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Structural macroeconometrics

Author: David N DeJong; Chetan Dave
Publisher: Princeton : Princeton University Press, ©2011.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:
"Structural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while taking into account important new advances in the field"--Jacket.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: David N DeJong; Chetan Dave
ISBN: 9780691152875 069115287X
OCLC Number: 751728909
Description: xvi, 418 pages : illustrations ; 24 cm
Contents: pt. I. Introduction : background and overview ; casting models in canonical form ; DGSE models, three examples --
pt. II. Model solution techniques : linear solution techniques ; nonlinear solution techniques --
pt. III. Data preparation and representation : removing trends and isolating cycles ; summarizing time series behavior when all variables are observable ; state-space representations --
pt. IV. Monte Carlo methods : Monte Carlo integration, the basics ; likelihood evaluation and filtering in state-space representations using sequential Monte Carlo methods --
pt. V. Empirical methods : calibration ; matching moments ; maximum likelihood ; Bayesian methods.
Responsibility: David N. DeJong and Chetan Dave.

Abstract:

Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and  Read more...

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"Structural Macroeconometrics is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in Read more...

 
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