Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics PDF Author: T. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1385

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Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

The Palgrave Handbook of Economic Performance Analysis

The Palgrave Handbook of Economic Performance Analysis PDF Author: Thijs ten Raa
Publisher: Springer Nature
ISBN: 3030237273
Category : Business & Economics
Languages : en
Pages : 759

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Book Description
This Handbook takes an econometric approach to the foundations of economic performance analysis. The focus is on the measurement of efficiency, productivity, growth and performance. These concepts are commonly measured residually and difficult to quantify in practice. In real-life applications, efficiency and productivity estimates are often quite sensitive to the models used in the performance assessment and the methodological approaches adopted by the analysis. The Palgrave Handbook of Performance Analysis discusses the two basic techniques of performance measurement – deterministic benchmarking and stochastic benchmarking – in detail, and addresses the statistical techniques that connect them. All chapters include applications and explore topics ranging from the output/input ratio to productivity indexes and national statistics.

The Methodology and Practice of Econometrics

The Methodology and Practice of Econometrics PDF Author: Jennifer Castle
Publisher: OUP Oxford
ISBN: 0191553255
Category : Business & Economics
Languages : en
Pages : 464

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Book Description
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

Handbook of Regional Growth and Development Theories

Handbook of Regional Growth and Development Theories PDF Author: Roberta Capello
Publisher: Edward Elgar Publishing
ISBN: 1848445989
Category : Business & Economics
Languages : en
Pages : 544

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Book Description
This Handbook is essential reading for anyone with an interest in the explanation of economic growth in the space economy. . . The editors and the individual contributors are to be congratulated on producing such an important collection of review essays which is destined to become one of the definitive reference books on the subject. John McCombie, Scienze Regionali . . . offers a valuable up-to-date overview of many aspects of these important theoretical developments. Peter Wood, Environment & Planning B The book contains a wealth of leading-edge material on regional growth and development issues and provides a good historical review of the dominant mainstream theories. This Handbook will be a valuable asset to any graduate student, researcher, regional planner, or policymaker interested in regional economic issues. Laura Lamb, Review of Regional Studies Regional economics an established discipline for several decades has gone through a rapid pace of change in the past decade and several new perspectives have emerged. At the same time the methodology has shown surprising development. This volume brings together contributions looking at new pathways in regional economics, written by many well-known international scholars. The most advanced theories, measurement methods and policy issues in regional growth are given in-depth treatment. The focus here is to collect cutting-edge theories explaining regional growth and local development. The authors highlight the recent advances in theories, the normative potentialities of these theories and the cross-fertilization of ideas among regional economists and mainstream economists. Theories of regional growth and development need to be able to interpret, more than ever, the way in which regions achieve a role in the international division of labour and, more importantly, the way in which regions can maintain this role over time. Topics covered include: regional growth and development policies and measurement methods; development theories of innovation, knowledge and space, and regional production factors; and growth theories and space. This book will be a source of reference and information for both scholars and students in the area of regional economics.

Handbook of Research Methods and Applications in Empirical Macroeconomics

Handbook of Research Methods and Applications in Empirical Macroeconomics PDF Author: Nigar Hashimzade
Publisher: Edward Elgar Publishing
ISBN: 0857931024
Category : Business & Economics
Languages : en
Pages : 640

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Book Description
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Handbook of Computational Econometrics

Handbook of Computational Econometrics PDF Author: David A. Belsley
Publisher: John Wiley & Sons
ISBN: 0470748907
Category : Mathematics
Languages : en
Pages : 514

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Book Description
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics PDF Author: T. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1385

View

Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics PDF Author: Kerry Patterson
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages :

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Book Description


Palgrave Handbook of Econometrics: Econometric theory

Palgrave Handbook of Econometrics: Econometric theory PDF Author: Terence C. Mills
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages :

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Book Description


The Palgrave Handbook of Economic Performance Analysis

The Palgrave Handbook of Economic Performance Analysis PDF Author: Thijs ten Raa
Publisher: Springer Nature
ISBN: 3030237273
Category : Business & Economics
Languages : en
Pages : 759

View

Book Description
This Handbook takes an econometric approach to the foundations of economic performance analysis. The focus is on the measurement of efficiency, productivity, growth and performance. These concepts are commonly measured residually and difficult to quantify in practice. In real-life applications, efficiency and productivity estimates are often quite sensitive to the models used in the performance assessment and the methodological approaches adopted by the analysis. The Palgrave Handbook of Performance Analysis discusses the two basic techniques of performance measurement – deterministic benchmarking and stochastic benchmarking – in detail, and addresses the statistical techniques that connect them. All chapters include applications and explore topics ranging from the output/input ratio to productivity indexes and national statistics.

Palgrave Handbook of Econometrics: Forecast combination and encompassing

Palgrave Handbook of Econometrics: Forecast combination and encompassing PDF Author: Terence C. Mills
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages :

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Book Description


The Methodology and Practice of Econometrics

The Methodology and Practice of Econometrics PDF Author: Jennifer Castle
Publisher: OUP Oxford
ISBN: 0191553255
Category : Business & Economics
Languages : en
Pages : 464

View

Book Description
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

Handbook of Regional Growth and Development Theories

Handbook of Regional Growth and Development Theories PDF Author: Roberta Capello
Publisher: Edward Elgar Publishing
ISBN: 1848445989
Category : Business & Economics
Languages : en
Pages : 544

View

Book Description
This Handbook is essential reading for anyone with an interest in the explanation of economic growth in the space economy. . . The editors and the individual contributors are to be congratulated on producing such an important collection of review essays which is destined to become one of the definitive reference books on the subject. John McCombie, Scienze Regionali . . . offers a valuable up-to-date overview of many aspects of these important theoretical developments. Peter Wood, Environment & Planning B The book contains a wealth of leading-edge material on regional growth and development issues and provides a good historical review of the dominant mainstream theories. This Handbook will be a valuable asset to any graduate student, researcher, regional planner, or policymaker interested in regional economic issues. Laura Lamb, Review of Regional Studies Regional economics an established discipline for several decades has gone through a rapid pace of change in the past decade and several new perspectives have emerged. At the same time the methodology has shown surprising development. This volume brings together contributions looking at new pathways in regional economics, written by many well-known international scholars. The most advanced theories, measurement methods and policy issues in regional growth are given in-depth treatment. The focus here is to collect cutting-edge theories explaining regional growth and local development. The authors highlight the recent advances in theories, the normative potentialities of these theories and the cross-fertilization of ideas among regional economists and mainstream economists. Theories of regional growth and development need to be able to interpret, more than ever, the way in which regions achieve a role in the international division of labour and, more importantly, the way in which regions can maintain this role over time. Topics covered include: regional growth and development policies and measurement methods; development theories of innovation, knowledge and space, and regional production factors; and growth theories and space. This book will be a source of reference and information for both scholars and students in the area of regional economics.

Handbook of Research Methods and Applications in Empirical Macroeconomics

Handbook of Research Methods and Applications in Empirical Macroeconomics PDF Author: Nigar Hashimzade
Publisher: Edward Elgar Publishing
ISBN: 0857931024
Category : Business & Economics
Languages : en
Pages : 640

View

Book Description
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Handbook of Computational Econometrics

Handbook of Computational Econometrics PDF Author: David A. Belsley
Publisher: John Wiley & Sons
ISBN: 0470748907
Category : Mathematics
Languages : en
Pages : 514

View

Book Description
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.