Intended for graduate students and researchers, this handbook describes the properties of macroeconomic data, introduces models for macroeconomic data analysis, and presents the theoretical
framework for estimation and evaluation of macroeconomic models. Several papers apply Bayesian estimation and the generalized method of moments to the dynamic stochastic general equilibrium
models. Other topics of the 24 chapters include error correction of non-stationary data, testing structural stability, dynamic panel data models, factor models, temporal aggregation, the Kalman
filter, structural vector autoregression, and calibration models. Annotation ©2014 Ringgold, Inc., Portland, OR (protoview.com)
