Advertisement

Palgrave Handbook of Econometrics

Volume 2: Applied Econometrics

  • Terence C. Mills
  • Kerry Patterson

Table of contents

  1. Front Matter
    Pages i-xxxiii
  2. The Methodology and Philosophy of Applied Econometrics

  3. Forecasting

    1. Front Matter
      Pages 167-167
    2. Michael P. Clements, David I. Harvey
      Pages 169-198
    3. Stephen G. Hall, James Mitchell
      Pages 199-239
  4. Time Series Applications

    1. Front Matter
      Pages 241-241
    2. D. S. G. Pollock
      Pages 243-307
    3. Joe Cardinale, Larry W. Taylor
      Pages 308-348
  5. Cross-section and Panel Data Applications

    1. Front Matter
      Pages 471-471
    2. William Greene
      Pages 473-556
    3. Anindya Banerjee, Martin Wagner
      Pages 632-726
  6. Microeconometrics

    1. Front Matter
      Pages 727-727
    2. David T. Jacho-Chávez, Pravin K. Trivedi
      Pages 775-817
  7. Applications of Econometrics to Economic Policy

    1. Front Matter
      Pages 819-819
    2. Carlo A. Favero
      Pages 821-850
    3. Gunnar Bårdsen, Ragnar Nymoen
      Pages 851-916
  8. Applications to Financial Econometrics

    1. Front Matter
      Pages 949-949
    2. George Dotsis, Raphael N. Markellos, Terence C. Mills
      Pages 951-971
    3. J. Carlos Escanciano, Ignacio N. Lobato
      Pages 972-1003
    4. Ruey S. Tsay
      Pages 1004-1024
    5. Efthymios G. Pavlidis, Ivan Paya, David A. Peel
      Pages 1025-1083
  9. Growth/Development Econometrics

    1. Front Matter
      Pages 1085-1085
    2. Steven N. Durlauf, Paul A. Johnson, Jonathan R. W. Temple
      Pages 1087-1118
    3. Steven N. Durlauf, Paul A. Johnson, Jonathan R. W. Temple
      Pages 1119-1179
    4. Thorsten Beck
      Pages 1180-1209
  10. Spatial Econometrics

    1. Front Matter
      Pages 1211-1211
    2. Luc Anselin, Nancy Lozano-Gracia
      Pages 1213-1250
    3. Sergio J. Rey, Julie Le Gallo
      Pages 1251-1290
  11. Applied Econometrics and Computing

  12. Back Matter
    Pages 1349-1388

About this book

Introduction

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Keywords

cointegration econometrics economic policy growth Inflation methods modeling monetary policy panel data regression spatial econometrics statistics time series unemployment volatility

Editors and affiliations

  • Terence C. Mills
    • 1
  • Kerry Patterson
    • 2
  1. 1.Loughborough UniversityUK
  2. 2.University of ReadingUK

Bibliographic information