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agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the …
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Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes.The book also presents an analytical setting to guide the formulation and solution in closed...
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, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the potential of a comprehensive …
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The characterization of term premia movements continues to be a puzzle in finance though the term premia are used for return predictability and studying broader economic activity. We analyze the movements of the first and second conditional moments of term premia in a non-linear non- parametric...
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