WorldCat Identities

DeJong, David N.

Overview
Works: 36 works in 74 publications in 2 languages and 1,323 library holdings
Genres: Bibliography  Periodicals  Bibliographies  Short stories  Conference papers and proceedings 
Roles: Author, Other, Singer, Honoree
Classifications: PZ1, 813.0108
Publication Timeline
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Most widely held works by David N DeJong
Structural macroeconometrics by David N DeJong( Book )

29 editions published between 2007 and 2013 in English and Undetermined and held by 653 WorldCat member libraries worldwide

DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in the form of statistical models with empirical implications that may be analyzed either analytically or numerically. They present the full range of methodologies for characterizing and evaluating these empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The book is complete with a rich array of implementation algorithms, sample empirical applications, and supporting computer code. Structural Macroeconometrics is tailored specifically to equip readers with a set of practical tools that can be used to expedite their entry into the field. DeJong and Dave's uniquely accessible, how-to approach makes this the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals
The Best short stories of ... and the yearbook of the American short story( )

in English and held by 600 WorldCat member libraries worldwide

New Keynesian DSGE models : theory, empirical implementation, and specification by Oke Röhe( )

1 edition published in 2012 in English and held by 17 WorldCat member libraries worldwide

Transition in Russia : it's happening by Daniel Berkowitz( Book )

3 editions published between 1996 and 1997 in English and held by 8 WorldCat member libraries worldwide

Accounting for growth in post-Soviet Russia by Daniel Berkowitz( Book )

4 editions published between 1998 and 1999 in English and held by 7 WorldCat member libraries worldwide

Interpreting empirical evaluations of exchange-rate models by David N DeJong( Book )

2 editions published in 1995 in English and held by 7 WorldCat member libraries worldwide

Observations on the speed of transition in Russia : prices and entry by Daniel Berkowitz( Book )

1 edition published in 1996 in English and held by 7 WorldCat member libraries worldwide

Efficient likelihood evaluation of state-space representations( )

2 editions published in 2009 in English and held by 3 WorldCat member libraries worldwide

We develop a numerical procedure that facilitates efficient likelihood evaluation in applications involving non-linear and non-Gaussian state-space models. The procedure approximates necessary integrals using continuous approximations of target densities. Construction is achieved via efficient importance sampling, and approximating densities are adapted to fully incorporate current information. We illustrate our procedure in applications to dynamic stochastic general equilibrium models. -- particle filter ; adaption ; efficient importance sampling ; kernel density approximation ; dynamic stochastic general equilibrium model
Trends and cycles as unobserved components in macroeconomic time series : a Bayesian perspective by David N DeJong( )

2 editions published in 1996 in Undetermined and English and held by 2 WorldCat member libraries worldwide

An efficient filtering approach to likelihood approximation for state-space representations( )

1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide

We develop a numerical filtering procedure that facilitates efficient likelihood evaluation in applications involving non-linear and non-gaussian state-space models. The procedure approximates necessary integrals using continuous or piecewise-continuous approximations of target densities. Construction is achieved via efficient importance sampling, and approximating densities are adapted to fully incorporate current information
A Bayesian search for structural breaks in U.S. GNP by David N DeJong( )

2 editions published in 1996 in Undetermined and English and held by 2 WorldCat member libraries worldwide

The evolution of market integration in Russia( )

1 edition published in 2000 in English and held by 1 WorldCat member library worldwide

Integration an empirical assessment of Russia( )

1 edition published in 2002 in English and held by 1 WorldCat member library worldwide

The evolution of market integration in Russia by Daniel Berkowitz( )

1 edition published in 2001 in English and held by 1 WorldCat member library worldwide

Integration versus trend : stationarity in time series : revised, September 1990( Book )

1 edition published in 1990 in English and held by 1 WorldCat member library worldwide

Instructor's manual to accompany Macroeconomics, first Canadian edition by David N DeJong( Book )

1 edition published in 2004 in English and held by 1 WorldCat member library worldwide

Investigating economic time series using the likelihood principle by David N DeJong( )

2 editions published in 1989 in English and held by 1 WorldCat member library worldwide

Stanford Olsen voice master class : April 10, 1997 by Stanford Olsen( Recording )

1 edition published in 1997 in German and held by 1 WorldCat member library worldwide

Entrepreneurship and post-socialist growth( )

1 edition published in 2001 in English and held by 1 WorldCat member library worldwide

Unit roots in U.S. macroeconomic time series: a survey of classical and Bayesian perspectives by David N DeJong( )

1 edition published in 1993 in English and held by 1 WorldCat member library worldwide

 
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Audience level: 0.48 (from 0.23 for The Best s ... to 0.99 for Unit roots ...)

Structural macroeconometrics
Covers
Alternative Names
David N. DeJong economist (University of Pittsburgh)

David N. DeJong Wirtschaftswissenschaftler/in (University of Pittsburgh)

De Jong, David

De Jong, David N.

De Jong, David Neil

DeJong, David N.

Jong, David De

Jong, David N. de

Languages
English (54)

German (1)