The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Hannan, Edward J. (1921–1994)

  • P. M. Robinson
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_2581

Abstract

We review the research of the late Edward J. Hannan. Hannan contributed deeply and influentially to the development of econometric time series analysis, both in the elegance and incisiveness of his technical work and in his invention of new methodology.

Keywords

ARMA models ARMAX models Band-spectrum regression Econometrics Errors in variables Hannan, E. Hannan-efficient estimation Heteroscedasticity Maximum likelihood Semi-parametric estimation Statistics and economics Time series analysis Whittle estimation 

JEL Classifications

B31 
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Bibliography

  1. Robinson, P. 1994. Edward J. Hannan, 1921–1994. Journal of Time Series Analysis 15: 563–576.CrossRefGoogle Scholar

Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • P. M. Robinson
    • 1
  1. 1.