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Specification, Estimation, and Analysis of Macroeconometric Models, Harvard University Press, 1984.
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pfd files: whole book (21,698KB), toc,preface,notes,bib,index (1,035KB), chapter 1 (463KB), chapter 2 (1,327KB), chapter 3 (3,277KB), chapter 4 (4,025KB), chapter 5 (346KB), chapter 6 (1,749KB), chapter 7 (655KB), chapter 8 (1,957KB), chapter 9 (2,527KB), chapter 10 (887KB), chapter 11 (1,787KB), chapter 12 (304KB), appendix A(1,005KB), appendix B(410KB), appendix C(268KB).

Abstract

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Comments

This book brought together my macroeconomic research and related econometric research through 1984. The book is self-contained in that it does not require that my earlier papers have been read. I indicated in the chapter notes on pages 461-465 the references to my previous papers that the particular chapter drew upon. I will not repeat these notes here, but the following gives for each chapter the links to the relevant papers for that chapter.

All the methods used in this book are programmed into the Fair-Parke program. Appendix C of the book contains a brief discussion of the FP program.