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Structural macroeconometrics

David N DeJong Chetan Dave

Princeton Princeton University Press c2011

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária    (339 D327s 2.ed. )(Acessar)

  • Título:
    Structural macroeconometrics
  • Autor: David N DeJong
  • Chetan Dave
  • Assuntos: Macroeconomics -- Econometric models; Macroeconomics; MACROECONOMIA (MODELOS ECONOMÉTRICOS); MACROECONOMIA; MÉTODO DE MONTE CARLO
  • Notas: Includes bibliographical references and index
  • Descrição: pt. I. Introduction : background and overview ; casting models in canonical form ; DGSE models, three examples -- pt. II. Model solution techniques : linear solution techniques ; nonlinear solution techniques -- pt. III. Data preparation and representation : removing trends and isolating cycles ; summarizing time series behavior when all variables are observable ; state-space representations -- pt. IV. Monte Carlo methods : Monte Carlo integration, the basics ; likelihood evaluation and filtering in state-space representations using sequential Monte Carlo methods -- pt. V. Empirical methods : calibration ; matching moments ; maximum likelihood ; Bayesian methods
    "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"--Jacket
  • Editor: Princeton Princeton University Press
  • Data de criação/publicação: c2011
  • Formato: xvi, 418 pages illustrations 24 cm.
  • Idioma: Inglês
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  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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