MARC details
| 000 -LEADER |
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| fixed length control field |
04260cam a2200337 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
CUTN |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20241123141630.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
090106s2009 enka b 011 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780199237197 (acidfree paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0199237190 (acidfree paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780198743781 |
| 041 ## - LANGUAGE CODE |
|---|
| Language |
English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015 |
| Edition number |
22 |
| Item number |
CAS |
| 245 04 - TITLE STATEMENT |
|---|
| Title |
The methodology and practice of econometrics : |
| Remainder of title |
a festschrift in honour of David F. Hendry / |
| Statement of responsibility, etc |
edited by Jennifer L. Castle and Neil Shephard. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Oxford ; |
| -- |
New York : |
| Name of publisher, distributor, etc |
Oxford University Press, |
| Date of publication, distribution, etc |
2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 451 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Title |
1:An analysis of the indicator saturation estimator as a robust regression estimator, Søren Johansen and Bent Nielsen<br/>2:Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2, Kevin D. Hoover, lva Demiralp, and Stephen J. Perez<br/>3:Retrospective Estimation of Causal Effects Through Time, Halbert White and Pauline Kennedy<br/>4:Autometrics, Jurgen A. Doornik<br/>5:High Dimenson Dynamic Correlations, Robert F. Engle<br/>6:Pitfalls in Modeling Dependence Structures: Explorations with Copulas, Pravin K. Trivedi and David M. Zimmer<br/>7:Forecasting in Dynamic Factor Models Subject to Structural Instability, James H. Stock and Mark W. Watson<br/>8:Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters, Michael P. Clements<br/>9:Factor-augmented Error Correction Models, Anindya Banerjee and Massimiliano Marcellino<br/>10:In Praise Of Pragmatic In Econometrics, Clive W. J. Granger<br/>11:On Efficient Simulations In Dynamic Models, Karim M. Abadir and Paolo Paruolo<br/>12:Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results, Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral<br/>13:When is a Time Series I(0)?, James Davidson<br/>14:Model Identification and Non-unique Structure, David F. Hendry, Maozu Lu, and Grayham E. Mizon<br/>15:Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area, Andreas Beyer and Katarina Juselius<br/>16:U.S. natural rate dynamics reconsidered, Gunnar Bårdsen and Ragnar Nymoen<br/>17:Constructive Data Mining: Modeling Argentine Broad Money Demand, Neil R. Ericsson and Steven B. Kamin |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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.<br/><br/>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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometric models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hendry, David F. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Castle, Jennifer, |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shephard, Neil. |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/toc/fy1001/2008055210.html">http://www.loc.gov/catdir/toc/fy1001/2008055210.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
General Books |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Dates associated with a name |
1979- |
| 856 41 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents only |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
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| a |
7 |
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cbc |
| c |
orignew |
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20 |
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y-gencatlg |
