Revisions since 2009
Two chapters are added:
Ch.11 Extremum Estimators
Ch.12 Introduction to Bayesian Approach

Two chapters are collapsed into one chapter
Name: KJ  Date: 2012.02.05
 To complete our book.
We plan to complete our book this year. I will do my best for this project.
Name: KJ  Date: 2012.02.05
 Schedule for revision
Jang - Ch6
Bae - Ch7
Name: KJ  Date: 2012.02.13
 All chapters
All chapters as of Feb 5, 2011
Name: KJ  Date: 2012.02.05
 TEX, Bib, and sty files
I. Directions
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1. Download the zip file below and unzip it into any folder in your computer.
2. Execute chall.bat in the DOS mode.
  - You may encounter some error message resulted from natbib. Just ignore them by pressing ENTER.
Name: KJ  Date: 2012.02.05
 Your suggestions are more than valuable.
We welcome your suggestions. Please leave any comments here.
Name: KJ  Date: 2012.02.05
 Title, Table of Contents, and Preface  
Title, Table of Contents, and Preface  
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.1 Introduction
Ch.1 Introduction
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.2 Stochastic Processes
Ch.2 Stochastic Processes
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.3 Forecasting
Ch.3 Forecasting
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.4 ARMA and Vector Autoregression Representations
Ch.4 ARMA and Vector Autoregression Representations
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.5 Stochastic Regressors in Linear Models
Ch.5 Stochastic Regressors in Linear Models
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.6 Estimation of the Long-Run Covariance Matrix  
Ch.6 Estimation of the Long-Run Covariance Matrix  
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.7 Testing Linear Forecasting Models  
Ch.7 Testing Linear Forecasting Models  
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.8 Vector Autoregression Techniques
Ch.8 Vector Autoregression Techniques
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.9 Generalized Method of Moments
Ch.9 Generalized Method of Moments
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.10 Empirical Applications of GMM
Ch.10 Empirical Applications of GMM
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.11 Extremum Estimators
Ch.11 Extremum Estimators
Revised as of June 18, 2010
Name: KJ  Date: 2012.02.05
 Ch.12 Introduction to Bayesian Approach
Ch.12 Introduction to Bayesian Approach
Revised as of June 18, 2010
Name: KJ  Date: 2012.02.05
 Ch.13 Unit Root Nonstationary Processes
Ch.13 Unit Root Nonstationary Processes
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.14 Cointegrating and Spurious Regressions
Ch.14 Cointegrating and Spurious Regressions
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.15 Economic Models and Cointegrating Regressions
Ch.15 Economic Models and Cointegrating Regressions
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.16 Vector Autoregressions With Unit Root Nonstationary Processes
Ch.16 Vector Autoregressions With Unit Root Nonstationary Processes
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Ch.17 Panel and Cross-Sectional Data
Ch.17 Panel and Cross-Sectional Data
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Appendix A: Introduction To GAUSS
Appendix A
Revised as of October 5, 2009  
Name: KJ  Date: 2012.02.05
 Appendix B: Complex Variables, The Spectrum, And Lag Operator
Appendix B
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
 Appendix C: Answers (Restricted Access: Instructors Only)
Appendix C
Revised as of October 5, 2009
Name: KJ  Date: 2012.02.05
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Structural Macroeconometrics

Masao Ogaki, Kyungho Jang, Hyoung-Seok Lim, Youngsoo Bae, and Yuko Imura




We appreciate any comments from readers.
Readers can access to the board to view recent revisions.
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2012.02.03
 Editorial Board
Revisions since 2009 2012.02.05
To complete our book. 2012.02.05
 TEX files (Authors only)
Schedule for revision 2012.02.13
All chapters 2012.02.05
TEX, Bib, and sty files 2012.02.05
 Catch a Bug
Your suggestions are more than valuable. 2012.02.05
 Table of Contents
Title, Table of Contents, and Preface &... 2012.02.05
Ch.1 Introduction 2012.02.05
Ch.2 Stochastic Processes 2012.02.05
Ch.3 Forecasting 2012.02.05
Ch.4 ARMA and Vector Autoregression Represen... 2012.02.05
Ch.5 Stochastic Regressors in Linear Models 2012.02.05
Ch.6 Estimation of the Long-Run Covariance M... 2012.02.05
Ch.7 Testing Linear Forecasting Models ... 2012.02.05
Ch.8 Vector Autoregression Techniques 2012.02.05
Ch.9 Generalized Method of Moments 2012.02.05
Ch.10 Empirical Applications of GMM 2012.02.05
Ch.11 Extremum Estimators 2012.02.05
Ch.12 Introduction to Bayesian Approach 2012.02.05
Ch.13 Unit Root Nonstationary Processes 2012.02.05
Ch.14 Cointegrating and Spurious Regressions 2012.02.05
Ch.15 Economic Models and Cointegrating Regr... 2012.02.05
Ch.16 Vector Autoregressions With Unit Root ... 2012.02.05
Ch.17 Panel and Cross-Sectional Data 2012.02.05
Appendix A: Introduction To GAUSS 2012.02.05
Appendix B: Complex Variables, The Spectrum,... 2012.02.05
Appendix C: Answers (Restricted Access: Inst... 2012.02.05
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