Topics in Dynamic Model Analysis

Classical econometrics - which plunges its roots in economic theory with simultaneous equations models (SEM) as offshoots - and time series econometrics - which stems from economic data with vector autoregr- sive (VAR) models as offsprings - scour, like the Janus''s facing heads, the flowing of economic variables so as to bring to the fore their autonomous and non-autonomous dynamics. It is up to ...