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Books > Reference & Interdisciplinary > Communication studies > Research methods
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Handbook of Research Methods and Applications in Empirical Macroeconomics (Hardcover)
Loot Price: R7,923
Discovery Miles 79 230
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Handbook of Research Methods and Applications in Empirical Macroeconomics (Hardcover)
Series: Handbooks of Research Methods and Applications series
Expected to ship within 10 - 15 working days
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This comprehensive Handbook presents the current state of art in
the theory and methodology of macroeconomic data analysis. It is
intended as a reference for graduate students and researchers
interested in exploring new methodologies, but can also be employed
as a graduate text. The Handbook concentrates on the most important
issues, models and techniques for research in macroeconomics, and
highlights the core methodologies and their empirical application
in an accessible manner. Each chapter is largely self-contained,
whilst the comprehensive introduction provides an overview of the
key statistical concepts and methods. All of the chapters include
the essential references for each topic and provide a sound guide
for further reading. Topics covered include unit roots,
non-linearities and structural breaks, time aggregation,
forecasting, the Kalman filter, generalized method of moments,
maximum likelihood and Bayesian estimation, vector autoregressive,
dynamic stochastic general equilibrium and dynamic panel models.
Presenting the most important models and techniques for empirical
research, this Handbook will appeal to students, researchers and
academics working in empirical macroeconomics and econometrics.
Contributors: B.H. Baltagi, L. Bauwens, O. Boldea, J. Breitung, C.
Cantore, M.J. Chambers, I. Choi, J. Davidson, V.J. Gabriel, R.
Giacomini, P. Gomme, J. Gonzalo, P.A. Guerron-Quintana, N. Haldrup,
A.R. Hall, N. Hashimzade, M. Karanasos, L. Kilian, S. Kim, D.
Korobilis, R. Kruse, P. Levine, D. Lkhagvasuren, A. Luati, H.
Lutkepohl, J. Madeira, T.C. Mills, J.M. Nason, K. Patterson, J.
Pearlman, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, B. Rossi,
F.J. Ruge-Murcia, T. Terasvirta, M.A. Thornton, R.T. Varneskov, B.
Yang, N. Zeng
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