Contributions to Modern Econometrics

From Data Analysis to Economic Policy

  • Ingo Klein
  • Stefan Mittnik

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 4)

Table of contents

  1. Front Matter
    Pages i-x
  2. Takeshi Amemiya, Dongseok Kim
    Pages 1-8
  3. Karen Cabos, Hans-Jürgen Krupp
    Pages 9-22
  4. Kai Carstensen, Marc S. Paolella
    Pages 23-38
  5. Toker Doganoglu, Stefan Mittnik, Svetlozar Rachev
    Pages 51-64
  6. Reinhard Hujer, Dubravko Radić
    Pages 65-86
  7. Ingo Klein, Matthias Fischer
    Pages 119-134
  8. Karsten Kohn, Martin Missong
    Pages 135-150
  9. Markku Lanne, Helmut Lütkepohl, Pentti Saikkonen
    Pages 151-167

About this book

Introduction

The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ­ omy which adhered c10sely to the traditions put forth by the Cowles commission.

Keywords

Analysis Euro Investment Median Statistical Methods best fit data analysis econometrics modeling

Editors and affiliations

  • Ingo Klein
    • 1
  • Stefan Mittnik
    • 2
  1. 1.University of Erlangen-NurembergGermany
  2. 2.University of Kiel and Center of Financial StudiesFrankfurtGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-3602-1
  • Copyright Information Springer-Verlag US 2002
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-5331-5
  • Online ISBN 978-1-4757-3602-1
  • Series Print ISSN 1566-0419
  • About this book