Handbook of Research Methods and Applications in Empirical Macroeconomics by Nigar Hashimzade, Michael A. Thornton
Estimated delivery 3-12 business days
Format Hardcover
Condition Brand New
Description Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics.
Publisher Description
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalized method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macroeconomics and econometrics.Contributors: B.H. Baltagi, L. Bauwens, O. Boldea, J. Breitung, C. Cantore, M.J. Chambers, I. Choi, J. Davidson, V.J. Gabriel, R. Giacomini, P. Gomme, J. Gonzalo, P.A. Guerrón-Quintana, N. Haldrup, A.R. Hall, N. Hashimzade, M. Karanasos, L. Kilian, S. Kim, D. Korobilis, R. Kruse, P. Levine, D. Lkhagvasuren, A. Luati, H. Lütkepohl, J. Madeira, T.C. Mills, J.M. Nason, K. Patterson, J. Pearlman, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, B. Rossi, F.J. Ruge-Murcia, T. Teräsvirta, M.A. Thornton, R.T. Varneskov, B. Yang, N. Zeng
Author Biography
Edited by Nigar Hashimzade, Professor, Department of Economics and Finance, Brunel University London and Michael A. Thornton, Senior Lecturer, Department of Economics and Related Studies, University of York, UK
Details ISBN 0857931016 ISBN-13 9780857931016 Title Handbook of Research Methods and Applications in Empirical Macroeconomics Author Nigar Hashimzade, Michael A. Thornton Format Hardcover Year 2013 Pages 640 Publisher Edward Elgar Publishing Ltd GE_Item_ID:161710700; About Us
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