Check nearby libraries
Buy this book
"This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators."--Publisher's website.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Econometrics, Estimation theory, Panel analysisEdition | Availability |
---|---|
1
Essays in Honor of Jerry Hausman
2013, Emerald Publishing Limited, Emerald
in English
1781903077 9781781903070
|
aaaa
Libraries near you:
WorldCat
|
2
Essays in Honor of Jerry Hausman
2012, Emerald Publishing Limited
in English
1781903085 9781781903087
|
zzzz
Libraries near you:
WorldCat
|
3
Essays in Honor of Jerry Hausman
2012, Emerald Publishing Limited
in English
1283959135 9781283959131
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Classifications
ID Numbers
Community Reviews (0)
Feedback?August 27, 2024 | Edited by MARC Bot | import existing book |
April 14, 2023 | Edited by ImportBot | import existing book |
August 3, 2020 | Created by ImportBot | import new book |