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Models, Methods and Applications of Econometrics

Models, Methods and Applications of Econometrics (Hardback)

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The twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists, econometricians, modelers and statisticians. The volume will be of wide interest to all those concernedd with modelling, forecasting and other applications of econometrics. The volume is divided into five parts according to separate themes of research that include continuoustime modelling, finite sample theory, dynamic econometric modeling, and empirical applications in macroeconomics, industry and finance. The essays make methodological, empirical and theoretical advances in each of these fields, including many recent topics of intense research such as nonlinear modeling, parameter parsimony, business cycles, Euler equation methodology, rational expectations, vector autoregressions, cointegrated systems, unit roots and semiparametric models. The volume is dedicated to A. R. Bergstrom and contains a review of his research in these various fields and his essay, What is Econometrics?

BusinessEconomicsBehavioural economicsBusinessEconomicsEconometricsBusinessEconomicsEconomic systems & structuresBusinessEconomicsEconomic theory & philosophyBusinessEconomicsHealth economicsBusinessEconomicsPolitical economyBusinessEconomicsWelfare economics Publisher: John Wiley and Sons Ltd Publication Date: 04/03/1993 ISBN-13: 9781557861108  Details: Type: Hardback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

Peter C. B. Phillips was educated in New Zealand and gained his Ph.D. from the University of London in 1974. He taught economics at the University of Essex (1972--6) and the University of Birmingham (1976--9) before moving to Yale University in 1979 where he is now Sterling Professor of Economics and Professor of Statistics. He is the founding editor of the journal, Econometric Theory, and a fellow of the Econometric Society, the Japan society for the Promotion of Science and the Guggenheim Foundataion. His present research interests are in time series, Bayesian analysis and empirical macroeconomics.

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