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Dynamic Econometrics For Empirical Macroeconomic Modelling (Paperback) Loot Price: R1,756
Discovery Miles 17 560
Repayment Terms: R165 pm x 12*
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Dynamic Econometrics For Empirical Macroeconomic Modelling (Paperback): Ragnar Nymoen

Dynamic Econometrics For Empirical Macroeconomic Modelling (Paperback)

Ragnar Nymoen

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Loot Price R1,756 Discovery Miles 17 560 | Repayment Terms: R165 pm x 12*

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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.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: July 2019
First published: 2020
Authors: Ragnar Nymoen
Format: Paperback
Pages: 588
ISBN-13: 978-981-12-4947-1
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
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LSN: 981-12-4947-4
Barcode: 9789811249471

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