Palgrave handbook of econometrics; vol.2: Applied econometrics (Basingstoke, 2011). - ОГЛАВЛЕНИЕ / CONTENTS
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ОбложкаPalgrave handbook of econometrics. Vol.2: Applied econometrics / ed. by T.C.Mills, K.Patterson. - Basingstoke: Palgrave Macmillan, 2011. - xxxiii, 1388 p.: ill. - Incl. bibl. ref. and indexes. - ISBN 978-1-4039-1800-0
 

Оглавление / Contents
 
Notes on Contributors ........................................ viii
Editors' Introduction .......................................... xi

Part I  The Methodology and Philosophy of Applied Econometrics
1  The Methodology of Empirical Econometric Modeling: 
   Applied Econometrics Through the Looking Glass ............... 3
   David F. Hendry, Nuffield College, Oxford University
2  How Much Structure in Empirical Models? ..................... 68
   Fabio Canova, Universitat Pompeu Fabra
3  Introductory Remarks on Metastatistics for the Practically
   Minded Non-Bayesian Regression Runner ....................... 98
   John DiNardo, University of Michigan

Part II Forecasting
4  Forecast Combination and Encompassing ...................... 169
   Michael P. Clements, Warwick University, and David
   I. Harvey, School of Economics, University of Nottingham
5  Recent Developments in Density Forecasting ................. 199
   Stephen G. Hall, University of Leicester, and
   James Mitchell, National Institute of Economic and Social
   Research

Part III Time Series Applications
6  Investigating Economic Trends and Cycles ................... 243
   D.S.G. Pollock, University of Leicester
7  Economic Cycles: Asymmetries, Persistence, and
   Synchronization ............................................ 308
   Joe Cardinale, Air Products and Chemicals, Inc., and
   Larry W. Taylor, College of Business and Economics,
   Lehigh University
8  The Long Swings Puzzle: What the Data Tell When Allowed
   to Speak Freely ............................................ 349
   Katarina Juselius, University of Copenhagen
9  Structural Time Series Models for Business Cycle
   Analysis ................................................... 385
   Tommaso Proietti, University of Rome 'Tor Vergata'
10 Fractional Integration and Cointegration: An Overview and
   an Empirical Application ................................... 434
   Luis A. Gil-Alana and Javier Hualde, Universidad de
   Navarra

Part IV Cross-section and Panel Data Applications
11 Discrete Choice Modeling ................................... 473
   William Greene, Stern School of Business, New York
   University
12 Panel Data Methods and Applications to Health Economics .... 557
   Andrew M. Jones, University of York
13 Panel Methods to Test for Unit Roots and Cointegration ..... 632
   Anindya Banerjee, University of Birmingham, and Martin
   Wagner, Institute for Advanced Studies, Vienna

Part V Microeconometrics
14 Microeconometrics: Current Methods and Some Recent
   Developments ............................................... 729
   A. Colin Cameron, University of California, Davis
15 Computational Considerations in Empirical
   Microeconometrics: Selected Examples ....................... 775
   David T. Jacho-Chávez and Pravin K. Trivedi, Indiana
   University

Part VI  Applications of Econometrics to Economic Policy
16 The Econometrics of Monetary Policy: An Overview ........... 821
   Carlo Favero, IGIER-Bocconi University
17 Macroeconometric Modeling for Policy ....................... 851
   Gunnar Bårdsen, Norwegian University of Science and 
   Technology, and Ragnar Nymoen, University of Oslo
18 Monetary Policy, Beliefs, Unemployment and Inflation:
   Evidence from the UK ....................................... 917
   S.G.B. Henry, National Institute of Economic and Social
   Research

Part VII Applications to Financial Econometrics
19 Estimation of Continuous-Time Stochastic Volatility
   Models ..................................................... 951
   George Dotsis, Essex Business School, University of
   Essex, Raphael N. Markellos, Athens University of
   Economics and Business, and Terence C. Mills,
   Loughborough University
20 Testing the Martingale Hypothesis .......................... 972
   J. Carlos Escanciano, Indiana University, and Ignacio 
   N. Lobato, Instituto Tecnológico Autónomo de Mexico
21 Autoregressive Conditional Duration Models ................ 1004
   Ruey S. Tsay, Booth Business School, University of 
   Chicago
22 The Econometrics of Exchange Rates ........................ 1025
   Efthymios G. Pavlidis, Ivan Paya, and David A. Peel,
   Lancaster University Management School

VIII Growth Development Econometrics
23 The Econometrics of Convergence ........................... 1087
   Steven N. Durlauf, University of Wisconsin-Madison,
   Paul A. Johnson, Vassar College, New York State, and
   Jonathan R.W. Temple, Bristol University
24 The Methods of Growth Econometrics ........................ 1119
   Steven N. Durlauf, University of Wisconsin-Madison, 
   Paul A. Johnson, Vassar College, New York State, and
   Jonathan R.W. Temple, Bristol University
25 The Econometrics of Finance and Growth .................... 1180
   Thorsten Beck, European Banking Center, Tilburg
   University, and CEPR

Part IX Spatial Econometrics
26 Spatial Hedonic Models .................................... 1213
   Luc Anselin, School of Geographical Sciences and Urban
   Planning, and Nancy Lozano-Gracia, GeoDa Center for
   Geospatial Analysis and Computation, Arizona State
   University
27 Spatial Analysis of Economic Convergence .................. 1251
   Sergio J. Rey, Arizona State University, and Julie Le
   Gallo, Université de Franche-Comté

Part X  Applied Econometrics and Computing
28 Testing Econometric Software .............................. 1293
   B.D. McCullough, Drexel University
29 Trends in Applied Econometrics Software Development
   1985-2008: An Analysis of Journal of Applied 
   econometrics Research Articles, Software Reviews, 
   Data and Code ............................................. 1321
   Marius Ooms, VU University Amsterdam
Author Index ................................................. 1349
Subject Index ................................................ 1374


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