書誌事項

Applied econometrics

edited by Terence C. Mills and Kerry Patterson

(Palgrave handbook of econometrics, v. 2)

Palgrave Macmillan, 2009

  • : hardback

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注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

目次

  • PART I: THE METHODOLOGY AND PHILOSOPHY OF APPLIED ECONOMETRICS The Methodology of Empirical Econometric Modelling: Applied Econometrics Through the Looking-Glass
  • D.F.Hendry How Much Structure in Empirical Models?
  • F.Canova Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner
  • J.DiNardo PART II: FORECASTING Forecast Combination and Encompassing
  • M.P.Clements & D.I.Harvey Recent Developments in Density Forecasting
  • S.G.Hall & J.Mitchell PART III: TIME SERIES APPLICATIONS Investigating Economic Trends and Cycles
  • D.S.G.Pollock Economic Cycles: Assymetries, Persistence, and Synchronization
  • J.Cardinale & L.W.Taylor The PPP Puzzle: What the Data Tell When Allowed to Speak Freely
  • K.Juselius Structural Time Series Models for Business Cycle Analysis
  • T.Proietti Fractional Integration and Cointegration: An Overview and an Empirical Application
  • L.A.Gil-Alana & J.Hualde PART IV: CROSS-SECTION AND PANEL DATA APPLICATIONS Discrete Choice Modelling
  • W.Greene Panel Data Methods and Applications to Health Economics
  • A.M.Jones Panel Methods to Test for Unit Roots and Cointegration
  • A.Banerjee & M.Wagner PART V: MICROECONOMETRICS Microeconometrics: Current Methods and Some Recent Developments
  • A.C.Cameron Computational Considerations in Empirical Microeconometrics: Selected Examples
  • D.T.Jacho-Chavez & P.K.Trivedi PART VI: APPLICATIONS OF ECONOMETRICS TO ECONOMIC POLICY The Econometrics of Monetary Policy: An Overview
  • C.A.Favero Macroeconometric Modelling for Policy
  • G.Bardsen & R.Nymoen Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK
  • S.G.B.Henry PART VII: APPLICATIONS TO FINANCIAL ECONOMETRICS Estimation of Continuous-Time Stochastic Volatility Models
  • G.Dotsis, R.N.Markellos & T.C.Mills Testing the Martingale Hypothesis
  • J.C.Escanciano & I.N.Lobato Autoregressive Conditional Duration Models
  • R.Tsay The Econometrics of Exchange Rates
  • E.G.Pavlidis, I.Paya & D.A.Peel PART VIII: GROWTH/DEVELOPMENT ECONOMETRICS The Econometrics of Convergence
  • S.N.Durlauf, P.A.Johnson & J.R.W.Temple The Methods of Growth Econometrics
  • S.N.Durlauf, P.A.Johnson & J.R.W.Temple The Econometrics of Finance and Growth
  • T.Beck PART IX: SPATIAL ECONOMETRICS Spatial Hedonic Models
  • L.Anselin & N.Lozano-Gracia Spatial Analysis of Economic Convergence
  • S.J.Rey & J.Le Gallo PART X: APPLIED ECONOMETRICS AND COMPUTING Testing Econometric Software
  • B.D.McCullough Trends in Applied Econometrics Software Development 1985-2008
  • M.Ooms

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詳細情報

  • NII書誌ID(NCID)
    BA90580116
  • ISBN
    • 9781403917997
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Basingstoke
  • ページ数/冊数
    xxxiii, 1388 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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