Palgrave Handbook of Econometrics

PART I: THE METHODOLOGY AND PHILOSOPHY OF APPLIED ECONOMETRICSThe Methodology of Empirical Econometric Modelling: Applied Econometrics Through the Looking-Glass; D.F.HendryHow Much Structure in Empirical Models?; F.CanovaIntroductory Remarks on Metastatistics for the Practically Minded Non-Bayesian Regression Runner; J.DiNardoPART II: FORECASTING Forecast Combination and Encompassing; M.P.Clements& D.I.HarveyRecent Developments in Density Forecasting; S.G.Hall & J.MitchellPART III: TIME SERIES APPLICATIONSInvestigating Economic Trends and Cycles; D.S.G.PollockEconomic Cycles: Assymetries, Persistence, and Synchronization; J.Cardinale& L.W.TaylorThe PPP Puzzle: What the Data Tell When Allowed to Speak Freely; K.JuseliusStructural Time Series Models for Business Cycle Analysis; T.ProiettiFractional Integration and Cointegration: An Overview and an Empirical Application; L.A.Gil-Alana & J.HualdePART IV: CROSS-SECTION AND PANEL DATA APPLICATIONSDiscrete Choice Modelling; W.GreenePanel Data Methods and Applications to Health Economics; A.M.JonesPanel Methods to Test for Unit Roots and Cointegration; A.Banerjee & M.Wagner PART V: MICROECONOMETRICS Microeconometrics: Current Methods and Some Recent Developments; A.C.Cameron Computational Considerations in Empirical Microeconometrics: Selected Examples; D.T.Jacho-Chávez& P.K.TrivediPART VI: APPLICATIONS OF ECONOMETRICS TO ECONOMIC POLICY The Econometrics of Monetary Policy: An Overview; C.A.FaveroMacroeconometric Modelling for Policy; G.Bårdsen & R.Nymoen Monetary Policy, Beliefs, Unemployment and Inflation: Evidence from the UK; S.G.B.HenryPART VII: APPLICATIONS TO FINANCIAL ECONOMETRICS Estimation of Continuous-Time Stochastic Volatility Models; G.Dotsis, R.N.Markellos & T.C.MillsTesting the Martingale Hypothesis; J.C.Escanciano & I.N.LobatoAutoregressive Conditional Duration Models; R.TsayThe Econometrics of Exchange Rates; E.G.Pavlidis, I.Paya & D.A.PeelPART VIII: GROWTH/DEVELOPMENT ECONOMETRICS The Econometrics of

TERENCE C. MILLS Professor of Applied Statistics and Econometrics at Loughborough University, UK.

KERRY PATTERSON Professor of Econometrics at University of Reading, UK.TERENCE C. MILLS Professor of Applied Statistics and Econometrics at Loughborough University, UK.

KERRY PATTERSON Professor of Econometrics at University of Reading, UK.