The Methodology and Practice of Econometrics

The Methodology and Practice of Econometrics
Author :
Publisher : OUP Oxford
Total Pages : 464
Release :
ISBN-10 : 9780191553257
ISBN-13 : 0191553255
Rating : 4/5 (255 Downloads)

Book Synopsis The Methodology and Practice of Econometrics by : Jennifer Castle

Download or read book The Methodology and Practice of Econometrics written by Jennifer Castle and published by OUP Oxford. This book was released on 2009-04-30 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Methodology and Practice of Econometrics Related Books

The Methodology and Practice of Econometrics
Language: en
Pages: 464
Authors: Jennifer Castle
Categories: Business & Economics
Type: BOOK - Published: 2009-04-30 - Publisher: OUP Oxford

GET EBOOK

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
Panel Methods for Finance
Language: en
Pages: 284
Authors: Marno Verbeek
Categories: Business & Economics
Type: BOOK - Published: 2021-10-25 - Publisher: Walter de Gruyter GmbH & Co KG

GET EBOOK

Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate at
Nonparametric Econometrics
Language: en
Pages: 769
Authors: Qi Li
Categories: Business & Economics
Type: BOOK - Published: 2011-10-09 - Publisher: Princeton University Press

GET EBOOK

A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametr
Econometrics in Theory and Practice
Language: en
Pages: 574
Authors: Panchanan Das
Categories: Business & Economics
Type: BOOK - Published: 2019-09-05 - Publisher: Springer Nature

GET EBOOK

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text f
Statistics and Econometrics
Language: en
Pages: 328
Authors: Orley Ashenfelter
Categories: Business & Economics
Type: BOOK - Published: 2003 - Publisher:

GET EBOOK

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are crit