Macroeconometrics and time series analysis
ed. by Steven N. Durlauf ...
| Year of publication: |
2010 ; 1. publ.
|
|---|---|
| Other Persons: | Durlauf, Steven N. (ed.) |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Makroökonomik | Macroeconomics | Makroökonometrie | Macroeconometrics | Zeitreihenanalyse | Time series analysis | Makroökonomie | Ökonometrisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [gbv.de] |
| Extent: | VIII, 406 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Enth. zahlr. Beitr. 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. Erscheint: 01. November 2009 |
| ISBN: | 978-0-230-23884-8 ; 0-230-23884-X ; 978-0-230-23885-5 ; 0-230-23885-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003866235