Applied macroeconometrics /
Carlo A. Favero.
- xi, 282 p.: ill.; 25 cm.
I.Applied macroeconometrics: an introduction -- II.Probabilistic structure of time-series data -- III.Identification problem in macroeconometrics -- IV.Cowles Commission approach -- V.LSE approach -- VI.VAR approach -- VII.Intertemporal optimization and GMM method -- VIII.Calibration(with M. Maffezzoli)