| Continuous-Time Linear Models Contributor(s): Cochrane, John (Author) |
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ISBN: 160198586X ISBN-13: 9781601985866 Publisher: Now Publishers OUR PRICE: $52.25 Product Type: Paperback - Other Formats Published: October 2012 |
| Additional Information |
| BISAC Categories: - Business & Economics | Corporate Finance - General - Business & Economics | Finance - General - Business & Economics | Entrepreneurship |
| Series: Foundations and Trends(r) in Finance |
| Physical Information: 0.15" H x 6.14" W x 9.21" (0.25 lbs) 72 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: Discrete-time linear ARMA processes and lag operator notation are convenient for lots of calculations. Continuous-time representations often simplify economic models, and can handle interesting nonlinearities as well. But standard treatments of continuous-time processes typically don't mention how to adapt the discrete-time linear model concepts and lag operator methods to continuous time. Continuous-Time Linear Models attempts that translation and exposits the techniques to make the translation from familiar discrete-time ideas. The concluding section of this monograph collects the important formulas in one place. The author assumes a basic knowledge of discrete-time time-series representation methods and continuous-time representations. |