Macroeconometrics and time series analysis
By: edited by Steven N. Durlauf, Lawrence E. Blume
Series: The new Palgrave economics collection
Publisher: Palgrave Macmillan
Published: 2010
Place of publication: Basingstoke
Language: eng
Number of pages: 406
ISBN-13: 9780230238848; 9780230238855
Subjects: Macroeconomics; Econometric models; Makroökonomie; Ökonometrisches Makromodell; Makroökonomik; Time-series analysis; Zeitreihenanalyse; Ökonometrisches Modell
Other titles: New Palgrave dictionary of economics. 2nd ed.
Notes: "All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso.

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