Palgrave handbook of econometrics v. 2 Applied econometrics

This volume is the most up to date, definitive, reference source for Applied Econometrics. It brings together the finest minds working in econometrics fromacross the globe. A comprehensive range of topics are covered including: methodology and philosophy, financial econometrics, economic policy, growth and Development, and computing. TERENCE C. MILLS Professor of Applied Statistics and Econometrics at Loughborough University, UK. KERRY PATTERSON Professor of Econometrics at University of Reading, UK. INDICE: 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 Testfor 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-Chávez' &' 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.Bårdsen' &' R.Nymoen - 'Monetary Policy, Beliefs, Unemployment and Inflation: Evidence fromthe 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 '

• ISBN: 978-1-4039-1800-0
• Editorial: Palgrave MacM
• Encuadernacion: Rústica
• Páginas: 1424
• Fecha Publicación: 03/06/2011
• Nº Volúmenes: 1
• Idioma: Inglés