Long Memory in Economics | EKB DL

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Long Memory in Economics

Long Memory in Economics

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.

Keywords

ECONOMICS

2006Book

Author(s)A. P. Kirman

PublisherSpringer

ISBN9783540226949

LanguageEnglish

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