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In this 2007 book, the authors reconceptualize existing macroeconomics by treating equilibria as statistical distributions, not as fixed points.

In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread tha...

This book analyses how a large but finite number of agents interact and what statistical consequences follow.

This book contributes substantively to the current state of the art of macroeconomic modeling by providing a method for modeling large collections of possibly heterogeneous agents subject to nonpairwise externality called field effects, that is, feedback of aggregate effects on individual agents or agents using state-dependent strategies. By adopting a level of microeconomic description that keeps track of compositions of fractions of agents b...

This book analyses how a large but finite number of agents interact and what statistical consequences follow.

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimators of the state space models is collected and presented coherently in four consecutive chapters. New, fuller descriptions are given of state space m...

In this book, the authors reconceptualize existing macroeconomics by treating equilibria as statistical distributions, not as fixed points.