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."
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
