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World Scientific Publishing Company Dynamic Econometrics For Empirical Macroeconomic Modelling

Amazon

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£96.41 £89.93 £91.34 £92.76 £94.17 £95.59 £97.00 28 July 2026 15 August 2026 03 September 2026 21 September 2026 10 October 2026
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23 days 26 days 25 days 1 day · current 0 7 13 20 26 £91 £92 £95 £96 Days at Price

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Most common price: £92 (26 days, 34.7%)

Price range: £91 - £96

Price levels: 4 different prices over 75 days

Description

This textbook provides a concise presentation of difference equation mathematics and its application to dynamic econometric modelling, designed for Masters and PhD students in Economics. The book covers methods for non-stationary and co-integrated variables, with structured chapters on automatic variable selection techniques and forecasting approaches for empirical macroeconometric models. Each chapter includes end-of-chapter exercises and solutions to reinforce learning. The content explores the duality between equilibrium concepts used in dynamic economic theory and stationarity properties, offering practical tools for advanced econometric analysis and model building.

Key Features

Concise coverage of difference equations mathematics applied to dynamic econometric modelling for advanced economics students.

Methods and techniques for handling non-stationary and co-integrated variables in econometric research and analysis.

Structured chapters presenting automatic methods for variable selection and forecasting in empirical macroeconometric models.

End-of-chapter exercises and complete solutions provided to support learning and practical application of concepts.

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

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 July 2019
Listed Since
03 June 2019

Barcode

No barcode data available

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