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" The methodology and practice of econometrics : "
edited by Jennifer L. Castle and Neil Shephard.
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BL
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| Record Number
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1002288
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| Doc. No
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b756658
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| Title & Author
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The methodology and practice of econometrics : : a festschrift in honour of David F. Hendry /\ edited by Jennifer L. Castle and Neil Shephard.
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| Publication Statement
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Oxford ;New York :: Oxford University Press,, 2009.
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| Page. NO
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xii, 451 pages :: illustrations ;; 24 cm
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| ISBN
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0199237190
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: 9780199237197
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Subject
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Econometric models.
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| Subject
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Econometrics.
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Econometric models.
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Econometric models.
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| Subject
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Econometrics.
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Econometrics.
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Ekonometri.
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Ekonometriska modeller.
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Ökonometrie.
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Ökonometrie.
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Econometrie.
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Econometrische modellen.
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Methodologie.
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| Dewey Classification
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330.01/5195
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| LC Classification
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HB139.M474 2009
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| NLM classification
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83.03bcl
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QB 920rvk
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QH 320rvk
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| Added Entry
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Castle, Jennifer,1979-
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Hendry, David F.
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Shephard, Neil.
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