TY  - BOOK
AU  - Durlauf,Steven N.
AU  - Blume,Lawrence
TI  - Macroeconometrics and time series analysis 
SN  - 9780230238855 (pbk.)
AV  - HB172.5 .M324 2010
U1  - 339.015195 D93M 23
PY  - 2010///
CY  - Basingstoke
PB  - Palgrave Macmillan
KW  - Time-series analysis
KW  - Macroeconomics
KW  - Econometric models
KW  - Makroökonomik
KW  - stw
KW  - Ökonometrisches Makromodell
KW  - Zeitreihenanalyse
KW  - Makroökonomie
KW  - swd
KW  - Ökonometrisches Modell
KW  - Aufsatzsammlung
N1  - "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
ER  -