Econometrics of Macroeconomic Modelling

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1、theeconometricsofmacroeconomicmodellingOtherAdvancedTextsinEconometricsARCH:SelectedReadingsEditedbyRobertF.EngleAsymptoticTheoryforIntegratedProcessesByH.PeterBoswijkBayesianInferenceinDynamicEconometricModelsByLucBauwens,MichelLubrano,andJean-Fran¸coisRichardCo-integration,ErrorCorre

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3、BySørenJohansenLong-RunEconometricRelationships:ReadingsinCointegrationEditedbyR.F.EngleandC.W.J.GrangerMicro-EconometricsforPolicy,Program,andTreatmentEffectByMyoung-jaeLeeModellingEconomicSeries:ReadingsinEconometricMethodologyEditedbyC.W.J.GrangerModellingNon-LinearEconomicRelationsh

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6、sDavidsonStochasticVolatilityEditedbyNeilShephardTestingExogeneityEditedbyNeilR.EricssonandJohnS.IronsTheEconometricsofMacroeconomicModellingByGunnarB˚ardsen,ØyvindEitrheim,EilevS.Jansen,andRagnarNymoenTimeSerieswithLongMemoryEditedbyPeterM.RobinsonTime-Series-BasedEconometrics:UnitRoo

7、tsandCo-integrationsByMichioHatanakaWorkbookonCointegrationByPeterReinhardHansenandSørenJohansenTheEconometricsofMacroeconomicModellingGUNNARB˚ARDSENØYVINDEITRHEIMEILEVS.JANSENANDRAGNARNYMOEN13GreatClarendonStreet,Oxfordox26dpOxfordUniversityPressisadepartmentoftheUniversityofOxford.