An edition of Macroeconometrics and time series analysis (2010)

Macroeconometrics and time series analysis

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Macroeconometrics and time series analysis
Steven N. Durlauf, Lawrence Bl ...
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June 14, 2012 | History
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An edition of Macroeconometrics and time series analysis (2010)

Macroeconometrics and time series analysis

by and

  • 0 Ratings
  • 1 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Palgrave Macmillan
Language
English
Pages
406

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Subjects
Macroeconomics, Econometric models, Makroökonomie, Ökonometrisches Makromodell, Makroökonomik, Time-series analysis, Zeitreihenanalyse, Ökonometrisches Modell

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Edition Availability
Cover of: Macroeconometrics and time series analysis
Macroeconometrics and time series analysis
2010, Palgrave Macmillan
in English
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Book Details

Table of Contents

Aggregation (econometrics) / Thomas M. Stoker
ARCH models / Oliver B. Linton
Bayesian methods in macroeconometrics / Frank Schorfheide
Bayesian times series analysis / Mark F.J. Steel
Central limit theorems / Werner Ploberger
Cointegration / Mark W. Watson
Continuous and discrete time models / Christopher A. Sims
Data filters / Timothy Cogley
Equilibrium-correction models / David F. Hendry
Forecasting / Clive W.J. Granger
Fractals / Laurent E. Calvet
Functional central limit theorems / Werner Ploberger
Generalized method of moments estimation / Lars Peter Hansen
Granger-Sims causality
G.M. Kuersteiner
Heteroskedasticity and autocorrelation corrections / Kenneth D. West
Impulse response function / Helmut Lütkepohl
Kalman and particle filtering / Jesús Fernández-Villaverde
Law(s) of large numbers / Werner Ploberger
Long memory models / P.M. Robinson
Nonlinear time series analysis / Bruce Mizrach
Prediction formulas / Charles H. Whiteman and Kurt F. Lewis
Rational expectations / Thomas J. Sargent
Regime switching models / James D. Hamilton
Seasonal adjustment / Svend Hylleberg
Serial correlation and serial dependence / Yongmiao Hong
SNP : nonparametric time series analysis / A. Ronald Gallant
Spectral analysis / Timothy J. Vogelsang
Spline functions / Dale J. Poirier
Spurious regressions / Clive W.J. Granger
State space models / Andrew Harvey
Stochastic volatility models / Neil Shepard
Structural change, econometrics of / Pierre Perron
Structural vector autoregressions / Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez
Threshold models / Timo Teräsvirta
Time series analysis / Francis X. Diebold, Lutz Kilian and Marc Nerlove
Trend/cycle decomposition / Charles R. Nelson
Unit roots / Peter C.B. Phillips
Variance decomposition / Helmut Lütkepohl
Varying coefficient models / Andros Kourtellos and Thanasis Stengos
Vector autoregressions / Tao Zha
Wavelets / James B. Ramsey.

Edition Notes

"All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso.

Includes bibliographical references and index.

Published in
Basingstoke
Series
The new Palgrave economics collection
Other Titles
New Palgrave dictionary of economics. 2nd ed.

Classifications

Dewey Decimal Class
339.015195
Library of Congress
HB172.5 .M324 2010, HB172.5HB1-846.8HB13, HB71-74

The Physical Object

Pagination
viii, 406 p. :
Number of pages
406

ID Numbers

Open Library
OL25341766M
ISBN 10
023023884X, 0230238858
ISBN 13
9780230238848, 9780230238855
LCCN
2012392923
OCLC/WorldCat
429023945

Source records

Library of Congress MARC record
Better World Books record
Library of Congress MARC record
Better World Books record

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