Image from Google Jackets

Macroeconometrics and time series analysis edited by Steven N. Durlauf, Lawrence E. Blume.

Contributor(s): Series: The new Palgrave economics collectionPublication details: Basingstoke : Palgrave Macmillan, 2010.Description: viii, 406 p. : ill. ; 24 cmISBN:
  • 9780230238855 (pbk.)
Uniform titles:
  • New Palgrave dictionary of economics. 2nd ed.
Subject(s): Genre/Form: DDC classification:
  • 339.015195 D93M 23
LOC classification:
  • HB172.5 .M324 2010
Other classification:
  • QH 237
Contents:
Aggregation (econometrics) / Thomas M. Stoker -- ARCH models / Oliver B. Linton -- Bayesian methods in macroeconometrics / Frank Schorfheide -- Bayesian times series analysis / Mark F.J. Steel -- Central limit theorems / Werner Ploberger -- Cointegration / Mark W. Watson -- Continuous and discrete time models / Christopher A. Sims -- Data filters / Timothy Cogley -- Equilibrium-correction models / David F. Hendry -- Forecasting / Clive W.J. Granger -- Fractals / Laurent E. Calvet -- Functional central limit theorems / Werner Ploberger -- Generalized method of moments estimation / Lars Peter Hansen -- Granger-Sims causality -- G.M. Kuersteiner -- Heteroskedasticity and autocorrelation corrections / Kenneth D. West -- Impulse response function / Helmut Lütkepohl -- Kalman and particle filtering / Jesús Fernández-Villaverde -- Law(s) of large numbers / Werner Ploberger -- Long memory models / P.M. Robinson -- Nonlinear time series analysis / Bruce Mizrach -- Prediction formulas / Charles H. Whiteman and Kurt F. Lewis -- Rational expectations / Thomas J. Sargent -- Regime switching models / James D. Hamilton -- Seasonal adjustment / Svend Hylleberg -- Serial correlation and serial dependence / Yongmiao Hong -- SNP : nonparametric time series analysis / A. Ronald Gallant -- Spectral analysis / Timothy J. Vogelsang -- Spline functions / Dale J. Poirier -- Spurious regressions / Clive W.J. Granger -- State space models / Andrew Harvey -- Stochastic volatility models / Neil Shepard -- Structural change, econometrics of / Pierre Perron -- Structural vector autoregressions / Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez -- Threshold models / Timo Teräsvirta -- Time series analysis / Francis X. Diebold, Lutz Kilian and Marc Nerlove -- Trend/cycle decomposition / Charles R. Nelson -- Unit roots / Peter C.B. Phillips -- Variance decomposition / Helmut Lütkepohl -- Varying coefficient models / Andros Kourtellos and Thanasis Stengos -- Vector autoregressions / Tao Zha -- Wavelets / James B. Ramsey.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Notes Date due Barcode
Books Books Central Library, IISER Bhopal Reference Section Reference 339.015195 D93M (Browse shelf(Opens below)) Checked out to Biswajit Patra (0296) Not For Loan Reserve 09/09/2024 10522

"All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso.

Includes bibliographical references and index.

Aggregation (econometrics) / Thomas M. Stoker -- ARCH models / Oliver B. Linton -- Bayesian methods in macroeconometrics / Frank Schorfheide -- Bayesian times series analysis / Mark F.J. Steel -- Central limit theorems / Werner Ploberger -- Cointegration / Mark W. Watson -- Continuous and discrete time models / Christopher A. Sims -- Data filters / Timothy Cogley -- Equilibrium-correction models / David F. Hendry -- Forecasting / Clive W.J. Granger -- Fractals / Laurent E. Calvet -- Functional central limit theorems / Werner Ploberger -- Generalized method of moments estimation / Lars Peter Hansen -- Granger-Sims causality -- G.M. Kuersteiner -- Heteroskedasticity and autocorrelation corrections / Kenneth D. West -- Impulse response function / Helmut Lütkepohl -- Kalman and particle filtering / Jesús Fernández-Villaverde -- Law(s) of large numbers / Werner Ploberger -- Long memory models / P.M. Robinson -- Nonlinear time series analysis / Bruce Mizrach -- Prediction formulas / Charles H. Whiteman and Kurt F. Lewis -- Rational expectations / Thomas J. Sargent -- Regime switching models / James D. Hamilton -- Seasonal adjustment / Svend Hylleberg -- Serial correlation and serial dependence / Yongmiao Hong -- SNP : nonparametric time series analysis / A. Ronald Gallant -- Spectral analysis / Timothy J. Vogelsang -- Spline functions / Dale J. Poirier -- Spurious regressions / Clive W.J. Granger -- State space models / Andrew Harvey -- Stochastic volatility models / Neil Shepard -- Structural change, econometrics of / Pierre Perron -- Structural vector autoregressions / Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez -- Threshold models / Timo Teräsvirta -- Time series analysis / Francis X. Diebold, Lutz Kilian and Marc Nerlove -- Trend/cycle decomposition / Charles R. Nelson -- Unit roots / Peter C.B. Phillips -- Variance decomposition / Helmut Lütkepohl -- Varying coefficient models / Andros Kourtellos and Thanasis Stengos -- Vector autoregressions / Tao Zha -- Wavelets / James B. Ramsey.

There are no comments on this title.

to post a comment.


Contact for Queries: skpathak@iiserb.ac.in