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  1. The methodology and practice of econometrics
    a festschrift in honour of David F. Hendry
    Autor*in:
    Erschienen: 2009
    Verlag:  Oxford University Press, Oxford

    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... mehr

    Standort:
    Hochschulbibliothek Friedensau
    Signatur:
    Online-Ressource
    Fernleihe:
    keine Fernleihe
    Link zum Verbundkatalog:
    Gemeinsamer Bibliotheksverbund (GBV)

     

    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 methodologyof econometrics. Central themes of the book include dynamic modelling and the properties of time series data, mode

     
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    Volltext (Connect to MyiLibrary resource)
    Quelle: Verbundkataloge
    Beteiligt: Hendry, David F.; Castle, Jennifer; Shephard, Neil
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 1282268074; 0199237190; 9781282268074; 9780199237197
    RVK Klassifikation: QH 300
    Schlagworte: Econometric models; Econometrics
    Umfang: Online-Ressource (xii, 451 p), ill, 24 cm
    Bemerkung(en):

    Includes bibliographical references and index

    Preface; Contents; List of Contributors; 1. An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator; 2. Empirical Identification of the Vector Autoregression: The Causes and Effects of US M2; 3. Retrospective Estimation of Causal Effects Through Time; 4. Autometrics; 5. High Dimension Dynamic Correlations; 6. Pitfalls in Modelling Dependence Structures: Explorations with Copulas; 7. Forecasting in Dynamic Factor Models Subject to Structural Instability; 8. Internal Consistency of Survey Respondents' Forecasts: Evidence Based on the Survey of Professional Forecasters

    9. Factor-augmented Error Correction Models10. In Praise of Pragmatics in Econometrics; 11. On Efficient Simulations in Dynamic Models; 12. Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results; 13. When is a Time-Series I(0)?; 14. Model Identification and Nonunique Structure; 15. Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area; 16. US Natural Rate Dynamics Reconsidered; 17. Constructive Data Mining: Modelling Argentine Broad Money Demand; Index

    Electronic reproduction; Available via World Wide Web