Model identification and forecasting under structural break : three essays in macro econometrics /

Sims (1980) proposed the vector autoregressive IVARI model as a viable alternative to large-scale structural econometric models. This modeling technique has been widely used in empirical research because of its simplicity and ability to generate relatively accurate forecasts of economic variables. H...

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Bibliographic Details

Main Author:	Awokuse, Titus O.
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1998.
Subjects:	Major agricultural economics.
Online Access:	http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=733038401&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD