| Revision: Many chapters |
| Title page Ch.2, Ch.3, Ch.4, Ch.9, Ch.10, Ch.12, Ch.14, Ch.15, Appendix B |
| Name: Kyungho Date: 2007.03.24 |
| Revision: Ch. 10 and Web |
| Ch. 10 is revised using Nels' comments |
| Name: Kyungho Date: 2004.12.30 |
| Revision: Ch.9 and Web |
| Ch. 9 is revised using Nels' comments |
| Name: Kyungho Date: 2004.12.30 |
| Revision: Ch8 and Web |
| Ch. 8 is revised using Nels' comments |
| Name: Kyungho Date: 2004.12.13 |
| Revision: Ch9.4 and Web |
| Section 9.4 was added using Hyoung-Seok's. The following is what he sent to me. \begin{large} \noindent 9.4.4. Other GMM Estimators \\ |
| Name: Kyungho Date: 2004.10.15 |
| structural VAR and the VEC part |
| Really liked the structural VAR and the VEC part. But as a student of my 3rd year of economics I would suggest to elaborate a bit more on the Error responses in the structural VAR and maybe write a little more on the determining the cointegration space as well as identification conditions (as well as over identification) as well as include the Trace and the lambda-max. I did not find enough information on Weak Exogeneity of variables in the section |
| Name: Dmitri Chibaev Date: 2004.07.20 |
We appreciate any comments from readers.
Appendix C: Answers (Restricted Access: Instructors Only)
