Palgrave Handbook of Econometrics - Volume 1

Zusatztext 'I forecast that this is a text that will be much referenced and cited in the future and certainly welcome its appearance.' - Sir Clive Granger! University of California! USA Informationen zum Autor LUC ANSELIN University of Illinois, USARICHARD T. BAILLIE Michigan State University, USABADI H. BALTAGI Syracuse University, USA and University of Leicester, UKANIL BERA University of Illinois, USAYANNIS BILIAS Associate Professor, Department of Economics, University of Cyprus, CyprusCHRIS BROOKS Director, ISMA for Financial Markets, University of Reading, UKIN CHOI Hong Kong University of Science and Technology, Hong KongJAMES DAVIDSON Professor of Econometrics, University of Exeter, UKRUSSELL DAVIDSON Professor, Department of Economics, McGill University, CanadaGUILANO DE ROSSI University of Cambridge, UKJURGEN DOORNIK Nuffield College, Oxford University, UKRICHARD WILLIAM FAREBROTHER formerly University of Manchester, UKDENNIS FOK Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsPHILIP HANS FRANSES Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsCHRISTOPHER GILBERT Universite degli Studi di Trento, ItalyJESUS GONZALO University of Madrid, Spain WILLIAM GREENE Leonard N. Stern School of Business, New York University, USANIELS HALDRUP University of Aarhus, DenmarkANDREW HARVEY University of Cambridge, UKKEVIN HOOVER Professor and Chair of Economics, University of California at Davis, USAMICHAEL JANSSON University of Berkeley, USASOREN JOHANSEN University of Copenhagen, DenmarkGARY KOOP University of Leicester, UKLUNG-FEI LING Professor, Ohio State University, USAHELMUT LUTKEPOHL European University Institute, ItalyJAMES G. MACKINNON Queens University, CanadaRICHARD PAAP Professor, Econometric Institute, Erasmus University Rotterdam, The NetherlandsPIERRE PERRON Professor, Department of Economics, Boston University, USAJEAN-YVES PITARAKIS University of Southampton, UKDALE J. POIRIER Professor, Department of Economics, University of California at Irvine, USADUO QIN Senior Lecturer, Queen Mary University London, UKJEFF RACINE Associate Professor,Syracuse University, USAPRADOSH SIMLAI Department of Economics, University of Illinois, USAARIS SPANOS Wilson Schmidt Professor and Department Head, Virginia Polytechnic Institute and State University, USARODNEY STRACHAN Lecturer, Economics Department, University of Leicester, UKTIMO TERASVIRTA Professor, Department of Economic Statistics, Stockholm School of Economics, SwedenJUSTIN L. TOBIAS Assistant Professor of Economics, Iowa State University, USAA. R. TREMAYNE Professor, Faculty of Economics and Business, University of Sydney, Australia and University of York, UKAMAN ULLAH University of California at Riverside, USAFARSHID VAHID Associate Professor of Econometrics, Monash University, AustraliaHERMAN VAN DIJK Professor of Econometrics, Erasmus University Rotterdam, HollandCARLOS VELASCO ICREA and University of Madrid, SpainMATTIAS VILLANI Research Department, Sveriges Riksba and Lecturer, Department of Statistics, Stockholm University, Sweden Klappentext Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics. Zusammenfassung Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics! including essays on the methodology and history of econometrics! developments in time-series and cross-section econometrics! modelling with integrated variables! Bayesian econometrics! simulation methods and a selection of special topics. Inhaltsverzeichnis PART I: AN OVERVIEW Econometrics in Retrospect and Pros...

Inhaltsverzeichnis

From the content:
PART I: AN OVERVIEW - Econometrics in Retrospect and Prospect; A.Spanos - PART II: METHODOLOGY AND HISTORY OF ECONOMETRICS - The Methodology of Econometrics; K.Hoover - Early Explorations in Econometrics; R.W.Farebrother - The First Fifty Years of Modern Econometrics; C.Gilbert&D.Qin - PART III: ASYMPTOTIC TECHNIQUES AND THEOREMS - Asymptotic Methods and Functional Central Limit Theorems; J.Davidson - PART IV: TIME SERIES AND REGRESSION METHODS - Stationary Linear Univariate Time Series Models; A.R.Tremayne - Improving Size and Power in Unit Root Testing; N.Haldrup&M.Jansson - Dealing with Structural Breaks; P.Perron - Semi-parametric Estimation of Long Memory Models; C.Velasco - Univariate Nonlinear Time Series Models; T.Terasvirta - PART: V: MULTIVARIATE MODELS - Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics; A.Bera, Y.Bilias&P.Simlai - Vector Autoregressive Models; H.Lutkepohl - Nonstationarity Panels; I.Choi - Cointegration: An Overview; S.Johansen - Threshold Effects in Multivariate Error Correction Models; J.Gonzalo&J-Y.Pitarakis - Common Cycles; F.Vahid - PART VI: CROSS-SECTION AND PANAL DATA MODELS - Panel Data Models; B.H.Baltagi - Nonstandard Dependent Variables Models: Some Common Structures of Simulated Specification Tests; L-F.Ling - Censored Data and Truncated Distributions; W.Greene - PART VII: STOCHASTIC VOLATILITY - Modeling Volatility; R.T.Baillie - Multivariate Stochastic Volatility Model; C.Brooks - PART VIII: COMPUTATION AND ECONOMETRICS - The Role of Simulation in Econometrics; J.Doornik - Bootstrap Methods in Econometrics; R.Davidson&J.G.MacKinnon - PART IX: BAYESIAN ANALYSIS OF ECONOMETRIC MODELS - Bayesian Econometrics; D.J.Poirier&J.L.Tobias - Bayesian A

Bericht

'I forecast that this is a text that will be much referenced and cited in the future and certainly welcome its appearance.' - Sir Clive Granger, University of California, USA

Produktdetails

• Autoren: H. Hassani, Terence Mills, Terence C. Mills, Kerry Patterson
• Mitarbeit: Terenc C Mills (Herausgeber), Terence C Mills (Herausgeber), H. Hassani (Herausgeber), Hossein Hassani (Herausgeber), Terence C. Mills (Herausgeber), Patterson (Herausgeber), Kerry Patterson (Herausgeber)
• Verlag: Palgrave UK
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 01.08.2007
• EAN: 9781403918024
• ISBN: 978-1-4039-1802-4
• Themen: Sozialwissenschaften, Recht,Wirtschaft > Wirtschaft > Volkswirtschaft; Simulation, B, volatility, Management science, Palgrave Economics & Finance Collection, Econometrics, Time Series, spatial econometrics