DYNAMIC ECONOMETRICS FOR EMPIRICAL MACROECONOMIC MODELLING
Nymoen Ragnar
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DYNAMIC ECONOMETRICS FOR EMPIRICAL MACROECONOMIC MODELLING

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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 sys...