Contents: Introduction to the handbook of research methods and applications in empirical microeconomics / Nigar Hashimzade and Michael A. Thornton -- Part I: Econometric methods in microeconomics -- 1. Linear dynamic panel data models / Ryo Okui -- 2. Spatial autoregressive nonlinear models in r...

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...

pt. I. Properties of macroeconomic data -- pt. II. Models for macroeconomic data analysis -- pt. III. Estimation and evaluation frameworks in macroeconomics -- pt. IV. Applications I : dynamic stochastic general equilibrium models -- pt. V. Applications II : vector autoregressive models -- pt....