David N. DeJong is Professor of Economics at the University of Pittsburgh. Chetan Dave is Assistant Professor of Economics at the University of Texas, Dallas.
Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In "Structural Macroeconometrics", David DeJong and Chetan Dave provide the unified overview and in-depth treatment analysts need to apply these latest theoretical models and empirical techniques. The authors' emphasis throughout is on time series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in the form of statistical models with empirical implications that may be analyzed either analytically or numerically. They present the full range of methodologies for characterizing and evaluating these empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The book is complete with a rich array of implementation algorithms, sample empirical applications, and supporting computer code. "Structural Macroeconometrics" is tailored specifically to equip readers with a set of practical tools that can be used to expedite their entry into the field. DeJong and Dave's uniquely accessible, how-to approach makes this 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.
發表於2025-01-22
Structural Macroeconometrics 2025 pdf epub mobi 電子書 下載
首先,這本書是想搞DSGE的研究者的一本必讀(備)書。屬於“指南類”的書籍。所謂“指南類”類的書籍,就是它把目前DSGE用到的核心方法和技術都切中要害的總結瞭,並給齣瞭應用實例;而不是偏重於DSGE方法的某一種技術。 其次,本書第二版有兩章寫的我個人認為不好(起碼我看...
評分首先,這本書是想搞DSGE的研究者的一本必讀(備)書。屬於“指南類”的書籍。所謂“指南類”類的書籍,就是它把目前DSGE用到的核心方法和技術都切中要害的總結瞭,並給齣瞭應用實例;而不是偏重於DSGE方法的某一種技術。 其次,本書第二版有兩章寫的我個人認為不好(起碼我看...
評分首先,這本書是想搞DSGE的研究者的一本必讀(備)書。屬於“指南類”的書籍。所謂“指南類”類的書籍,就是它把目前DSGE用到的核心方法和技術都切中要害的總結瞭,並給齣瞭應用實例;而不是偏重於DSGE方法的某一種技術。 其次,本書第二版有兩章寫的我個人認為不好(起碼我看...
評分首先,這本書是想搞DSGE的研究者的一本必讀(備)書。屬於“指南類”的書籍。所謂“指南類”類的書籍,就是它把目前DSGE用到的核心方法和技術都切中要害的總結瞭,並給齣瞭應用實例;而不是偏重於DSGE方法的某一種技術。 其次,本書第二版有兩章寫的我個人認為不好(起碼我看...
評分首先,這本書是想搞DSGE的研究者的一本必讀(備)書。屬於“指南類”的書籍。所謂“指南類”類的書籍,就是它把目前DSGE用到的核心方法和技術都切中要害的總結瞭,並給齣瞭應用實例;而不是偏重於DSGE方法的某一種技術。 其次,本書第二版有兩章寫的我個人認為不好(起碼我看...
圖書標籤: macroeconomics 計量經濟學 DSGE 經濟學 教科書 宏觀經濟學 Macroeconomics Delong
把DSGE的具體求解過程講的很清楚,不過之前的標簽好像弄錯瞭
評分把DSGE的具體求解過程講的很清楚,不過之前的標簽好像弄錯瞭
評分must read
評分must read
評分must read
Structural Macroeconometrics 2025 pdf epub mobi 電子書 下載