Palgrave handbook of econometrics 2 Applied econometrics
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| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Houndmills [u.a.]
Palgrave Macmillan
2009
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 020 | |a 140391799X |9 1-4039-1799-X | ||
| 020 | |a 9781403918000 |c pbk. |9 978-1-4039-1800-0 | ||
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| 245 | 1 | 0 | |a Palgrave handbook of econometrics |n 2 |p Applied econometrics |c ed. by Terence C. Mills ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Houndmills [u.a.] |b Palgrave Macmillan |c 2009 | |
| 300 | |a XXXIII, 1388 S. |b graph. Darst., Kt. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Économétrie |2 ram | |
| 700 | 1 | |a Mills, Terence C. |d 1952- |e Sonstige |0 (DE-588)129450790 |4 oth | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016762630 | |
Datensatz im Suchindex
| DE-BY-UBR_call_number | 40/QH 300 M657 |
|---|---|
| DE-BY-UBR_katkey | 4395103 |
| DE-BY-UBR_location | 40 |
| DE-BY-UBR_media_number | 069037187068 |
| _version_ | 1822752912434003968 |
| adam_text | Contents
Notes
on Contributors
viii
Editors Introduction
xi
Part I The Methodology and Philosophy of Applied Econometrics
1
The Methodology of Empirical Econometric Modeling: Applied
Econometrics Through the Looking Glass
3
David F. Hendry, Nuffield College, Oxford University
2
How Much Structure in Empirical Models?
68
Fabio Canova,
Universität
Pompeu Fabra
3
Introductory Remarks on Metastatlstics
foi
the Practically Minded
Non-Bayesian Regression Runner
98
John DiNardo, University of Michigan
Part II Forecasting
4
Forecast Combination and Encompassing
169
Michael P. Clements, Warwick University, and David
L
Harvey,
School of Economics, University of Nottingham
5
Recent Developments in Density Forecasting
199
Stephen G. Hall, University of Leicester, and James Mitchell,
National Institute of Economic and Social Research
Part III Time Series Applications
6
Investigating Economic Trends and Cycles
243
JJ.S.G. Pollock, University of Leicester
7
Economic Cycles: Asyrnmetries/ Persistence, and Synchronization
308
Joe
Cardinale,
Air Products and Chemicals, Inc., and Larry W. Faylor,
College of Business and Economics, Lehigh University
8
The Long Swings Puzzle: What the Data Tell When Allowed to
Speak Freely
349
Katarina
Juselius, University of Copenhagen
9
Structural Time Series Models for Business Cycle Analysis
385
Tommaso Proietti,
University of Rome Tor
Vergata
10
Fractional Integration and Cokitepation: An Overview and an
Empirical Application
434
Luis A.
Gü-Alana
and Javier Hualde,
Universidad de Navarra
vi
Contents
Part IV Cross-section and Panel Data Applications
11
Discrete Choice Modeling
473
William Greene, Stern School of Business, New York University
12
Panel Data Methods and Applications to Health Economics
557
Andrew M. ¡ones, University of York
13
Panel Methods to Test for Unit Roots and
Cointegration
632
Anindya Banerjee, University of Birmingham, and Martin Wagner,
Institute forAdvanced Studies, Vienna
Part V Microeconometrics
14
Microeconometiics: Current Methods and Some Recent Developments
729
A. Colin Cameron, University of California, Davis
15
Computational Considerations in Empirical Microeconometrics:
Selected Examples
775
David T.
facho-Chávez
and Pravin K, Trivedi, Indiana University
Part VI Applications of Econometrics to Economic Policy
16
The Econometrics of Monetary Policy: An Overview
821
Cario Pavero,
IGIER-Bocconi University
17
Macioeconometeic Modeling for Policy
851
Gunnar Bårdsen,
Norwegian University of Science and Technology,
and
Ragnar
Nymoen, University, of Oslo
„-
18
Monetary Policy, Beliefs, Unemployment and,
Inflation:
Evidence
from the UK
, ..;·,... ■ 917
S.G.B. Henry, National Institute ofEcpnomic and Social Research
Part
VII
Applications to Financial Econometrics
19
Estimation of Continuous-Time Stochastic Volatility Models
951
George Dotsis, Essex Business School, University of Essex,
Raphael
N.
Markellos,
Athens University of Economics and Business,
and Terence C. Mills, Loughborough University
20
Testing the Martingale Hypothesis
972
ƒ.
Carlos Escanciarlo,
Indiana University, and
Ignacio
N.
Lobato,
Instituto Tecnológico Autónomo de
Mexico
21
Autoregiessive
Conditional Duration Models
. 1004
Ruey
S.
Tsay, Booth Business Schoolj University of Chicago
22
The Econometrics of Exchange Rates
1025
Efthymios G. Pavlidis,
ban Paya/
ап4
.JDmnâ
A. Peel,
Lancaster University Management School
.,.■,-: · , ·
:
■
Contents
vii
Part
VIII
Growth Development Econometrics
23
The Econometrics of Convergence
1087
Steven
N.
Durlauf, University of Wisconsin-Madison,
Paul A. Johnson,
Vassar
College, New York State, and
Jonathan R.W. Temple, Bristol University
24
The Methods of Growth Econometrics
1119
Steven
N.
Durlauf, University of Wisconsin-Madison,
Paul A. Johnson,
Vassar
College, New York State, and
Jonathan R.W. Temple, Bristol University
25
The Econometrics of Finance and Growth
1180
Thorsten
Beck, European Banking Center,
Tilburg
University, and CEPR
Part IX Spatial Econometrics
26
Spatial Hedonic Models
1213
Luc Anselin, School of Geographical Sciences and Urban Planning,
and Nancy Lozano-Grada, GeoDa Center for Geospatial
Analysis and Computation, Arizona State University
27
Spatial Analysis of Economic Convergence
1251
Sergio
ƒ.
Rey,
Arizona State University, and Julie
Le Gallo,
Université de Franche-Comté
Part
X
Applied
Econometrics and
Computing
28
Testing Econometric
Software
1293
B.D.
McCullough, Drexel University
29
Trends in
Applied
Econometrics
Software Development
1985-2008;
An
Analysis
oí
Journal of Applied Econometrics
Research Articles,
Software
Reviews, Data
and Code
1321
Marias
Ooms,
VU
University Amsterdam
Author
Index
1349
Subject
Index
1374
|
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| bvnumber | BV035094565 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
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| dewey-sort | 3330.015 3195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV035094565 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T21:13:35Z |
| institution | BVB |
| isbn | 9781403917997 140391799X 9781403918000 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016762630 |
| oclc_num | 470935698 |
| open_access_boolean | |
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| physical | XXXIII, 1388 S. graph. Darst., Kt. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| spellingShingle | Palgrave handbook of econometrics Économétrie ram |
| title | Palgrave handbook of econometrics |
| title_auth | Palgrave handbook of econometrics |
| title_exact_search | Palgrave handbook of econometrics |
| title_full | Palgrave handbook of econometrics 2 Applied econometrics ed. by Terence C. Mills ... |
| title_fullStr | Palgrave handbook of econometrics 2 Applied econometrics ed. by Terence C. Mills ... |
| title_full_unstemmed | Palgrave handbook of econometrics 2 Applied econometrics ed. by Terence C. Mills ... |
| title_short | Palgrave handbook of econometrics |
| title_sort | palgrave handbook of econometrics applied econometrics |
| topic | Économétrie ram |
| topic_facet | Économétrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016762630&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV019881522 |
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