Dynamic Econometrics for Empirical Macroeconomic Modelling

用于实证宏观经济建模的动态计量经济学

数量经济学

原   价:
1720.00
售   价:
1290.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2019年07月10日
装      帧
精装
ISBN
9789811207518
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页      码
588
开      本
9.02 x 5.98 x 1.25
语      种
英文
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库存 30 本
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图书简介
For Masters and PhD students in Economics • A concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modelling • Methods for non-stationary and co-integrated variables • Structured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric models • Complete with end-of-chapter exercises and solutions In 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. Key Features: oA concise presentation of the required background in the mathematics of difference equations and of how it is used in dynamic econometric modelling oCoverage of methods for non-stationary and cointegrated varaibles oSeparate chapters about automatic methods for variable selection and about forecasting with empirical macroeconometric models
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