{"product_id":"models-methods-and-applications-of-econometrics-hardback-9781557861108","title":"Models, Methods and Applications of Econometrics (Hardback) 9781557861108","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eModels, Methods and Applications of Econometrics\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eGreer Phillips (Author), Peter C. B. Phillips (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781557861108, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 4 March 1993\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e420 pages\u003cbr\u003e24.3 x 16.6 x 2.9 cm, 0.737 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThe 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.\u003cbr\u003e \u003cp\u003eThe 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.\u003cbr\u003e \u003c\/p\u003e \u003cp\u003eThe volume is dedicated to A. R. Bergstrom and contains a review of his research in these various fields and his essay, \u003ci\u003eWhat is Econometrics?\u003c\/i\u003e\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eList of Contributors vii \u003cp\u003ePreface viii\u003c\/p\u003e \u003cp\u003eAcknowledgments ix\u003c\/p\u003e \u003cp\u003e\u003cb\u003eAnnouncement\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eThe A. R. Bergstrom Prize in Econometrics\u003cbr\u003e\u003ci\u003eV. B. Hall and P. C. B. Phillips\u003c\/i\u003e xi\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart I: The Contributions of A. R. Bergstrom to Econometrics\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1. Rex Bergstrom's Career and Research 3 \u003cbr\u003e\u003ci\u003ePeter C. B. Phillips\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e2. What is Econometrics? 9\u003cbr\u003e\u003ci\u003eA. R. Bergstrom\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e3. The ET Interview: A. R. Bergstrom 12\u003cbr\u003e\u003ci\u003eInterviewed by Peter C. B. Phillips\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e4. The Publications of A. R. Bergstrom 32\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II: Continuous-Time Models\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5. Forecasting with Continuous-Time and Discrete-Time Series Models: An Empirical Comparison 37 \u003cbr\u003e\u003cb\u003eMarcus J. Chambers\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6. Estimation, Smoothing, Interpolation, and Distribution for Structural Time-Series Models in Continuous Time 55\u003cbr\u003e\u003ci\u003eA. C. Harvey and James H. Stock\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e7. Continuous-Time Models in Econometrics: Closed and Open Systems, Stocks and Flows 71\u003cbr\u003e\u003ci\u003ePeter M. Robinson\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e8. Estimation of Nonlinear Continuous-Time Models from Discrete Data 91\u003cbr\u003e\u003ci\u003eClifford R. Wymer\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III: Finite-Sample Theory\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9. Some Further Exact Results for Structural Equation Estimators 117\u003cbr\u003e\u003ci\u003eGrant H. Hillier and Christopher L. Skeels\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e10. Operational Algebra and Regression t-Tests 140\u003cbr\u003e\u003ci\u003ePeter C. B. Phillips\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e11. Multiple Comparisons Emphasizing Incremental Effects 153\u003cbr\u003e\u003ci\u003eJ. Richmond\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e12. Some Alternatives to the Edgeworth Approximation for Econometric Statistics 165\u003cbr\u003e\u003ci\u003eJ. D. Sargan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e13. The Finite-Sample Properties of Cointegration Estimators with Applications to Testing 176\u003cbr\u003e\u003ci\u003eGlenn Ellison and Stephen E. Satchell\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart IV: Dynamic Econometric Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e14. Reference Cycles in the Time and Frequency Domains: Duality Aspects of the Business Cycle 201 \u003cbr\u003e\u003ci\u003eRoger J. Bowden and Vance L. Martin\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e15. Estimating Linear Quadratic Models with Integrated Processes 220 \u003cbr\u003e\u003ci\u003eAllan W. Gregory, Adrian R. Pagan and Gregor W. Smith\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e16. Reducing Parameter Numbers in Econometric Modeling 240 \u003cbr\u003e\u003ci\u003eE. J. Hannan\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e17. Semiparametric Efficiency Bounds for Linear Time-Series Models 253\u003cbr\u003e\u003ci\u003eLars P. Hansen\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e18. Evaluating Dynamic Econometric Models by Encompassing the VAR 272\u003cbr\u003e\u003ci\u003eDavid F. Hendry and Grayham E. Mizon\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e19. Empirical Implications of Arbitrage-free Asset Markets 301\u003cbr\u003e\u003ci\u003eS. Maheswaran and Christopher A. Sims\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e20. Rational Expectations and Integrated Variables 317\u003cbr\u003e\u003ci\u003eMichael R. Wickens\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart V: Empirical Applications\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e21. The Stochastic Behavior of Mineral-Commodity Prices 339\u003cbr\u003e\u003ci\u003eTerence D. Agbeyegbe\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e22. Continuous-Time Econometric Modeling and the Issue of Capital Liberalization 354\u003cbr\u003e\u003ci\u003eGiancarlo Gandolfo and Pier Carlo Padoan\u003c\/i\u003e \u003cbr\u003e\u003cbr\u003e23. Economies of Scale in the New Zealand Electricity Distribution Industry 370\u003cbr\u003e\u003ci\u003eDavid E. A. Giles and Nicolas S. Wyatt\u003c\/i\u003e \u003cbr\u003e\u003cbr\u003e24. Long-run Equilibrium Estimation and Inference: A Nonparametric Application 383\u003cbr\u003e\u003ci\u003eV. B. Hall and R. G. Trevor\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eIndex 403\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Economics [\u003ca title=\"See our other books on Economics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Economics%20%5BKC%5D%22\"\u003eKC\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Blackwell","offers":[{"title":"Brand New","offer_id":52441820659992,"sku":"9781557861108","price":55.55,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781557861108.jpg?v=1785027366","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/models-methods-and-applications-of-econometrics-hardback-9781557861108","provider":"Freshly Printed Books","version":"1.0","type":"link"}