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£77.99

World Scientific Publishing Company World Scientific Dynamic Econometrics for Macroeconomic Modelling

Name: World Scientific Dynamic Econometrics for Macroeconomic Modelling
Brand: World Scientific Publishing Company
Price: 77.99 GBP
Availability: InStock

Econometrics

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Description

Master the complexities of economic forecasting with Dynamic Econometrics for Empirical Macroeconomic Modelling. Published by World Scientific Publishing Company, this textbook is designed specifically for Masters and PhD students in Economics who need a clear understanding of mathematical applications in the field. The book provides a concise presentation of the mathematics behind difference equations and their practical use in dynamic econometric modelling. It covers essential methods for handling non-stationary and co-integrated variables, ensuring students can navigate modern economic data effectively. Readers will find structured guidance on automatic methods for variable selection and forecasting within empirical macroeconometric models. The text explores the duality between equilibrium concepts in dynamic economic theory and stationarity. With end-of-chapter exercises and solutions included, this resource serves as a complete guide for advanced academic study and research in econometrics.

Key Features

Designed for advanced academic study, making it an ideal resource for Masters and PhD students specializing in Economics.

Provides a concise mathematical foundation regarding difference equations and their application in dynamic econometric modelling.

Includes specialized methods for working with non-stationary and co-integrated variables in economic data.

Offers structured chapters on automatic methods for variable selection and forecasting in macroeconometric models.

Supports independent learning with comprehensive end-of-chapter exercises and detailed solutions included.

Explores the relationship between equilibrium concepts used in dynamic economic theory and stationarity.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9811207518
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 22 July 2019
Listed Since: 03 June 2019

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World Scientific Publishing Company World Scientific Dynamic Econometrics for Macroeconomic Modelling

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