Dealing with misspecification in structural macroeconometric models

Testing Structural Stability in Macroeconometric Models

Bootstrapping Macroeconometric Models

This paper outlines a complete bootstrapping approach to the estimation and analysis of macroeconometric models. It combines the bootstrapping literature initiated by Efron (1979) and the stochastic simulation literature initiated by Adelman and Adelman (1959).

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

Parallel Algorithms for Large Scale Macroeconometric Models

Macroeconometric models with forward-looking variables give raise to very large systems of equations that requires heavy computations. These models was influenced by the development of new and efficient computational techniques and they are an interesting testing ground for the numerical methods addressed in this research. The most difficult problem in solving such models is to obtain the solut...

Specification, Estimation, and Analysis of Macroeconometric Models

This book is printed on acid-free paper, and its binding materials have been chosen for strength and durability. To my children, Emily and Stephen, without whom considerable time would have been saved in completion qf this book-but .ro much joy lost Acknowledgments The beginnings of this book go back to my graduate student days, and thus my indebtedness to others is substantial. My thesis advis...