Testing Macroeconometric Models /

Testing Macroeconometric Models / / Ray C. Fair.

In this book Ray Fair expounds powerful techniques for estimating and analyzing macroeconometric models. He takes advantage of the remarkable decrease in computational costs that has occurred since the early 1980s by implementing such sophisticated techniques as stochastic simulation. Testing Macroe...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter HUP e-dition: Complete eBook Package
VerfasserIn:
Fair, Ray C.,
Place / Publishing House:Cambridge, MA : : Harvard University Press, , [2013]
©1994
Year of Publication:2013
Edition:Reprint 2013
Language:English
Online Access:
Physical Description:1 online resource (421 p.) :; 20 tables
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Table of Contents:
  • Frontmatter
  • Contents
  • List of Tables
  • List of Figures
  • Preface
  • 1 Introduction
  • 2 Theory
  • 3 The Data, Variables, and Equations
  • 4 Estimating and Testing Single Equations
  • 5 The Stochastic Equations of the US Model
  • 6 The Stochastic Equations of the ROW Model
  • 7 Estimating and Testing Complete Models
  • 8 Estimating and Testing the US Model
  • 9 Testing the MC Model
  • 10 Analyzing Properties of Models
  • 11 Analyzing Properties of the US Model
  • 12 Analyzing Properties of the MC Model
  • 13 Conclusion
  • Appendix A Tables for the US Model
  • Appendix Β Tables for the ROW Model
  • Bibliography
  • Index

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