Palgrave Handbook of Econometrics
Editor
- Terence C. Mills(Loughborough University)Kerry Patterson(University of Reading)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1057/9780230244405
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Book Chapters
The following chapters of this book are listed in IDEAS- David F. Hendry, 2009. "The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 1, pages 3-67, Palgrave Macmillan.
- Fabio Canova, 2009. "How much Structure in Empirical Models?," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 2, pages 68-97, Palgrave Macmillan.
- John DiNardo, 2009. "Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 3, pages 98-165, Palgrave Macmillan.
- Michael P. Clements & David I. Harvey, 2009. "Forecast Combination and Encompassing," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 4, pages 169-198, Palgrave Macmillan.
- Stephen G. Hall & James Mitchell, 2009. "Recent Developments in Density Forecasting," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 5, pages 199-239, Palgrave Macmillan.
- D. S. G. Pollock, 2009. "Investigating Economic Trends and Cycles," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 6, pages 243-307, Palgrave Macmillan.
- Joe Cardinale & Larry W. Taylor, 2009. "Economic Cycles: Asymmetries, Persistence, and Synchronization," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 7, pages 308-348, Palgrave Macmillan.
- Katarina Juselius, 2009. "The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 8, pages 349-384, Palgrave Macmillan.
- Tommaso Proietti, 2009. "Structural Time Series Models for Business Cycle Analysis," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 9, pages 385-433, Palgrave Macmillan.
- Luis A. Gil-Alana & Javier Hualde, 2009. "Fractional Integration and Cointegration: An Overview and an Empirical Application," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 10, pages 434-469, Palgrave Macmillan.
- William Greene, 2009. "Discrete Choice Modeling," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 11, pages 473-556, Palgrave Macmillan.
- Andrew M. Jones, 2009. "Panel Data Methods and Applications to Health Economics," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 12, pages 557-631, Palgrave Macmillan.
- Anindya Banerjee & Martin Wagner, 2009. "Panel Methods to Test for Unit Roots and Cointegration," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 13, pages 632-726, Palgrave Macmillan.
- A. Colin Cameron, 2009. "Microeconometrics: Current Methods and Some Recent Developments," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 14, pages 729-774, Palgrave Macmillan.
- David T. Jacho-Chávez & Pravin K. Trivedi, 2009. "Computational Considerations in Empirical Microeconometrics: Selected Examples," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 15, pages 775-817, Palgrave Macmillan.
- Carlo A. Favero, 2009. "The Econometrics of Monetary Policy: An Overview," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 16, pages 821-850, Palgrave Macmillan.
- Gunnar Bårdsen & Ragnar Nymoen, 2009. "Macroeconometric Modeling for Policy," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 17, pages 851-916, Palgrave Macmillan.
- S. G. B. Henry, 2009. "Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 18, pages 917-948, Palgrave Macmillan.
- George Dotsis & Raphael N. Markellos & Terence C. Mills, 2009. "Estimation of Continuous-Time Stochastic Volatility Models," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 19, pages 951-971, Palgrave Macmillan.
- J. Carlos Escanciano & Ignacio N. Lobato, 2009. "Testing the Martingale Hypothesis," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 20, pages 972-1003, Palgrave Macmillan.
- Ruey S. Tsay, 2009. "Autoregressive Conditional Duration Models," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 21, pages 1004-1024, Palgrave Macmillan.
- Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2009. "The Econometrics of Exchange Rates," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 22, pages 1025-1083, Palgrave Macmillan.
- Steven N. Durlauf & Paul A. Johnson & Jonathan R. W. Temple, 2009. "The Econometrics of Convergence," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 23, pages 1087-1118, Palgrave Macmillan.
- Steven N. Durlauf & Paul A. Johnson & Jonathan R. W. Temple, 2009. "The Methods of Growth Econometrics," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 24, pages 1119-1179, Palgrave Macmillan.
- Thorsten Beck, 2009. "The Econometrics of Finance and Growth," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 25, pages 1180-1209, Palgrave Macmillan.
- Luc Anselin & Nancy Lozano-Gracia, 2009. "Spatial Hedonic Models," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 26, pages 1213-1250, Palgrave Macmillan.
- Sergio J. Rey & Julie Gallo, 2009. "Spatial Analysis of Economic Convergence," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 27, pages 1251-1290, Palgrave Macmillan.
- B. D. McCullough, 2009. "Testing Econometric Software," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 28, pages 1293-1320, Palgrave Macmillan.
- Marius Ooms, 2009. "Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 29, pages 1321-1348, Palgrave Macmillan.
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