Macroeconometrics and time series analysis / edited by Steven N. Durlauf, Lawrence E. Blume.

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Bibliographic Details
Other Authors: Durlauf, Steven N. (Editor), Blume, Lawrence (Editor)
Format: Book
Language:English
Published: Basingstoke : Palgrave Macmillan, 2010.
Series:New Palgrave economics collection.
Subjects:

MARC

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245 0 0 |a Macroeconometrics and time series analysis /  |c edited by Steven N. Durlauf, Lawrence E. Blume. 
264 1 |a Basingstoke :  |b Palgrave Macmillan,  |c 2010. 
300 |a viii, 406 pages :  |b illustrations ;  |c 25 cm. 
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490 1 |a The new Palgrave economics collection 
500 |a "All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso. 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
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650 0 |a Macroeconomics  |x Econometric models  |9 796113 
700 1 |a Durlauf, Steven N.,  |e editor.  |9 1059595 
700 1 |a Blume, Lawrence,  |e editor.  |9 1030720 
730 0 |a New Palgrave dictionary of economics.  |s 2nd ed. 
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