Mills, Terence C.
Palgrave Handbook of Econometrics
Part I. The Methodology and Philosophy of Applied Econometrics
1. The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass
David F. Hendry
2. How much Structure in Empirical Models?
Fabio Canova
3. Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner
John DiNardo
Part II. Forecasting
4. Forecast Combination and Encompassing
Michael P. Clements, David I. Harvey
5. Recent Developments in Density Forecasting
Stephen G. Hall, James Mitchell
Part III. Time Series Applications
6. Investigating Economic Trends and Cycles
D. S. G. Pollock
7. Economic Cycles: Asymmetries, Persistence, and Synchronization
Joe Cardinale, Larry W. Taylor
8. The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely
Katarina Juselius
9. Structural Time Series Models for Business Cycle Analysis
Tommaso Proietti
10. Fractional Integration and Cointegration: An Overview and an Empirical Application
Luis A. Gil-Alana, Javier Hualde
Part IV. Cross-section and Panel Data Applications
11. Discrete Choice Modeling
William Greene
12. Panel Data Methods and Applications to Health Economics
Andrew M. Jones
13. Panel Methods to Test for Unit Roots and Cointegration
Anindya Banerjee, Martin Wagner
Part V. Microeconometrics
14. Microeconometrics: Current Methods and Some Recent Developments
A. Colin Cameron
15. Computational Considerations in Empirical Microeconometrics: Selected Examples
David T. Jacho-Chávez, Pravin K. Trivedi
Part VI. Applications of Econometrics to Economic Policy
16. The Econometrics of Monetary Policy: An Overview
Carlo A. Favero
17. Macroeconometric Modeling for Policy
Gunnar Bårdsen, Ragnar Nymoen
18. Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK
S. G. B. Henry
Part VII. Applications to Financial Econometrics
19. Estimation of Continuous-Time Stochastic Volatility Models
George Dotsis, Raphael N. Markellos, Terence C. Mills
20. Testing the Martingale Hypothesis
J. Carlos Escanciano, Ignacio N. Lobato
21. Autoregressive Conditional Duration Models
Ruey S. Tsay
22. The Econometrics of Exchange Rates
Efthymios G. Pavlidis, Ivan Paya, David A. Peel
Part VIII. Growth/Development Econometrics
23. The Econometrics of Convergence
Steven N. Durlauf, Paul A. Johnson, Jonathan R. W. Temple
24. The Methods of Growth Econometrics
Steven N. Durlauf, Paul A. Johnson, Jonathan R. W. Temple
25. The Econometrics of Finance and Growth
Thorsten Beck
Part IX. Spatial Econometrics
26. Spatial Hedonic Models
Luc Anselin, Nancy Lozano-Gracia
27. Spatial Analysis of Economic Convergence
Sergio J. Rey, Julie Gallo
Part X. Applied Econometrics and Computing
28. Testing Econometric Software
B. D. McCullough
29. Trends in Applied Econometrics Software Development 1985–2008: An Analysis of
Marius Ooms
Keywords: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics, Science, general, Microeconomics, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business/Economics/Mathematical Finance/Insurance
- Editor
- Mills, Terence C.
- Patterson, Kerry
- Publisher
- Springer
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Page amount
- 1421 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230244405
- Printed ISBN
- 978-1-4039-1800-0