Structural Macroeconometrics: Second Edition

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9780691152875: Structural Macroeconometrics: Second Edition
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Title: Structural Macroeconometrics <>Binding: Hardcover <>Author: DavidN.Dejong <>Publisher: PrincetonUniversityPress

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Review:

"The first edition of this book was a gold mine of tools for formulating and estimating modern dynamic stochastic economic models suitable to macroeconomics, finance, and applied microeconomics. This edition is even better and describes how to use exciting new developments in dynamic estimation."--Thomas J. Sargent, New York University

"Structural Macroeconometrics is one of those essential books that every economist should read. It gives comprehensive yet detailed knowledge of the empirical arsenal now in use in cutting-edge macroeconomics. And its exercises prepare users to employ that arsenal to attack new real-world challenges. This edition expands on recent developments in nonlinear techniques and revamps the exposition on linear tools. The result is a beautiful, lively, and extremely useful work."--Roberto Chang, Rutgers University

"In the second edition of Structural Macroeconometrics, DeJong and Dave expand their excellent coverage of the tools macroeconomists use to solve, evaluate, and estimate models. Linear and nonlinear solution methods are carefully described and help the reader easily understand alternative approaches, and advanced empirical tools are clearly presented. The coverage of econometric techniques is up to date, extensive, and designed to lead seamlessly from the specification of structural models to their empirical evaluation."--Carl Walsh, University of California, Santa Cruz

Structural Macroeconometrics is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.--World Book Industry

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"Structural Macroeconometrics is one of those essential books that every economist should read. It gives comprehensive yet detailed knowledge of the empirical arsenal now in use in cutting-edge macroeconomics. And its exercises prepare users to employ that arsenal to attack new real-world challenges. This edition expands on recent developments in nonlinear techniques and revamps the exposition on linear tools. The result is a beautiful, lively, and extremely useful work."--Roberto Chang, Rutgers University

"The first edition of this book was a gold mine of tools for formulating and estimating modern dynamic stochastic economic models suitable to macroeconomics, finance, and applied microeconomics. This edition is even better and describes how to use exciting new developments in dynamic estimation."--Thomas J. Sargent, New York University

"In the second edition of Structural Macroeconometrics, DeJong and Dave expand their excellent coverage of the tools macroeconomists use to solve, evaluate, and estimate models. Linear and nonlinear solution methods are carefully described and help the reader easily understand alternative approaches, and advanced empirical tools are clearly presented. The coverage of econometric techniques is up to date, extensive, and designed to lead seamlessly from the specification of structural models to their empirical evaluation."--Carl Walsh, University of California, Santa Cruz

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9780691126487: Structural Macroeconometrics

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