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 Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code
Marius Ooms

Avainsanat: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics, Science, general, Microeconomics, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business/Economics/Mathematical Finance/Insurance