Dynamic Econometrics For Empirical Macroeconomic Modelling

Author:   Ragnar Nymoen (Univ Of Oslo, Norway)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789811249471


Pages:   588
Publication Date:   22 July 2019
Format:   Paperback
Availability:   In Print   Availability explained
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Dynamic Econometrics For Empirical Macroeconomic Modelling


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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's website.

Full Product Details

Author:   Ragnar Nymoen (Univ Of Oslo, Norway)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789811249471


ISBN 10:   9811249474
Pages:   588
Publication Date:   22 July 2019
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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