000			04260cam a2200337 a 4500
003			CUTN
005			20241123141630.0
008			090106s2009 enka b 011 0 eng
020			_a9780199237197 (acidfree paper)
020			_a0199237190 (acidfree paper)
020			_a9780198743781
041			_aEnglish
082	0	0	_a330.015 _222 _bCAS
245	0	4	_aThe methodology and practice of econometrics : _ba festschrift in honour of David F. Hendry / _cedited by Jennifer L. Castle and Neil Shephard.
260			_aOxford ; _aNew York : _bOxford University Press, _c2009.
300			_axii, 451 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references and index.
505			_t1:An analysis of the indicator saturation estimator as a robust regression estimator, Søren Johansen and Bent Nielsen 2:Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2, Kevin D. Hoover, lva Demiralp, and Stephen J. Perez 3:Retrospective Estimation of Causal Effects Through Time, Halbert White and Pauline Kennedy 4:Autometrics, Jurgen A. Doornik 5:High Dimenson Dynamic Correlations, Robert F. Engle 6:Pitfalls in Modeling Dependence Structures: Explorations with Copulas, Pravin K. Trivedi and David M. Zimmer 7:Forecasting in Dynamic Factor Models Subject to Structural Instability, James H. Stock and Mark W. Watson 8:Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters, Michael P. Clements 9:Factor-augmented Error Correction Models, Anindya Banerjee and Massimiliano Marcellino 10:In Praise Of Pragmatic In Econometrics, Clive W. J. Granger 11:On Efficient Simulations In Dynamic Models, Karim M. Abadir and Paolo Paruolo 12:Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results, Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral 13:When is a Time Series I(0)?, James Davidson 14:Model Identification and Non-unique Structure, David F. Hendry, Maozu Lu, and Grayham E. Mizon 15:Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area, Andreas Beyer and Katarina Juselius 16:U.S. natural rate dynamics reconsidered, Gunnar Bårdsen and Ragnar Nymoen 17:Constructive Data Mining: Modeling Argentine Broad Money Demand, Neil R. Ericsson and Steven B. Kamin
520			_aDavid 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.
650		0	_aEconometrics.
650		0	_aEconometric models.
700	1		_aHendry, David F.
700	1		_aCastle, Jennifer,
700	1		_aShephard, Neil.
700	1		_d1979-
856	4	1	_uhttp://www.loc.gov/catdir/toc/fy1001/2008055210.html
856	4	1	_3Table of contents only
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBOOKS
999			_c43857 _d43857