Description

Modern Econometric Modelling for Developing Economies is designrd to bridge tthe gap between theory and policy analysis by providing insights on how econometrics can be used to provide useful information to policy analysts and decision makers.

Thus, this Volume four is expected to enable readers have an appreciation of emerging econometric techniques. The major focus of the book include: Threshold Autoregressive Modelling (TAR), Smooth Transition AUtoregressive Modelling (STAR), State Space Nodels, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Impact evaluation model.

Prof. Godwin Chukwudum Nwaobi (PROFESSOR OF ECONOMETRICS) is a distinguished African Scholar and a world class Economist.

He is a visiting professor of Economics (Scientific Committee Member) of the African Union Commission.