Blume, Lawrence E.
Macroeconometrics and Time Series Analysis
1. Aggregation (econometrics)
Thomas M. Stoker
2. ARCH models
Oliver B. Linton
3. Bayesian methods in macroeconometrics
Frank Schorfheide
4. Bayesian time series analysis
Mark F. J. Steel
5. Central limit theorems
Werner Ploberger
6. Cointegration
Mark W. Watson
7. Continuous and discrete time models
Christopher A. Sims
8. Data filters
Timothy Cogley
9. Equilibrium-correction models
David F. Hendry
10. Forecasting
Clive W. J. Granger
11. Fractals
Laurent E. Calvet
12. Functional central limit theorems
Werner Ploberger
13. Generalized method of moments estimation
Lars Peter Hansen
14. Granger-Sims causality
G. M. Kuersteiner
15. Heteroskedasticity and autocorrelation corrections
Kenneth D. West
16. Impulse response function
Helmut Lütkepohl
17. Kalman and particle filtering
Jesús Fernández-Villaverde
18. Law(s) of large numbers
Werner Ploberger
19. Long memory models
P. M. Robinson
20. Nonlinear time series analysis
Bruce Mizrach
21. Prediction formulas
Charles H. Whiteman, Kurt F. Lewis
22. Rational expectations
Thomas J. Sargent
23. Regime switching models
James D. Hamilton
24. Seasonal adjustment
Svend Hylleberg
25. Serial correlation and serial dependence
Yongmiao Hong
26. SNP: nonparametric time series analysis
A. Ronald Gallant
27. Spectral analysis
Timothy J. Vogelsang
28. Spline functions
Dale J. Poirier
29. Spurious Regressions
Clive W. J. Granger
30. State space models
Andrew Harvey
31. Stochastic volatility models
Neil Shephard
32. Structural change, econometrics of
Pierre Perron
33. Structural vector autoregressions
Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez
34. Threshold Models
Timo Teräsvirta
35. Time series analysis
Francis X. Diebold, Lutz Kilian, Marc Nerlove
36. Trend/Cycle decomposition
Charles R. Nelson
37. Unit Roots
Peter C. B. Phillips
38. Variance Decomposition
Helmut Lütkepohl
39. Varying coefficient models
Andros Kourtellos, Thanasis Stengos
40. Vector autoregressions
Tao Zha
41. Wavelets
James B. Ramsey
Keywords: Economics, Macroeconomics/Monetary Economics//Financial Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics
- Editor
- Blume, Lawrence E.
- Durlauf, Steven N.
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 1
- Series
- The New Palgrave Economics Collection
- Page amount
- 416 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230280830
- Printed ISBN
- 978-0-230-23885-5