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Evaluation of econometric models
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ISBN: 0124165508 1322470480 1483267342 9780124165502 Year: 1980 Publisher: New York: Academic press,

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The spectral maximum likelihood estimation of econometric models with stationary errors
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ISBN: 3525112335 9783525112335 Year: 1977 Volume: Heft 3 Publisher: Gottingen: Vandenhoeck und Ruprecht,

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Econometric model performance : comparative simulation studies of the U.S. economy
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ISBN: 0812277147 1512803561 9780812277142 Year: 1976 Publisher: Philadelphia (Pa.): University of Pennsylvania press,

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Nobel prize-winning economist Lawrence Klein with Edwin Burmeister here give us choice essays on the comparative performance of eleven different models of the American economy.

Econometric models, techniques, and applications.
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ISBN: 0133984133 0132247755 9780132247757 Year: 1996 Publisher: Englewood Cliffs (N.J.) : Prentice-Hall international,


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Posterior probabilities of alternative linear models : Some theoretical considerations and empirical experiments
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ISBN: 9023722337 9789023722335 Year: 1971 Publisher: Rotterdam: Universitaire Pers Rotterdam,

Optimization : insights and applications
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ISBN: 1282992015 9786612992018 1400829364 9781400829361 0691102872 9780691102870 9781282992016 6612992018 Year: 2005 Publisher: Princeton: Princeton university press,

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This self-contained textbook is an informal introduction to optimization through the use of numerous illustrations and applications. The focus is on analytically solving optimization problems with a finite number of continuous variables. In addition, the authors provide introductions to classical and modern numerical methods of optimization and to dynamic optimization. The book's overarching point is that most problems may be solved by the direct application of the theorems of Fermat, Lagrange, and Weierstrass. The authors show how the intuition for each of the theoretical results can be supported by simple geometric figures. They include numerous applications through the use of varied classical and practical problems. Even experts may find some of these applications truly surprising. A basic mathematical knowledge is sufficient to understand the topics covered in this book. More advanced readers, even experts, will be surprised to see how all main results can be grounded on the Fermat-Lagrange theorem. The book can be used for courses on continuous optimization, from introductory to advanced, for any field for which optimization is relevant.


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Dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems
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ISBN: 3540859950 9786611875701 1281875708 3540859969 Year: 2009 Publisher: Berlin : Springer,

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This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes. The book provides mainly a self-contained, rigorous as well as innovative, analytic setting to guide formulation and solution in closed form of vector autoregressive (VAR) models with unit roots. The second edition implements the latest research work by the second author on linear matrix polynomials whence a further breakthought on the topic is gained. Its emphasis is placed on representation theorems, conjugating an elegant reappraisal of classical results with original insights which widen their information content. A unified representation theorem of new conception is established, which duly shapes the contours of the cointegration features of VAR solutions, providing not only a contribution to clarity but also new stimuli in this fascinating field of research as a spin-off.

Econometric models, techniques, and applications.
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ISBN: 0132232553 0720436087 9780720436082 9780132232555 Year: 1978 Volume: 9 Publisher: Amsterdam : North-Holland,

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