MPG.eBooks - Table of Contents: Stochastic Dynamic Properties of Linear Econometric Models

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Bibliographic Details
Main Author:	Wolters, J.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg Springer Berlin Heidelberg 1980, 1980
Edition:	1st ed. 1980
Series:	Lecture Notes in Economics and Mathematical Systems
Subjects:	Quantitative Economics Econometrics
Online Access:	https://doi.org/10.1007/978-3-642-95379-8?nosfx=y
Collection:	Springer Book Archives -2004 - Collection details see MPG.ReNa

Table of Contents:

I: The Linear Dynamic Econometric Model
1. Introduction
2. Structural, Reduced and Final Form
3. Solutions of the Model
II: Spectral Representation of the Linear Dynamic Model with Constant Coefficients
1. Derivation of the Spectral Matrix
2. Numerical Approaches
3. An Example: Effects of Residuals
4. Spectral Matrix in Unstable Models
III: Spectral Representation of a Linear Dynamic Econometric Model with Stochastic Coefficients
1. Methodological Approach
2. Effects of Alternative Estimation Methods on the Dynamic Properties of an Aggregated Demand Model of the FRG
3. Empirical Spectral Analysis
IV: Effects of Exogenous Variables on the Cyclic Properties of an Econometric Model
1. Introduction
2. Dynamic Properties of an Aggregated Model of the FRG
3. Stabilization Policies
V: Summary
Appendix A
Appendix B
References