Models, Methods, and Applications of Econometrics: Essays in Honor of A.R. Bergstrom - Couverture rigide

Phillips, Greer; Phillips, Peter C. B.

 
9781557861108: Models, Methods, and Applications of Econometrics: Essays in Honor of A.R. Bergstrom
Couverture rigide
ISBN 10 : 1557861102 ISBN 13 : 9781557861108
Editeur : Wiley-Blackwell, 1993

Synopsis

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?

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

À propos de l?auteur

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.

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

Éditeur
Wiley-Blackwell
Date d'édition
1993
Langue
anglais
ISBN 10 
1557861102
ISBN 13 
9781557861108
Reliure
Relié
Nombre de pages
420
Coordonnées du fabricant
non disponible
Personne responsable
non disponible