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Macroeconometrics and time series analysis

Author: Steven N Durlauf; Lawrence Blume
Publisher: Basingstoke : Palgrave Macmillan, 2010.
Series: New Palgrave economics collection.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"Following the recent publication of the award winning and much acclaimed The New Palgrave Dictionary of Economics, second edition which brings together Nobel Prize winners and the brightest young scholars to survey the discipline, we are pleased to announce The New Palgrave Economics Collection. Due to demand from the economics community these books address key subject areas within the field. Each title is  Read more...
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Genre/Form: Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Steven N Durlauf; Lawrence Blume
ISBN: 9780230238848 023023884X 0230238858 9780230238855
OCLC Number: 429023945
Notes: "All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--Title page verso.
Description: viii, 406 pages : illustrations ; 24 cm.
Contents: Aggregation (econometrics) / Thomas M. Stoker --
ARCH models / Oliver B. Linton --
Bayesian methods in macroeconometrics / Frank Schorfheide --
Bayesian times series analysis / Mark F.J. Steel --
Central limit theorems / Werner Ploberger --
Cointegration / Mark W. Watson --
Continuous and discrete time models / Christopher A. Sims --
Data filters / Timothy Cogley --
Equilibrium-correction models / David F. Hendry --
Forecasting / Clive W.J. Granger --
Fractals / Laurent E. Calvet --
Functional central limit theorems / Werner Ploberger --
Generalized method of moments estimation / Lars Peter Hansen --
Granger-Sims causality --
G.M. Kuersteiner --
Heteroskedasticity and autocorrelation corrections / Kenneth D. West --
Impulse response function / Helmut Lütkepohl --
Kalman and particle filtering / Jesús Fernández-Villaverde --
Law(s) of large numbers / Werner Ploberger --
Long memory models / P.M. Robinson --
Nonlinear time series analysis / Bruce Mizrach --
Prediction formulas / Charles H. Whiteman and Kurt F. Lewis --
Rational expectations / Thomas J. Sargent --
Regime switching models / James D. Hamilton --
Seasonal adjustment / Svend Hylleberg --
Serial correlation and serial dependence / Yongmiao Hong --
SNP : nonparametric time series analysis / A. Ronald Gallant --
Spectral analysis / Timothy J. Vogelsang --
Spline functions / Dale J. Poirier --
Spurious regressions / Clive W.J. Granger --
State space models / Andrew Harvey --
Stochastic volatility models / Neil Shepard --
Structural change, econometrics of / Pierre Perron --
Structural vector autoregressions / Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez --
Threshold models / Timo Teräsvirta --
Time series analysis / Francis X. Diebold, Lutz Kilian and Marc Nerlove --
Trend/cycle decomposition / Charles R. Nelson --
Unit roots / Peter C.B. Phillips --
Variance decomposition / Helmut Lütkepohl --
Varying coefficient models / Andros Kourtellos and Thanasis Stengos --
Vector autoregressions / Tao Zha --
Wavelets / James B. Ramsey.
Series Title: New Palgrave economics collection.
Other Titles: New Palgrave dictionary of economics.
Responsibility: edited by Steven N. Durlauf, Lawrence E. Blume.

Abstract:

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading  Read more...

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Praise for the 8-volume edition:Winner of the 2008 PROSE Award: Best Mutlivolume Reference Work in the Humanitiesand Social Sciences(from the Professional and Scholarly Division of the Association of Read more...

 
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