Specification, Estimation, and Analysis of Macroeconometric Models
Title | Specification, Estimation, and Analysis of Macroeconometric Models PDF eBook |
Author | Ray C. Fair |
Publisher | Harvard University Press |
Pages | 504 |
Release | 1984 |
Genre | Business & Economics |
ISBN | 9780674831803 |
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Some Aspects of the Estimation of Large Econometric Models
Title | Some Aspects of the Estimation of Large Econometric Models PDF eBook |
Author | Phoebus J. Dhrymes |
Publisher | |
Pages | 24 |
Release | 1969* |
Genre | |
ISBN |
Identification and Estimation of Large Scale Econometric Models
Title | Identification and Estimation of Large Scale Econometric Models PDF eBook |
Author | Parthasardhi Mallela |
Publisher | |
Pages | |
Release | 1970 |
Genre | Econometrics |
ISBN |
Problems of Building and Estimation of Large Econometric Models
Title | Problems of Building and Estimation of Large Econometric Models PDF eBook |
Author | |
Publisher | |
Pages | 302 |
Release | 1990 |
Genre | Econometric models |
ISBN |
Problems of Building and Estimation of Large Econometric Models
Title | Problems of Building and Estimation of Large Econometric Models PDF eBook |
Author | |
Publisher | |
Pages | 260 |
Release | 1986 |
Genre | Econometric models |
ISBN |
Estimation of Large Econometric Models
Title | Estimation of Large Econometric Models PDF eBook |
Author | Bridger M. Mitchell |
Publisher | |
Pages | 264 |
Release | 1970 |
Genre | |
ISBN |
Estimation of Large Econometric Models by Consistent Methods
Title | Estimation of Large Econometric Models by Consistent Methods PDF eBook |
Author | Reinhold Bergström |
Publisher | |
Pages | 56 |
Release | 1982 |
Genre | |
ISBN |