TY  - BOOK
AU  - Patterson,K.D.
AU  - Mills,Terence C.
TI  - Palgrave handbook of econometrics
SN  - 140391799X
AV  - HB139 .P363 2009
U1  - 330.015195 22
PY  - 2009///
CY  - Basingstoke [England], New York
PB  - Palgrave Macmillan
KW  - Econometrics
N1  - 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
ER  -