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Macroeconometrics and Time Series Analysis

  • Steven N. Durlauf
  • Lawrence E. Blume
Book

Part of the The New Palgrave Economics Collection book series (NPHE)

Table of contents

  1. Front Matter
    Pages i-x
  2. Thomas M. Stoker
    Pages 1-14
  3. Oliver B. Linton
    Pages 15-27
  4. Frank Schorfheide
    Pages 28-34
  5. Mark F. J. Steel
    Pages 35-45
  6. Werner Ploberger
    Pages 46-52
  7. Mark W. Watson
    Pages 53-59
  8. Christopher A. Sims
    Pages 60-67
  9. Timothy Cogley
    Pages 68-75
  10. David F. Hendry
    Pages 76-89
  11. Clive W. J. Granger
    Pages 90-93
  12. Laurent E. Calvet
    Pages 94-98
  13. Werner Ploberger
    Pages 99-104
  14. Lars Peter Hansen
    Pages 105-118
  15. G. M. Kuersteiner
    Pages 119-134
  16. Helmut Lütkepohl
    Pages 145-150
  17. Jesús Fernández-Villaverde
    Pages 151-157
  18. Werner Ploberger
    Pages 158-162
  19. P. M. Robinson
    Pages 163-168
  20. Bruce Mizrach
    Pages 169-177
  21. Charles H. Whiteman, Kurt F. Lewis
    Pages 178-192
  22. Thomas J. Sargent
    Pages 193-201
  23. James D. Hamilton
    Pages 202-209
  24. Svend Hylleberg
    Pages 210-226
  25. Yongmiao Hong
    Pages 227-244
  26. A. Ronald Gallant
    Pages 245-249
  27. Timothy J. Vogelsang
    Pages 250-259
  28. Dale J. Poirier
    Pages 260-264
  29. Clive W. J. Granger
    Pages 265-268
  30. Andrew Harvey
    Pages 269-275
  31. Neil Shephard
    Pages 276-287
  32. Pierre Perron
    Pages 288-302
  33. Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez
    Pages 303-307
  34. Timo Teräsvirta
    Pages 308-316
  35. Francis X. Diebold, Lutz Kilian, Marc Nerlove
    Pages 317-342
  36. Charles R. Nelson
    Pages 343-346
  37. Peter C. B. Phillips
    Pages 347-368
  38. Helmut Lütkepohl
    Pages 369-371
  39. Andros Kourtellos, Thanasis Stengos
    Pages 372-377
  40. Tao Zha
    Pages 378-390
  41. James B. Ramsey
    Pages 391-398
  42. Back Matter
    Pages 399-406

About this book

Introduction

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Keywords

econometrics economics time series time series analysis

Editors and affiliations

  • Steven N. Durlauf
    • 1
  • Lawrence E. Blume
    • 2
  1. 1.University of Wisconsin-MadisonUSA
  2. 2.Cornell UniversityUSA

Bibliographic information

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