The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry - Couverture rigide

 
9780199237197: The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
Couverture rigide
ISBN 10 : 0199237190 ISBN 13 : 9780199237197
Editeur : Oxford University Press, 2009

Synopsis

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.

Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Jennifer L. Castle is a British Academy Post-doctoral Research Fellow at Nuffield College, Oxford.


Neil Shephard is Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute. He is fellow of the British Academy, Econometric Society and Nuffield College, Oxford.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Oxford University Press
Date d'édition
2009
Langue
anglais
ISBN 10 
0199237190
ISBN 13 
9780199237197
Reliure
Relié
Nombre de pages
464
Éditeur
Castle Jennifer, Shephard Neil
Coordonnées du fabricant
non disponible
Personne responsable
Ufficio Anagrafiche Messaggerie
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
20090
Italie

Autres éditions populaires du même titre

9780198743781: The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Edition présentée

ISBN 10 :  0198743785 ISBN 13 :  9780198743781
Editeur : Oxford University Press, 2015
Couverture souple