Author | : Jan Beran |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 892 |
| Release | : 2013-05-14 |
| Genre | : Mathematics |
| ISBN | : 3642355129 |
Download Long-Memory Processes Book in PDF, ePub and Kindle
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
| Author | : M. A. Tieslau |
| Publisher | : |
| Total Pages | : |
| Release | : 1991 |
| Genre | : |
| ISBN | : |
Download Long Memory Models and Macroeconomic Time Series Book in PDF, ePub and Kindle
| Author | : Vasily E. Tarasov |
| Publisher | : MDPI |
| Total Pages | : 278 |
| Release | : 2020-06-03 |
| Genre | : Business & Economics |
| ISBN | : 303936118X |
Download Mathematical Economics Book in PDF, ePub and Kindle
This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
| Author | : Mary Frances Berry |
| Publisher | : OUP USA |
| Total Pages | : 512 |
| Release | : 1997-08-14 |
| Genre | : History |
| ISBN | : 9780195029109 |
Download Long Memory Book in PDF, ePub and Kindle
This powerful, provocative survey is organized around the key issues of Afro-American history: Africa and slavery, family, religion, sex and racism, politics, economics, education, criminal justice, discrimination and protest movements, and black nationalism.
| Author | : Michael K. Andersson |
| Publisher | : |
| Total Pages | : 10 |
| Release | : 1998 |
| Genre | : |
| ISBN | : |
Download Do Long-memory Models Have Long Memory? Book in PDF, ePub and Kindle
| Author | : Umberto Cherubini |
| Publisher | : Springer |
| Total Pages | : 99 |
| Release | : 2016-12-01 |
| Genre | : Business & Economics |
| ISBN | : 3319480154 |
Download Convolution Copula Econometrics Book in PDF, ePub and Kindle
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.
