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- DescriptionStructural Macroecometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national ecomies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series ecometrics 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 nlinear model representations has been expanded, and linear and nlinear model representations are integrated throughout the text. The book offers a rich array of implementation algorithms, sample empirical applications, and supporting computer code. Structural Macroecometrics is the ideal textbook for graduate students seeking an introduction to macroecomics and ecometrics, and for advanced students pursuing applied research in macroecomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.
- Author BiographyDavid 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.
- Author(s)Chetan Dave,David N. DeJong
- PublisherPrinceton University Press
- Date of Publication03/10/2011
- SubjectEconomics: Professional & General
- Place of PublicationNew Jersey
- Country of PublicationUnited States
- ImprintPrinceton University Press
- Content Note57 line illus. 21 tables.
- Weight485 g
- Width152 mm
- Height229 mm
- Spine36 mm
- Edition Statement2nd Revised edition
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