1 Introduction -- 1.1 Specification and misspecification of the econometric model -- 1.2 The purpose and scope of this study -- 2 Preliminary Mathematics -- 2.1 Random variables, independence, Borel measurable functions and mathematical expectation -- 2.2 Convergence of random variables and...

1. Introduction -- 2. Bonn econometric model of German economy -- 3. ARIMA models for fifteen endogenous variables of the BNM model -- 4. Analysis of sample period lead 1 forecast errors -- 5. Bates-Granger composite forecast and its application in evaluating econometric model -- 6. Analysis of...

I: The Linear Dynamic Econometric Model -- 1. Introduction -- 2. Structural, Reduced and Final Form -- 3. Solutions of the Model -- II: Spectral Representation of the Linear Dynamic Model with Constant Coefficients -- 1. Derivation of the Spectral Matrix -- 2. Numerical Approaches -- 3. An...

1. The Cluster Problem and Preliminary Ideas -- 1.1 Basic Notions and Definitions -- 1.2 The Cluster Problem -- 1.3 Distance Functions -- 1.4 Measures of Similarity -- 1.5 Distance and Similarity Between Clusters -- 1.6 Cluster Methods Based on Euclidean Distance -- 1.7 An Algorithm for...

I: The Model and Methodology -- 1. Introduction -- 2. The Model -- 3. The Parameters and the Admissible Parameter Space -- 4. Analysis of Identification -- 5. A Remark on Estimation -- 6. An Example: Dynamic vs. Contemporaneous Models -- II: White-Noise Shock; White-Noise Exogenous Variables --...

I. The Simultaneous Equation Model -- I.1 The statistical model ; Notations -- I.2 The identification problem -- I.3 Some previous contributions -- I.4 Review of the contents -- I.5 Technical abstract -- II. Full Information Analysis of the Two-equation Model -- II.1 Notations -- II.2 The Drèze...