Econometric theory
Author(s)
Bibliographic Information
Econometric theory
（Palgrave handbook of econometrics, v. 1）
Palgrave Macmillan, 2007
Available at / 8 libraries
-
No Libraries matched.
- Remove all filters.
Search this Book/Journal
Note
"First published in paperback 2007"--T.p.verso
Includes bibliographical references and indexes
Description and Table of Contents
Description
Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.
Table of Contents
- PART I: AN OVERVIEW Econometrics in Retrospect and Prospect
- A.Spanos PART II: METHODOLOGY AND HISTORY OF ECONOMETRICS The Methodology of Econometrics
- K.Hoover Early Explorations in Econometrics
- R.W.Farebrother The First Fifty Years of Modern Econometrics
- C.Gilbert & D.Qin PART III: ASYMPTOTIC TECHNIQUES AND THEOREMS Asymptotic Methods and Functional Central Limit Theorems
- J.Davidson PART IV: TIME SERIES AND REGRESSION METHODS Stationary Linear Univariate Time Series Models
- A.R.Tremayne Improving Size and Power in Unit Root Testing
- N.Haldrup & M.Jansson Dealing with Structural Breaks
- P.Perron Semi-parametric Estimation of Long Memory Models
- C.Velasco Univariate Nonlinear Time Series Models
- T.Terasvirta PART: V: MULTIVARIATE MODELS Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics
- A.Bera, Y.Bilias & P.Simlai Vector Autoregressive Models
- H.Lutkepohl Nonstationarity Panels
- I.Choi Cointegration: An Overview
- S.Johansen Threshold Effects in Multivariate Error Correction Models
- J.Gonzalo & J-Y.Pitarakis Common Cycles
- F.Vahid PART VI: CROSS-SECTION AND PANAL DATA MODELS Panel Data Models
- B.H.Baltagi Nonstandard Dependent Variables Models: Some Common Structures of Simulated Specification Tests
- L-F.Ling Censored Data and Truncated Distributions
- W.Greene PART VII: STOCHASTIC VOLATILITY Modeling Volatility
- R.T.Baillie Multivariate Stochastic Volatility Model
- C.Brooks PART VIII: COMPUTATION AND ECONOMETRICS The Role of Simulation in Econometrics
- J.Doornik Bootstrap Methods in Econometrics
- R.Davidson & J.G.MacKinnon PART IX: BAYESIAN ANALYSIS OF ECONOMETRIC MODELS Bayesian Econometrics
- D.J.Poirier & J.L.Tobias Bayesian Approaches to Cointegration
- G.Koop, R.Strachan, H.van Dijk & M.Villani PART X: SPECIAL TOPICS Spatial Econometrics
- L.Anselin Signal Extraction
- A.Harvey & G.de Rossi Nonparametric Econometrics
- J.Racine & A.Ullah Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
- D.Fok, P.H.Franses & R.Paap
by "Nielsen BookData"