Dynamic Econometrics for Empirical Macroeconomic Modelling
Ragnar Nymoen![Dynamic Econometrics for Empirical Macroeconomic Modelling](https://support.digitalhusky.com/media/annotations/sorted/373/37390143/CHSBZCOP0337390143.jpg)
For Masters and PhD students in EconomicsA concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modellingMethods for non-stationary and co-integrated variablesStructured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric modelsComplete with end-of-chapter exercises and solutionsIn this textbook, the duality between the equilibrium concept use...