Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics (Palgrave Handbook of Econometrics (Paperback))

Following the seminal Palgrave Handbook of Econometrics: Volume I, this second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing. Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics Palgrave Handbooks Of Econometrics Comprises 'landmark' Essays By The World's Leading Scholars And Provides Authoritative Guidance In Key Areas Of Econometrics. With Definitive Contributions On The Subject, The Handbook Is An Essential Source For Reference For Professional Econometricians, Economists, Researchers And Students. Following The Successful Palgrave Handbook Of Econometrics: Volume 1, This Second Volume Brings Together Leading Academics Working In Econometrics Today And Explores Applied Econometrics. Volume 2 Contains Contributions On Subjects Including Growth/development Econometrics, Computing, Microeconomics, Macroeconomics, Finance, Spatial And Urban Economics And International Economics. The Methodology Of Empirical Econometric Modelling: Applied Econometrics Through The Looking-glass / D.f. Hendry -- How Much Structure In Empirical Models? / F. Canova -- Introductory Remarks On Metastatistics For The Practically Minded Non-bayesian Regression Runner / J. Dinardo -- Forecast Combination And Encompassing / M.p. Clements And D.i. Harvey -- Recent Developments In Density Forecasting / S.g. Hall And J. Mitchell -- Investigating Economic Trends And Cycles / D.s.g. Pollock -- Economic Cycles: Assymetries, Persistence, And Synchronization / J. Cardinale And L.w. Taylor -- The Ppp Puzzle: What The Data Tell When Allowed To Speak Freely / K. Juselius -- Structural Time Series Models For Business Cycle Analysis / T. Proietti -- Fractional Integration And Cointegration: An Overview And An Empirical Application / L.a. Gil-alana And J. Hualde -- Panel Data Methods And Applications To Health Economics / A.m. Jones --^ Panel Methods To Test For Unit Roots And Cointegration / A. Banerjee And M. Wagner -- Microeconometrics: Current Methods And Some Recent Developments / A.c. Cameron -- Computational Considerations In Empirical Microeconometrics: Selected Examples / D.t. Jacho-chavez And P.k. Trivedi -- The Econometrics Of Monetary Policy: An Overview / C.a. Favero -- Macroeconometric Modelling For Policy / G. Brdsen And R. Nymoen -- Monetary Policy, Beliefs, Unemployment And Inflation: Evidence From The Uk / S.g.b. Henry -- Estimation Of Continuous-time Stochastic Volatility Models / G. Dotsis, R.n. Markellos And T.c. Mills -- Testing The Martingale Hypothesis / J.c. Escanciano And I.n. Lobato -- Autoregressive Conditional Duration Models / R. Tsay -- The Econometrics Of Exchange Rates / E.g. Pavlidis, I. Paya And D.a. Peel -- The Econometrics Of Convergence / S.n. Durlauf, P.a. Johnson And J.r.w. Temple -- The Methods Of Growth Econometrics / S.n. Durlauf, P.a. Johnson And J.r.w. Temple --^ The Econometrics Of Finance And Growth / T. Beck -- Spatial Hedonic Models / L. Anselin And N. Lozano-gracia -- Spatial Analysis Of Economic Convergence / S.j. Rey And J. Le Gallo -- Testing Econometric Software / B.d. Mccullough -- Trends In Applied Econometrics Software Development 1985-2008 / M. Ooms. Edited By Terence C. Mills And Kerry Patterson. Includes Bibliographical References And Indexes. Front Matter....Pages i-xxxiii Front Matter....Pages 1-1 The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass....Pages 3-67 How much Structure in Empirical Models?....Pages 68-97 Introductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner....Pages 98-165 Front Matter....Pages 167-167 Forecast Combination and Encompassing....Pages 169-198 Recent Developments in Density Forecasting....Pages 199-239 Front Matter....Pages 241-241 Investigating Economic Trends and Cycles....Pages 243-307 Economic Cycles: Asymmetries, Persistence, and Synchronization....Pages 308-348 The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely....Pages 349-384 Structural Time Series Models for Business Cycle Analysis....Pages 385-433 Fractional Integration and Cointegration: An Overview and an Empirical Application....Pages 434-469 Front Matter....Pages 471-471 Discrete Choice Modeling....Pages 473-556 Panel Data Methods and Applications to Health Economics....Pages 557-631 Panel Methods to Test for Unit Roots and Cointegration....Pages 632-726 Front Matter....Pages 727-727 Microeconometrics: Current Methods and Some Recent Developments....Pages 729-774 Computational Considerations in Empirical Microeconometrics: Selected Examples....Pages 775-817 Front Matter....Pages 819-819 The Econometrics of Monetary Policy: An Overview....Pages 821-850 Macroeconometric Modeling for Policy....Pages 851-916 Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK....Pages 917-948 Front Matter....Pages 949-949 Estimation of Continuous-Time Stochastic Volatility Models....Pages 951-971 Testing the Martingale Hypothesis....Pages 972-1003 Front Matter....Pages 949-949 Autoregressive Conditional Duration Models....Pages 1004-1024 The Econometrics of Exchange Rates....Pages 1025-1083 Front Matter....Pages 1085-1085 The Econometrics of Convergence....Pages 1087-1118 The Methods of Growth Econometrics....Pages 1119-1179 The Econometrics of Finance and Growth....Pages 1180-1209 Front Matter....Pages 1211-1211 Spatial Hedonic Models....Pages 1213-1250 Spatial Analysis of Economic Convergence....Pages 1251-1290 Front Matter....Pages 1291-1291 Testing Econometric Software....Pages 1293-1320 Trends in Applied Econometrics Software Development 1985–2008: An Analysis of Journal of Applied Econometrics Research Articles, Software Reviews, Data and Code....Pages 1321-1348 Back Matter....Pages 1349-1388