Dynamic Econometric Modeling
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Language: en
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Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been
Language: en
Pages: 918
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The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The pri
Language: en
Pages: 586
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Type: BOOK - Published: 2019-07-09 - Publisher: World Scientific
For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of e
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Pages: 361
Pages: 361
Type: BOOK - Published: 2021-08-31 - Publisher: Springer Nature
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater expla
Language: en
Pages: 389
Pages: 389
Type: BOOK - Published: 1988-06-24 - Publisher: Cambridge University Press
This book brings together presentations of some of the fundamental new research in dynamic econometric modeling.