عنوان

The methodology and practice of econometrics :

(Number (ISBN

0199237190

(Number (ISBN

9780199237197

Number

b756658

Title Proper

The methodology and practice of econometrics :

General Material Designation

[Book]

Other Title Information

a festschrift in honour of David F. Hendry /

First Statement of Responsibility

edited by Jennifer L. Castle and Neil Shephard.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Oxford University Press,

Date of Publication, Distribution, etc.

2009.

Specific Material Designation and Extent of Item

xii, 451 pages :

Other Physical Details

illustrations ;

Dimensions

24 cm

Text of Note

Includes bibliographical references and index.

Text of Note

1. Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator / Søren Johansen and Bent Nielsen -- 2. Empirical Identification of the Vector Autoregression : The Causes and Effects of US M2 / Kevin D. Hoover, Selva Demiralp and Stephen J. Perez -- 3. Retrospective Estimation of Causal Effects Through Time / Halbert White and Pauline Kennedy -- 4. Autometrics / Jurgen A. Doornik -- 5. High Dimension Dynamic Correlations / Robert F. Engle -- 6. Pitfalls in Modelling Dependence Structures : Explorations with Copulas / Pravin K. Trivedi and David M. Zimmer -- 7. Forecasting in Dynamic Factor Models Subject to Structural Instability / James H. Stock and Mark W. Watson -- 8. Internal Consistency of Survey Respondents' Forecasts : Evidence Based on the Survey of Professional Forecasters / Michael P. Clements -- 9. Factor-augmented Error Correction Models / Anindya Banerjee and Massimiliano Marcellino -- 10. In Praise of Pragmatics in Econometrics / Clive W.J. Granger -- 11. On Efficient Simulations in Dynamic Models / Karim M. Abadir and Paolo Paruolo -- 12. Simple Wald Tests of the Fractional Integration Parameter : An Overview of New Results / Juan J. Dolado, Jesus Gonzalo and Laura Mayoral -- 13. When is a Time-Series I(O)? / James Davidson -- 14. Model Identification and Nonunique Structure / David F. Hendry, Maozu Lu and Grayham E. Mizon -- 15. Does it Matter How to Measure Aggregates? : The Case of Monetary Transmission Mechanisms in the Euro Area / Andreas Beyer and Katarina Juselius -- 16. US Natural Rate Dynamics Reconsidered / Gunnar Bårdsen and Ragnar Nymoen -- 17. Constructive Data Mining : Modelling Argentine Broad Money Demand / Neil R. Ericsson and Steven B. Kamin.

0

Econometric models.

Econometrics.

Econometric models.

Econometric models.

Econometrics.

Econometrics.

Econometrie.

Econometrische modellen.

Ekonometri.

Ekonometriska modeller.

Methodologie.

Ökonometrie.

Ökonometrie.

Number

Edition

Class number

Book number

Class number

Class number

Class number

System Code

System Code

System Code

Castle, Jennifer,1979-

Hendry, David F.

Shephard, Neil.

Date of Transaction

20201204165451.0

Electronic name

[Book]

Y