Palgrave handbook of econometrics. Vol. 2, Applied econometrics / edited by Terence C. Mills and Kerry Patterson.

Includes bibliographical references and index.

1. Econometric theory --

v.2. Applied econometrics: pt. I. The methodology and philosophy of applied econometrics. The methodology of empirical econometric modeling : applied econometrics through the looking glass / David F. Hendry -- How much structure in empirical models? / Fabio Canova -- Introductory remarks on metastatistics for the practically minded non-Bayesian regression runner / John DiNardo -- pt. II. Forecasting. Forecast combination and encompassing / Michael P. Clements and David I. Harvey -- Recent developments in density forecasting / Stephen G. Hall and James Mitchell -- pt. III. Time series applications. Investigating economic trends and cycles / D.S.G. Pollock -- Economic cycles : asymmetries, persistence, and synchronization / Joe Cardinale and Larry W. Taylor -- The long swings puzzle : what the data tell when allowed to speak freely / Katarina Juselius -- Structural time series models for business cycle analysis / Tommaso Proietti -- Fractional integration and cointegration : an overview and an empirical application / Luis A. Gil-Alana and Javier Hualde -- pt. IV. Cross-section and panel data applications. Discrete choice modeling / William Greene -- Panel data methods and applications to health economics / Andres M. Jones -- Panel methods to test for unit roots and cointegration / Anindya Banerjee and Martin Wagner -- pt. V. Microeconometrics. Microeconometrics : current methods and some recent developments / A. Colin Cameron -- Computational considerations in empirical microeconometrics : selected examples / David T. Jacho-Chávez and Pravin K. Trivedi --

pt. VI. Applications of econometrics to economic policy. The econometrics of monetary policy : an overview / Carlo Favero -- Macroeconometric modeling for policy / Gunnar Bårdsen and Ragnar Nymoen -- Monetary policy, beliefs, unemployment and inflation : evidence from the UK / S.G.B. Henry -- pt. VII. Applications to financial econometrics. Estimation of continuous-time stochastic volatility models / George Dotsis, Raphael N. Markellos and Terence C. Mills -- Testing the martingale hypothesis / J. Carlos Escanciano and Ignacio N. Lobato -- Autoregressive conditional duration models / Ruey S. Tsay -- The econometrics of exchange rates / Efthymios G. Pavlidis, Ivan Paya and David A. Peel -- pt. VIII. Growth development econometrics. The econometrics of convergence / Steven N Durlauf, Paul A. Johnson and Jonathan R.W. Temple -- The methods of growth econometrics / Steven N. Durlauf, Paul A. Johnson and Jonathan R. W. Temple -- The econometrics of finance and growth / Thorsten Beck -- pt. IX. Spatial econometrics. Spatial hedonic models / Luc Anselin and Nancy Lozano-Gracia -- Spatial analysis of economic convergence / Sergio J. Rey and Julie Le Gallo -- pt. X. Applied econometrics and computing. Testing econometric software / B.D. McCullough -- Trends in applied econometrics software development 1985-2008 : an analysis of Journal of Applied econometrics research articles, software reviews, data and code / Marius Ooms.

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