Dynamic Econometrics For Empirical Macroeconomic Modelling
Categories: Books, Science & Math, Mathematics

For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher&apos;s website.


Sticky notes: On Kindle Scribe
ISBN-13: 978-9811207518
Language: English
File size: 34469 KB
Publisher: World Scientific
Publication date: July 9, 2019
subtitle: Kindle Edition
author: Ragnar Nymoen