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Palgrave handbook of econometrics.. Vol. 2,. Applied econometrics

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Palgrave handbook of econometrics./ edited by Terence C. Mills and Kerry Patterson.
其他題名:	Applied econometrics
其他作者:	Mills, Terence C.
出版者:	Basingstoke [England] ;Palgrave Macmillan, : 2009.,
面頁冊數:	xxxiii, 1388 p. :ill. ;25 cm.
內容註:	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 -- Forecast Combination and Encompassing / M.P.Clements & D.I.Harvey -- Recent Developments in Density Forecasting/ S.G.Hall & J.Mitchell -- Investigating Economic Trends and Cycles / D.S.G.Pollock -- Economic Cycles: Assymetries, Persistence, and Synchronization / J.Cardinale & L.W.Taylor -- The PPP Puzzle: Whatthe 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 -- Panel Data Methods and Applications to Health Economics / A.M.Jones -- Panel Methods to Test for Unit Roots and Cointegration / A.Banerjee & M.Wagner -- Microeconometrics: Current Methods and Some Recent Developments/ A.C.Cameron -- Computational Considerations in Empirical Microeconometrics: Selected Examples / D.T.Jacho-Chavez & P.K.Trivedi -- The Econometrics of Monetary Policy: An Overview / C.A.Favero -- Macroeconometric Modelling for Policy/ G.Brdsen & R.Nymoen -- Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK / S.G.B.Henry -- 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 -- 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 -- Spatial Hedonic Models/ L.Anselin & N.Lozano-Gracia -- Spatial Analysis of Economic Convergence / S.J.Rey & J.Le Gallo -- Testing Econometric Software / B.D.McCullough -- Trends in Applied Econometrics Software Development 1985-2008 / M.Ooms.
標題:	Econometrics. -
電子資源:	http://link.springer.com/10.1057/9780230244405access to fulltext (Palgrave)
ISBN:	0230244408

Palgrave handbook of econometrics.. Vol. 2,. Applied econometrics
Palgrave handbook of econometrics.Vol. 2,Applied econometrics[electronic resource] /Applied econometricsedited by Terence C. Mills and Kerry Patterson. - Basingstoke [England] ;Palgrave Macmillan,2009. - xxxiii, 1388 p. :ill. ;25 cm.

Includes bibliographical references and indexes.

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 -- Forecast Combination and Encompassing / M.P.Clements & D.I.Harvey -- Recent Developments in Density Forecasting/ S.G.Hall & J.Mitchell -- Investigating Economic Trends and Cycles / D.S.G.Pollock -- Economic Cycles: Assymetries, Persistence, and Synchronization / J.Cardinale & L.W.Taylor -- The PPP Puzzle: Whatthe 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 -- Panel Data Methods and Applications to Health Economics / A.M.Jones -- Panel Methods to Test for Unit Roots and Cointegration / A.Banerjee & M.Wagner -- Microeconometrics: Current Methods and Some Recent Developments/ A.C.Cameron -- Computational Considerations in Empirical Microeconometrics: Selected Examples / D.T.Jacho-Chavez & P.K.Trivedi -- The Econometrics of Monetary Policy: An Overview / C.A.Favero -- Macroeconometric Modelling for Policy/ G.Brdsen & R.Nymoen -- Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK / S.G.B.Henry -- 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 -- 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 -- Spatial Hedonic Models/ L.Anselin & N.Lozano-Gracia -- Spatial Analysis of Economic Convergence / S.J.Rey & J.Le Gallo -- Testing Econometric Software / B.D.McCullough -- Trends in Applied Econometrics Software Development 1985-2008 / M.Ooms.

Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions onthe subject, theHandbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and exploresapplied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2010.

Mode of access:World Wide Web.

ISBN: 0230244408

Standard No.: 10.1057/9780230244405doiSubjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 / .P363 2009

Dewey Class. No.: 330.015195

Palgrave handbook of econometrics.. Vol. 2,. Applied econometrics
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