Macroeconometrics and Time Series Analysis
eBook - PDF

Macroeconometrics and Time Series Analysis

Steven Durlauf,L. Blume

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Macroeconometrics and Time Series Analysis

Steven Durlauf,L. Blume

Book details
Table of contents
Citations

About This Book

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

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Information

Publisher
Palgrave Macmillan
Year
2016
ISBN
9780230280830
Topic
Economia
Subtopic
Macroeconomia

Table of contents

  1. Cover
  2. Half Title
  3. Title Page
  4. Copyright Page
  5. Table of Contents
  6. List of Contributors
  7. General Preface
  8. Introduction
  9. aggregation (econometrics)
  10. ARCH models
  11. Bayesian methods in macroeconometrics
  12. Bayesian time series analysis
  13. central limit theorems
  14. cointegration
  15. continuous and discrete time models
  16. data filters
  17. equilibrium-correction models
  18. forecasting
  19. fractals
  20. functional central limit theorems
  21. generalized method of moments estimation
  22. Granger–Sims causality
  23. heteroskedasticity and autocorrelation corrections
  24. impulse response function
  25. Kalman and particle filtering
  26. law(s) of large numbers
  27. long memory models
  28. nonlinear time series analysis
  29. prediction formulas
  30. rational expectations
  31. regime switching models
  32. seasonal adjustment
  33. serial correlation and serial dependence
  34. SNP: nonparametric time series analysis
  35. spectral analysis
  36. spline functions
  37. spurious regressions
  38. state space models
  39. stochastic volatility models
  40. structrual change, econometrics of
  41. structural vector autoregressions
  42. threshold models
  43. time series analysis
  44. trend/cycle decomposition
  45. unit roots
  46. variance decomposition
  47. varying coefficient models
  48. vector autoregressions
  49. wavelets
  50. Index
Citation styles for Macroeconometrics and Time Series Analysis

APA 6 Citation

[author missing]. (2016). Macroeconometrics and Time Series Analysis ([edition unavailable]). Palgrave Macmillan UK. Retrieved from https://www.perlego.com/book/3504482/macroeconometrics-and-time-series-analysis-pdf (Original work published 2016)

Chicago Citation

[author missing]. (2016) 2016. Macroeconometrics and Time Series Analysis. [Edition unavailable]. Palgrave Macmillan UK. https://www.perlego.com/book/3504482/macroeconometrics-and-time-series-analysis-pdf.

Harvard Citation

[author missing] (2016) Macroeconometrics and Time Series Analysis. [edition unavailable]. Palgrave Macmillan UK. Available at: https://www.perlego.com/book/3504482/macroeconometrics-and-time-series-analysis-pdf (Accessed: 15 October 2022).

MLA 7 Citation

[author missing]. Macroeconometrics and Time Series Analysis. [edition unavailable]. Palgrave Macmillan UK, 2016. Web. 15 Oct. 2022.