The Methodology and Practice of Econometrics
The Methodology and Practice of Econometrics
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DOI：
10.1093/acprof:oso/9780199237197.001.0001
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发表时间：
2009-04
期刊：
影响因子：
--
通讯作者：
Jennifer L. Castle;N. Shephard
中科院分区：
文献类型：
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作者：
Jennifer L. Castle;N. Shephard
大卫F.亨德利是现代计量经济学的开创性人物。他是伦敦经济学院计量经济学方法的先驱，他的影响是广泛的。这本书是一个文件集献给他和他的工作。许多与亨德利合作或受到他的研究影响的国际知名计量经济学家都为这本书做出了贡献，这本书反映了计量经济学的最新进展，并考虑了计量经济学方法的未来进展。这本书的中心主题包括动态建模和时间序列数据的属性，模型选择和模型评估，预测，政策分析，外生性和因果关系，以及包含。这本书在计量经济学理论和实证工作之间取得了平衡，并展示了亨德利的研究对现代计量经济学方向的影响。贡献者包括：Karim Abadir，Anindya Banerjee，Gunnar Bardsen，Andreas Beyer，Mike Clements，James Davidson，Juan Dolado，Jurgen Doornik，Robert Engle，Neil Ericsson，Jesus Gonzalo，克莱夫格兰杰，大卫亨德利，Kevin Hoover，Soren Johansen，Katarina Juselius，Steven Kamin，Pauline Kennedy，Maozu Lu，Massimiliano Marcellino，Laura Mayoral，Grayham Mizon，Bent Nielsen，Ragnor Nymoen，Jim Stock，Pravin Trivedi，Paolo Paruolo，马克沃森，哈尔白色，和大卫齐默。本卷的贡献者- Karim Abadir，帝国理工学院伦敦Anindya Banerjee，伯明翰大学Gunnar Bardsen，挪威科技大学Andreas Beyer，欧洲中央银行Mike Clements，沃里克大学James Davidson，埃克塞特大学Selva Demiralp，Koc大学Juan Dolado，卡洛斯三世德马德里大学Jurgen Doornik，牛津大学Robert Engle，加州大学，圣地亚哥Neil Ericsson，联邦储备系统理事会Jesus Gonzalo，马德里卡洛斯三世大学克莱夫格兰杰，加州大学圣地亚哥大卫Hendry，牛津大学Kevin Hoover，杜克大学Soren Johansen，哥本哈根大学Katarina Juselius，哥本哈根大学Steven Kamin，联邦储备系统理事会Pauline Kennedy，Bates白色，LLC Maozu Lu，南安普顿大学Massimiliano Marcellino，博科尼大学和欧洲大学研究所Laura Mayoral，Institut d 'Analisi Economica（CSIC）Grayham Mizon，南安普顿大学Bent Nielsen，牛津大学Ragnor Nymoen，奥斯陆大学Jim Stock，哈佛大学和国家经济研究局Pravin Trivedi，印第安纳州大学布卢明顿Paolo Paruolo，因苏布里亚大学Stephen J. Perez，加州州立大学马克·沃森，普林斯顿大学和国家经济研究局哈伯特·白色，加州大学圣地亚哥分校大卫·齐默，西肯塔基州大学
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Soren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer. Contributors to this volume - Karim Abadir, Imperial College London Anindya Banerjee, University of Birmingham Gunnar Bardsen, Norwegian University of Science and Technology Andreas Beyer, European Central Bank Mike Clements, University of Warwick James Davidson, University of Exeter Selva Demiralp, Koc University Juan Dolado, Universidad Carlos III de Madrid Jurgen Doornik, University of Oxford Robert Engle, University of California, San Diego Neil Ericsson, Board of Governors of the Federal Reserve System Jesus Gonzalo, Universidad Carlos III de Madrid Clive Granger, University of California, San Diego David Hendry, University of Oxford Kevin Hoover, Duke University Soren Johansen, University of Copenhagen Katarina Juselius, University of Copenhagen Steven Kamin, Board of Governors of the Federal Reserve System Pauline Kennedy, Bates White, LLC Maozu Lu, University of Southampton Massimiliano Marcellino, Bocconi University and European University Institute Laura Mayoral, Institut d'Analisi Economica (CSIC) Grayham Mizon, University of Southampton Bent Nielsen, University of Oxford Ragnor Nymoen, University of Oslo Jim Stock, Harvard University and the National Bureau of Economic Research Pravin Trivedi, Indiana University, Bloomington Paolo Paruolo, University of Insubria Stephen J. Perez, California State University Mark Watson, Princeton University and the National Bureau of Economic Research Halbert White, University of California, San Diego David Zimmer, Western Kentucky University