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The methodology and practice of econometrics : a festschrift in honour of David F. Hendry

Author: Jennifer Castle; David F Hendry
Publisher: Oxford : Oxford Univ. Press, 2009.
Series: Oxford Scholarship Online
Edition/Format:   Computer file : English
Summary:
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is extensive. This book is a collection of original research in time-series econometrics, both theoretical and applied, and reflects David's interests in econometric methodology. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his  Read more...
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Genre/Form: Kongress
Online-Publikation
Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jennifer Castle; David F Hendry
ISBN: 9780199237197 0199237190
OCLC Number: 608488497
Notes: Gesehen am: 05.10.2009.
Reproduction Notes: Oxford Oxford Univ. Press. online Ressource. Online-Ausg.
Description: XII, 451 S. : Ill.
Contents: 1. An analysis of the indicator saturation estimator as a robust regression estimator ; 2. Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2 ; 3. Retrospective Estimation of Causal Effects Through Time ; 4. Autometrics ; 5. High Dimenson Dynamic Correlations ; 6. Pitfalls in Modeling Dependence Structures: Explorations with Copulas ; 7. Forecasting in Dynamic Factor Models Subject to Structural Instability ; 8. Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters ; 9. Factor-augmented Error Correction Models ; 10. In Praise Of Pragmatic In Econometrics ; 11. On Efficient Simulations In Dynamic Models ; 12. Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results ; 13. When is a Time Series I(0)? ; 14. Model Identification and Non-unique Structure ; 15. Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area ; 16. U.S. natural rate dynamics reconsidered ; 17. Constructive Data Mining: Modeling Argentine Broad Money Demand
Series Title: Oxford Scholarship Online
Responsibility: ed. by Jennifer L. Castle and Neil Shephard.

Abstract:

Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the  Read more...

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<http:\/\/viaf.org\/viaf\/85284438<\/a>> # David F. Hendry<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Hendry<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"David F.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"David F. Hendry<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
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