Palgrave Handbook of Econometrics

Edited by Terence C. Mills and Kerry Patterson

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 2009
ISBN: 978-0-230-24440-5
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Chapters in this book:

Ch 1 The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass

David Hendry

Ch 2 How much Structure in Empirical Models?

Fabio Canova

Ch 3 Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner

John DiNardo

Ch 4 Forecast Combination and Encompassing

Michael Clements and David Harvey

Ch 5 Recent Developments in Density Forecasting

Stephen Hall and James Mitchell

Ch 6 Investigating Economic Trends and Cycles

D. S. G. Pollock

Ch 7 Economic Cycles: Asymmetries, Persistence, and Synchronization

Joe Cardinale and Larry W. Taylor

Ch 8 The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely

Katarina Juselius

Ch 9 Structural Time Series Models for Business Cycle Analysis

Tommaso Proietti

Ch 10 Fractional Integration and Cointegration: An Overview and an Empirical Application

Luis Gil-Alana and Javier Hualde

Ch 11 Discrete Choice Modeling

William Greene

Ch 12 Panel Data Methods and Applications to Health Economics

Andrew Jones

Ch 13 Panel Methods to Test for Unit Roots and Cointegration

Anindya Banerjee and Martin Wagner

Ch 14 Microeconometrics: Current Methods and Some Recent Developments

A. Cameron

Ch 15 Computational Considerations in Empirical Microeconometrics: Selected Examples

David Jacho-Chávez and Pravin Trivedi

Ch 16 The Econometrics of Monetary Policy: An Overview

Carlo Favero

Ch 17 Macroeconometric Modeling for Policy

Gunnar Bårdsen and Ragnar Nymoen

Ch 18 Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK

S. G. B. Henry

Ch 19 Estimation of Continuous-Time Stochastic Volatility Models

George Dotsis, Raphael Markellos and Terence C. Mills

Ch 20 Testing the Martingale Hypothesis

Juan Carlos Escanciano and Ignacio N. Lobato

Ch 21 Autoregressive Conditional Duration Models

Ruey S. Tsay

Ch 22 The Econometrics of Exchange Rates

Efthymios Pavlidis, Ivan Paya and David Peel

Ch 23 The Econometrics of Convergence

Steven Durlauf, Paul Johnson and Jonathan Temple

Ch 24 The Methods of Growth Econometrics

Steven Durlauf, Paul Johnson and Jonathan Temple

Ch 25 The Econometrics of Finance and Growth

Thorsten Beck

Ch 26 Spatial Hedonic Models

Luc Anselin and Nancy Lozano-Gracia

Ch 27 Spatial Analysis of Economic Convergence

Sergio J. Rey and Julie Gallo

Ch 28 Testing Econometric Software

B McCullough

Ch 29 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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DOI: 10.1057/9780230244405

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