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Palgrave handbook of econometrics. Vol. 2, Applied econometrics

Auteur: K D Patterson; Terence C Mills
Uitgever: Basingstoke [England] ; New York : Palgrave Macmillan, 2009.
Editie/Formaat:   Gedrukt boek : EngelsAlle edities en materiaalsoorten bekijken.
Samenvatting:
This second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing.
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Genre: Internetbron
Soort document Boek, Internetbron
Alle auteurs / medewerkers: K D Patterson; Terence C Mills
ISBN: 9781403917997 140391799X
OCLC-nummer: 245564216
Beschrijving: xxxiii, 1388 pages : illustrations ; 25 cm
Inhoud: 1. Econometric theory V.2. Applied econometrics: pt. I. The methodology and philosophy of applied econometrics. The methodology of empirical econometric modeling : applied econometrics through the looking glass / David F. Hendry --
How much structure in empirical models? / Fabio Canova --
Introductory remarks on metastatistics for the practically minded non-Bayesian regression runner / John DiNardo --
pt. II. Forecasting. Forecast combination and encompassing / Michael P. Clements and David I. Harvey --
Recent developments in density forecasting / Stephen G. Hall and James Mitchell --
pt. III. Time series applications. Investigating economic trends and cycles / D.S.G. Pollock --
Economic cycles : asymmetries, persistence, and synchronization / Joe Cardinale and Larry W. Taylor --
The long swings puzzle : what the data tell when allowed to speak freely / Katarina Juselius --
Structural time series models for business cycle analysis / Tommaso Proietti --
Fractional integration and cointegration : an overview and an empirical application / Luis A. Gil-Alana and Javier Hualde --
pt. IV. Cross-section and panel data applications. Discrete choice modeling / William Greene --
Panel data methods and applications to health economics / Andres M. Jones --
Panel methods to test for unit roots and cointegration / Anindya Banerjee and Martin Wagner --
pt. V. Microeconometrics. Microeconometrics : current methods and some recent developments / A. Colin Cameron --
Computational considerations in empirical microeconometrics : selected examples / David T. Jacho-Chávez and Pravin K. Trivedi Pt. VI. Applications of econometrics to economic policy. The econometrics of monetary policy : an overview / Carlo Favero --
Macroeconometric modeling for policy / Gunnar Bårdsen and Ragnar Nymoen --
Monetary policy, beliefs, unemployment and inflation : evidence from the UK / S.G.B. Henry --
pt. VII. Applications to financial econometrics. Estimation of continuous-time stochastic volatility models / George Dotsis, Raphael N. Markellos and Terence C. Mills --
Testing the martingale hypothesis / J. Carlos Escanciano and Ignacio N. Lobato --
Autoregressive conditional duration models / Ruey S. Tsay --
The econometrics of exchange rates / Efthymios G. Pavlidis, Ivan Paya and David A. Peel --
pt. VIII. Growth development econometrics. The econometrics of convergence / Steven N Durlauf, Paul A. Johnson and Jonathan R.W. Temple --
The methods of growth econometrics / Steven N. Durlauf, Paul A. Johnson and Jonathan R. W. Temple --
The econometrics of finance and growth / Thorsten Beck --
pt. IX. Spatial econometrics. Spatial hedonic models / Luc Anselin and Nancy Lozano-Gracia --
Spatial analysis of economic convergence / Sergio J. Rey and Julie Le Gallo --
pt. X. Applied econometrics and computing. Testing econometric software / B.D. McCullough --
Trends in applied econometrics software development 1985-2008 : an analysis of Journal of Applied econometrics research articles, software reviews, data and code / Marius Ooms.
Andere titels: Applied econometrics
Handbook of econometrics
Verantwoordelijkheid: edited by Terence C. Mills and Kerry Patterson.

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