Macroeconomics and Finance (v. 1) (Handbook of Applied Econometrics) - Hardcover

Hardcover

ISBN 10: 1557862087 ISBN 13: 9781557862082

Verlag: Blackwell Publishers, 1995

Inhaltsangabe

The first of two major surveys of the latest and most important developments in applied econometrics, "The Handbook of Applied Econometrics, Volume I: Macroeconomics" focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems. This authoritative overview of the applied work that is happening in the field makes it an essential resource for academics, researchers, graduate students and professional economists in industry and government. This volume covers econometric issues involved in a variety of applied macroeconomic problems: the source of the stochastic structure of economic models, especially the role of expectations; the stochastic properties of economic data and the implications for modeling, estimation and testing; the role of economic theory in model building and the relation between statistical models and economic theory; equilibrium and disequilibrium models.

Über diesen Titel

Über die Autorin bzw. den Autor

Hashem Pesaran is Professor of Economics at the University of Cambridge and a Professorial Fellow of Trinity College, Cambridge. He has published widely in econometrics and empirical macroeconomics.

Mike Wickens is currently Professor at the University of York, and Visiting Professor of Economics at the Centre for Economic Forecasting, London Business School. He has been Professor of Economics at the University of Florida.

Von der hinteren Coverseite

The first of two major surveys of the latest and most important developments in applied econometrics, the Handbook of Applied Econometrics, Volume I: Macroeconomics focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems. This authoritative overview of the applied work that is happening in the field makes it an essential resource for academics, researchers, graduate students and professional economists in industry and government.

This volume covers econometric issues involved in a variety of applied macroeconomic problems:

• the source of the stochastic structure of economic models, especially the role of expectations;
  
• the stochastic properties of economic data and the implications for modeling, estimation and testing;
  
• the role of economic theory in model building and the relation between statistical models and economic theory;
  
• equilibrium and disequilibrium models.

Details zur Ausgabe

• Verlag: Blackwell Publishers
• Erscheinungsdatum: 1995
• ISBN 10: 1557862087
• ISBN 13: 9781557862082
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 496
• Herausgeber: Pesaran Hashem, Wickens M.R.
• Kontakt zum Hersteller: Nicht verfügbar