Title:
Palgrave handbook of econometrics. Volume 2, Applied econometrics
Author:
Mills, Terence C.
ISBN:
9781403918000
Publication Information:
Basingstoke : Palgrave Macmillan, 2011.
Physical Description:
xxxiii, 1388 p. : ill. ; 24 cm.
General Note:
First published in 2009.
Contents:
Applied econometrics The methodology of empirical econometric modeling : applied econometrics through the looking glass / How much structure in empirical models? / Introductory remarks on metastatistics for the practically minded non-Bayesian regression runner / Forecast combination and encompassing / Recent developments in density forecasting / Investigating economic trends and cycles / Economic cycles : asymmetries, persistence, and synchronization / The long swings puzzle : what the data tell when allowed to speak freely / Structural time series models for business cycle analysis / Fractional integration and cointegration : an overview and an empirical application / Discrete choice modeling / Panel data methods and applications to health economics / Panel methods to test for unit roots and cointegration / Microeconometrics : current methods and some recent developments / Computational considerations in empirical microeconometrics : selected examples / The econometrics of monetary policy : an overview / Macroeconometric modeling for policy / Monetary policy, beliefs, unemployment and inflation : evidence from the UK / Estimation of continuous-time stochastic volatility models / Testing the martingale hypothesis / Autoregressive conditional duration models / The econometrics of exchange rates / The econometrics of convergence / The methods of growth econometrics / The econometrics of finance and growth / Spatial hedonic models / Spatial analysis of economic convergence / Testing econometric software / Trends in applied econometrics software development 1985-2008 : an analysis of Journal of Applied econometrics research articles, software reviews, data and code
Abstract:
Palgrave Handbooks of Econometrics comprises '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 successful Palgrave 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.
Subject Term: