Specification, Estimation, and Analysis of Macroeconometric Models, Harvard University Press, 1984.
Book: pfd files: whole book (21,698KB), toc,preface,notes,bib,index, chapter 1, chapter 2, chapter 3, chapter 4, chapter 5, chapter 6, chapter 7, chapter 8, chapter 9, chapter 10 , chapter 11 , chapter 12 , appendix A, appendix B, appendix C
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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.
Chapter 3: A Theoretical Model. 1974#5,
1978#6, 1979#1.
Chapter 4: An Econometric Model. 1976#1,
1978#5, 1981#1.
Chapter 5: Other Econometric Models. 1979#3.
Chapter 6: Estimation. 1970#1,
1974#4, 1976#1,
1980#3.
Chapter 7: Solution. 1986#1.
Chapter 8: Evaluating Predictive Accuracy.
1979#3, 1980#1,
1981#1, 1982#3.
Chapter 9: Evaluating Static and Dynamic Properties.
1978#5, 1980#2,
1980#3, 1982#2.
Chapter 10: Optimal Control Analysis. 1974#1,
1978#3.
Chapter 11: Models with Rational Expectations.
1979#4, 1983#1.
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.