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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory Paperback - 2006 - 1st Edition

by William A. Barnett

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New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
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First line

Modern macroeconomic theory emphasizes the interactions among representative agents (households and firms) who are, in general, assumed to behave according non-linear decision rules that are obtained as optimal solutions to dynamic optimization problems.