Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics

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Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.This user-friendly implementation of GARCH models was developed in close cooperation with Robert Engle, the ... In Oxford, Hendry developed PcGive ( generalized instrumental variable estimator) and PCFIML (full information ... Michel Juillard developed a stand-alone version of Dynare, previously only available for GAUSS and MATLAB. ... It is based on code for a textbook by Ramu Ramanathan.

Title:Palgrave Handbook of Econometrics
Author: Terence C. Mills, Kerry Patterson
Publisher:Palgrave Macmillan - 2009-08-15

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