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© 2026 Bookis AS
English
Norway
Region is based on IP address
Paperback • 2019 • English
1 Ratings • 5.0 of 5
About the book
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 ho...Show more
Book details
ISBN
9789811249471
Publisher
World Scientific
Published year
2019
Language
English
Original title
Dynamic Econometrics for Empirical Macroeconomic Modelling
Format
Paperback
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1 Ratings • 5.0 of 5
