Economic Modeling and Inference
"Economic Modeling and Inferencegives an excellent overview of dynamic modeling techniques in economics and fills an important gap among current textbooks. [It] is an excellent book, especially for graduate students in economics. . . . [I]t is also a must for economists who need a refresher course in dynamic modeling . . . [and] should also be on the bookshelf of practicing researchers interested in expanding the number of models used in their work."--Journal of the American Statistical Association"Economic Modeling and Inferenceoffers a technically sophisticated grounding in the structural approach to analyzing data. The book does an excellent job of illustrating the wide range of questions that the empirical dynamic programming approach can tackle by explicitly bridging economic theory and econometrics. . . . Books such as these will undoubtedly help the structural paradigm more successfully compete in the market for applied econometric methodologies."--Robert M. Sauer,Journal of Economic Literature