7. Estimating and Testing Complete Models
The estimation and testing of macroeconometric models is discussed in Chapters 4 and 7 of the 1994 book and Chapters 6, 7, and 8 of the 1984 book. These chapters have not been transferred to html, and so they must be read in pdf format.

The following is the list of sections in Chapter 7 of the 1994 book:

7.1 Notation
7.2 3SLS and FIML
7.3 Stochastic Simulation
7.4 Median Unbiased Estimates
7.5 Examining the Accuracy of Asymptotic Distributions
7.6 VAR and AC Models for Comparison Purposes
7.7 Comparing Predictive Accuracy
7.8 Comparing Information in Forecasts
7.9 Estimating Event Probabilities
7.10 Full Information and Solution of Rational Expectations Models