Structural Macroeconometrics
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€92.99
A01=Chetan Dave
A01=David N. DeJong
Accuracy and precision
Addition
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Age Group_Uncategorized
Algorithm
Approximation
Author_Chetan Dave
Author_David N. DeJong
Autocorrelation
Autocovariance
automatic-update
Autoregressive-moving-average model
Bayesian
Bayesian inference
Business cycle
Calculation
Category1=Non-Fiction
Category=KCB
Category=KCH
Cobb-Douglas production function
Coefficient
COP=United States
Covariance matrix
Data set
Delivery_Delivery within 10-20 working days
Dividend
Eigenvalues and eigenvectors
eq_bestseller
eq_business-finance-law
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equation
Estimation
Expected value
Finite difference
Forecasting
Household
Implementation
Inference
Iteration
Kalman filter
Lag operator
Language_English
Likelihood function
Linear combination
Linearization
Log-linear model
Loss function
Mathematical optimization
Measurement
Methodology
Normal distribution
Notation
Observable
Observable variable
Observational error
PA=Available
Parameter
Parametrization
Particle filter
Posterior probability
Prediction
Preference (economics)
Price_€50 to €100
Prior probability
Probability
PS=Active
Scientific notation
softlaunch
Special case
Standard deviation
Standard error
State variable
State-space representation
Statistic
Stochastic process
Subset
Summary statistics
Taylor series
Textbook
Theory
Time series
Trade-off
Uncertainty
Unit root
Utility
Variable (mathematics)
Variance
Vector autoregression
Product details
- ISBN 9780691152875
- Weight: 482g
- Dimensions: 152 x 235mm
- Publication Date: 23 Oct 2011
- Publisher: Princeton University Press
- Publication City/Country: US
- Product Form: Hardback
- Language: English
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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. The authors detail strategies for solving dynamic structural models and present the full range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The authors look at recent strides that have been made to enhance numerical efficiency, consider the expanded applicability of dynamic factor models, and examine the use of alternative assumptions involving learning and rational inattention on the part of decision makers. The treatment of methodologies for obtaining nonlinear model representations has been expanded, and linear and nonlinear model representations are integrated throughout the text.
The book offers a rich array of implementation algorithms, sample empirical applications, and supporting computer code. Structural Macroeconometrics is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.
David N. DeJong is professor of economics and Vice Provost for Academic Planning and Resources Management at the University of Pittsburgh. Chetan Dave is assistant professor of economics at New York University, Abu Dhabi.
