Palgrave Handbook of Econometrics
Volume 1: Econometric Theory
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Beschreibung
Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.
Autor*in
Terence C. Mills
Themen in »Palgrave Handbook of Econometrics«
cointegration econometrics panel data regression Simulation spatial econometrics time series volatility
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'I forecast that this is a text that will be much referenced and cited in the future and certainly welcome its appearance.' - Sir Clive Granger, University of California, USA
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