Macroeconometrics and time series analysis

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By Statement edited by Steven N. Durlauf, Lawrence E. Blume
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Dewey Decimal Class 339.015195
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Isbn10 023023884X
Isbn13 9780230238848
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Languages /languages/eng
Latest Revision 1
Lc Classifications HB172.5 .M324 2010
Lccn 2012392923
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Notes "All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso. Includes bibliographical references and index.
Number Of Pages 406
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Oclc Numbers 429023945
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Other Titles New Palgrave dictionary of economics. 2nd ed.
Pagination viii, 406 p. :
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Publish Country enk
Publish Date 2010
Publish Places Basingstoke
Publishers Palgrave Macmillan
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Revision 1
Series The new Palgrave economics collection
Source Records marc:marc_loc_updates/v40.i23.records.utf8:20556256:3727
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Subjects Macroeconomics
Econometric models
├ľkonometrisches Makromodell
Time-series analysis
├ľkonometrisches Modell
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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 L├╝tkepohl
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 / Jes├║s Fern├índez-Villaverde and Juan F. Rubio-Ram├şrez
Threshold models / Timo Ter├Ąsvirta
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 L├╝tkepohl
Varying coefficient models / Andros Kourtellos and Thanasis Stengos
Vector autoregressions / Tao Zha
Wavelets / James B. Ramsey.
Title Macroeconometrics and time series analysis
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Additional Info

Macroeconometrics and time series analysis
Authors Steven N. Durlauf
Lawrence E. Blume
Average Rating -
Categories Business & Economics
Content Version preview-1.0.0
Description Following the recent publication of the award winning and much acclaimed The New Palgrave Dictionary of Economics, second edition which brings together Nobel Prize winners and the brightest young scholars to survey the discipline, we are pleased to announce The New Palgrave Economics Collection. Due to demand from the economics community these books address key subject areas within the field. Each title is comprised of specially selected articles from the Dictionary and covers a fundamental theme within the discipline. All of the articles have been specifically chosen by the editors of the Dictionary, Steven N.Durlauf and Lawrence E.Blume and are written by leading practitioners in the field. The Collections provide the reader with easy to access information on complex and important subject areas, and allow individual scholars and students to have their own personal reference copy.
Language en
Maturity Rating NOT_MATURE
Page Count 368
Print Type BOOK
Published Date 2009-12-15
Publisher Palgrave Macmillan
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Subtitle -
Title Macroeconometrics and Time Series Analysis

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