The methodology and practice of econometrics: a Festschrift in honour of David F. Hendry
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2009
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | XII, 451 S. graph. Darst. |
| ISBN: | 9780199237197 |
Internformat
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| 245 | 1 | 0 | |a The methodology and practice of econometrics |b a Festschrift in honour of David F. Hendry |c ed. by Jennifer L. Castle ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Oxford [u.a.] |b Oxford Univ. Press |c 2009 | |
| 300 | |a XII, 451 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturangaben | ||
| 650 | 7 | |a Econometrie |2 gtt | |
| 650 | 7 | |a Econometrische modellen |2 gtt | |
| 650 | 7 | |a Methodologie |2 gtt | |
| 650 | 4 | |a Methode | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Econometric models | |
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| 700 | 1 | |a Hendry, David F. |d 1944- |0 (DE-588)120905612 |4 hnr | |
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Datensatz im Suchindex
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Contents
Preface v
List of Contributors
xi
1.
An Analysis of the Indicator Saturation Estimator as a Robust
Regression Estimator
1
S0ren Johansen and Bent Nielsen
2.
Empirical Identification of the Vector
Autoregression:
The Causes
and Effects of US M2
37
Kevin D. Hoover,
Selva Demiralp,
and Stephen
}.
Perez
3.
Retrospective Estimation of Causal Effects Through Time
59
Halbert White and Pauline Kennedy
4.
Autometrics
88
Jürgen
Α.
Doornik
5.
High Dimension Dynamic Correlations
122
Robert F. Engle
6.
Pitfalls in Modelling Dependence Structures: Explorations
with Copulas
149
Pravin K. Trivedi and David M.
Zimmer
7.
Forecasting in Dynamic Factor Models Subject to Structural
Instability
173
fames H. Stock and Mark W.
Wätson
8.
Internal Consistency of Survey Respondents' Forecasts: Evidence
Based on the Survey of Professional Forecasters
206
Michael P. Clements
9.
Factor-augmented Error Correction Models
227
Anindya Banetfee and Massimiliano Marcellino
10.
In Praise of Pragmatics in Econometrics
255
Clive
W. J.
Granger
їх
Contents
11.
On Efficient Simulations
in Dynamic Models 268
Karìm
M. Abadir and
Paolo
Partiólo
12.
Simple
Wald
Tests
of the Fractional Integration Parameter:
An Overview of New Results
300
Juan
ƒ.
Dolado,
Jesus
Gonzalo,
and Laura Mayoral
13.
When is a Time-Series
1(0)? 322
James Davidson
14.
Model Identification and Nonunique Structure
343
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
365
Andreas Beyer and
Katarina Juselius
16.
US Natural Rate Dynamics Reconsidered
386
Gunnar Bårdsen
and
Ragnar Nymoen
17.
Constructive Data Mining: Modelling Argentine Broad
Money Demand
412
Neil R. Ericsson and Steven
B. Kamin
Index
441 |
| adam_txt |
Contents
Preface v
List of Contributors
xi
1.
An Analysis of the Indicator Saturation Estimator as a Robust
Regression Estimator
1
S0ren Johansen and Bent Nielsen
2.
Empirical Identification of the Vector
Autoregression:
The Causes
and Effects of US M2
37
Kevin D. Hoover,
Selva Demiralp,
and Stephen
}.
Perez
3.
Retrospective Estimation of Causal Effects Through Time
59
Halbert White and Pauline Kennedy
4.
Autometrics
88
Jürgen
Α.
Doornik
5.
High Dimension Dynamic Correlations
122
Robert F. Engle
6.
Pitfalls in Modelling Dependence Structures: Explorations
with Copulas
149
Pravin K. Trivedi and David M.
Zimmer
7.
Forecasting in Dynamic Factor Models Subject to Structural
Instability
173
fames H. Stock and Mark W.
Wätson
8.
Internal Consistency of Survey Respondents' Forecasts: Evidence
Based on the Survey of Professional Forecasters
206
Michael P. Clements
9.
Factor-augmented Error Correction Models
227
Anindya Banetfee and Massimiliano Marcellino
10.
In Praise of Pragmatics in Econometrics
255
Clive
W. J.
Granger
їх
Contents
11.
On Efficient Simulations
in Dynamic Models 268
Karìm
M. Abadir and
Paolo
Partiólo
12.
Simple
Wald
Tests
of the Fractional Integration Parameter:
An Overview of New Results
300
Juan
ƒ.
Dolado,
Jesus
Gonzalo,
and Laura Mayoral
13.
When is a Time-Series
1(0)? 322
James Davidson
14.
Model Identification and Nonunique Structure
343
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
365
Andreas Beyer and
Katarina Juselius
16.
US Natural Rate Dynamics Reconsidered
386
Gunnar Bårdsen
and
Ragnar Nymoen
17.
Constructive Data Mining: Modelling Argentine Broad
Money Demand
412
Neil R. Ericsson and Steven
B. Kamin
Index
441 |
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| id | DE-604.BV035016219 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:45:28Z |
| indexdate | 2024-09-23T12:21:19Z |
| institution | BVB |
| isbn | 9780199237197 |
| language | English |
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| spelling | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry ed. by Jennifer L. Castle ... 1. publ. Oxford [u.a.] Oxford Univ. Press 2009 XII, 451 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Econometrie gtt Econometrische modellen gtt Methodologie gtt Methode Ökonometrisches Modell Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content (DE-588)1071861417 Konferenzschrift 2007 Oxford gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Castle, Jennifer 1979- Sonstige (DE-588)138301514 oth Hendry, David F. 1944- (DE-588)120905612 hnr Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016685383&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry Econometrie gtt Econometrische modellen gtt Methodologie gtt Methode Ökonometrisches Modell Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4016928-5 (DE-588)1071861417 |
| title | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry |
| title_auth | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry |
| title_exact_search | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry |
| title_exact_search_txtP | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry |
| title_full | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry ed. by Jennifer L. Castle ... |
| title_fullStr | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry ed. by Jennifer L. Castle ... |
| title_full_unstemmed | The methodology and practice of econometrics a Festschrift in honour of David F. Hendry ed. by Jennifer L. Castle ... |
| title_short | The methodology and practice of econometrics |
| title_sort | the methodology and practice of econometrics a festschrift in honour of david f hendry |
| title_sub | a Festschrift in honour of David F. Hendry |
| topic | Econometrie gtt Econometrische modellen gtt Methodologie gtt Methode Ökonometrisches Modell Econometric models Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrie Econometrische modellen Methodologie Methode Ökonometrisches Modell Econometric models Econometrics Ökonometrie Festschrift Konferenzschrift 2007 Oxford |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016685383&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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