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Handbook of applied econometrics. 1 : Macroeconomics.

Handbook of applied econometrics. 1 : Macroeconomics. (Loan 3 times)

Material type
단행본
Personal Author
Pesaran, M. Hashem , 1946- Wickens, Mike.
Title Statement
Handbook of applied econometrics. 1, Macroeconomics. / edited by M. Hashem Pesaran and Michael R. Wickens.
Publication, Distribution, etc
Oxford, UK ;   Cambridge, Mass., USA :   Blackwell,   1995.  
Physical Medium
x, 482 : ill. ; 26 cm.
Series Statement
Blackwell handbooks in economics
ISBN
0631215581
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Econometrics.
000 00844camuu2200241 a 4500
001 000001052479
005 20001121103145
008 941212s1995 enka b 001 0 eng d
010 ▼a 94047425
020 ▼a 0631215581
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
049 0 ▼l 151088500
050 0 0 ▼a HB139 ▼b .H35 1995
082 0 0 ▼a 330/.01/5195 ▼2 20
090 ▼a 338.5015 ▼b H236 ▼c 1
245 0 0 ▼a Handbook of applied econometrics. ▼n 1, ▼p Macroeconomics. / ▼c edited by M. Hashem Pesaran and Michael R. Wickens.
260 ▼a Oxford, UK ; ▼a Cambridge, Mass., USA : ▼b Blackwell, ▼c 1995.
300 ▼a x, 482 : ▼b ill. ; ▼c 26 cm.
440 0 ▼a Blackwell handbooks in economics
504 ▼a Includes bibliographical references and index.
650 0 ▼a Econometrics.
700 1 ▼a Pesaran, M. Hashem , ▼d 1946-
700 1 ▼a Wickens, Mike.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 338.5015 H236 1 Accession No. 151088500 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents


CONTENTS
List of Figures = ⅶ
List of Tables = ⅸ
List of Contributors = xi
Preface = xii
Introduction / M. Hashem Pesaran ; M. R. Wickens = 1
1 Unobserved Components in Economic Time Series / Agust$$\acute i$$n Maravall = 12
2 Vector Autoregressive Models : Specification, Estimation, Inference, and Forecasting / Fabio Canova = 73
3 Multivariate Rational Expectations Models and Macroeconometric Modeling : A Review and Some New Results / Michael Binder ; M. Hashem Pesaran = 139
4 Inventory Models : The Estimation of Euler Equations / Kenneth D. West = 188
5 The Consumption Function: A Theoretical and Empirical Overview / John Muellbauer ; Ralph Lattimore = 221
6 Large-Scale Macroeconometric Modeling / Kenneth F. Wallis = 312
7 The Econometric Analysis of Calibrated Macroeconomic Models / K. Kim ; A. R. Pagan = 356
8 Macroeconometric Disequilibrium Models / Guy Laroque ; Bernard Salani$$\acute e$$ = 391
9 Financial Market Efficiency Tests / Tim Bollerslev ; Robert J. Hodrick = 415
Index = 459


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