Long Memory in Economics - Alan Kirman - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540226949 - August 2, 2006
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Alan Kirman
Long Memory in Economics 2007 edition

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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.

389 pages, 50 black & white tables, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 2, 2006
ISBN13 9783540226949
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 389
Dimensions 155 × 235 × 27 mm   ·   798 g
Language English   German  
Editor Kirman, Alan P.
Editor Teyssiere, Gilles

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