Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics 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.
Inhaltsangabe
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 Test for 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 from the 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/DEVELOPMENTECONOMETRICS 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
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 Test for 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 from the 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/DEVELOPMENTECONOMETRICS 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
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