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

Nyckelord: Economics, Macroeconomics/Monetary Economics//Financial Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Econometrics