Palgrave Handbook of Econometrics Volume 2: Applied Econometrics
by Mills, Terence C.; Patterson, KerryFormat: Hardcover
Pub. Date: 2009-08-15
Publisher(s): Palgrave Macmillan
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Summary
Palgrave Handbooks of Econometricscomprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successfulPalgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.
Author Biography
TERENCE C. MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK.
KERRY PATTERSON is Professor of Econometrics at University of Reading, UK.
KERRY PATTERSON is Professor of Econometrics at University of Reading, UK.
Table of Contents
| The Methodology and Philosophy of Applied Econometrics | |
| The Methodology of Empirical Econometric Modelling | |
| How Much Structure in Empirical Models? | |
| Some Introductory Remarks on the Philosophy of Statistics for the Practically Minded Non-Bayesian Regression Runner | |
| Forecasting | |
| Forecast Combination and Encompassing | |
| Density Forecasting | |
| Time Series Applications | |
| Investigating Economic Trends and Cycles | |
| Modelling Asymmetry, Duration Dependence and Persistence | |
| Applied Cointegration Analysis | |
| Structural Time Series Models for Business Cycle Analysis | |
| Fractional Integration and Cointegration: An Overview and an Empirical Application | |
| Cross-Section and Panel Data Applications | |
| Discrete Choice Modelling | |
| Panel Data Methods and Applications to Health Economics | |
| Methods to Test for Unit Roots and Cointegration | |
| Microeconometrics | |
| Recent Developments in Microeconometrics | |
| Microeconometrics and Computing Developments | |
| Applications of Econometrics to Economic Policy | |
| An Overview of the Econometrics of Monetary Policy | |
| Economic Policy and Macroeconometric Models | |
| Monetary Policy and Inflation, the Case of the UK | |
| Applications to Financial Econometrics | |
| Modelling Stochastic Volatility | |
| Testing the Martingale Hypothesis | |
| Autoregressive Conditional Duration Models | |
| Modelling the Exchange Rate | |
| Growth/Development Econometrics | |
| The Econometrics of Convergence | |
| Growth Empirics: Methods and Evidence | |
| The Econometrics of Finance and Growth | |
| Spatial Econometrics | |
| Spatial hedonics | |
| Analysis of Economic Growth Convergence | |
| Applied Econometrics and Computing | |
| Benchmarking ARMA and VAR models | |
| Econometric Software: 1987-2007 | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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