ABSTRACT

This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, ch

chapter 1|4 pages

Introduction

chapter 2|26 pages

First-order difference equations

chapter 3|22 pages

Second-order difference equations

chapter 4|23 pages

Higher-order and systems of difference equations

Higher-order difference equations

chapter 5|31 pages

Intertemporal optimization

chapter 6|17 pages

Nonlinear difference equations

chapter 7|31 pages

Empirical analysis of economic dynamics