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The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry - Softcover
Synopsis
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 Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren 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.
"synopsis" may belong to another edition of this title.
About the Author
Jennifer L. Castle is a British Academy Post-doctoral Research Fellow at Nuffield College, Oxford.
Neil Shephard is Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute. He is fellow of the British Academy, Econometric Society and Nuffield College, Oxford.
"About this title" may belong to another edition of this title.
- PublisherOxford University Press
- Publication date2015
- ISBN 10 0198743785
- ISBN 13 9780198743781
- BindingPaperback
- LanguageEnglish
- Number of pages464
- EditorCastle Jennifer, Shephard Neil
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The Methodology and Practice of Econometrics (Paperback)
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ISBN 10: 0198743785
ISBN 13: 9780198743781
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Paperback. Condition: new. Paperback. 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 forthe 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, SorenJohansen, 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. Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780198743781
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Methodology and Practice of Econometrics : A Festschrift in Honour of David F. Hendry
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Oxford University Press, 2015
ISBN 10: 0198743785
ISBN 13: 9780198743781
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Condition: New. Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Editor(s): Castle, Jennifer; Shephard, Neil. Num Pages: 464 pages. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 157 x 231 x 29. Weight in Grams: 702. . 2015. Reprint. Paperback. . . . . Seller Inventory # V9780198743781
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The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
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Condition: New. Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Editor(s): Castle, Jennifer; Shephard, Neil. Num Pages: 464 pages. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 157 x 231 x 29. Weight in Grams: 702. . 2015. Reprint. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780198743781
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The Methodology and Practice of Econometrics : A Festschrift in Honour of David F. Hendry
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ISBN 13: 9780198743781
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Taschenbuch. Condition: Neu. Neuware - Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Seller Inventory # 9780198743781
Quantity: 2 available