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Palgrave Handbook of Econometrics

Volume 2: Applied Econometrics

Palgrave Macmillan

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Table of contents (29 chapters)

  1. Front Matter

    Pages i-xxxiii
  2. The Methodology and Philosophy of Applied Econometrics

    1. Front Matter

      Pages 1-1
    2. How much Structure in Empirical Models?

      • Fabio Canova
      Pages 68-97
  3. Forecasting

    1. Front Matter

      Pages 167-167
    2. Forecast Combination and Encompassing

      • Michael P. Clements, David I. Harvey
      Pages 169-198
    3. Recent Developments in Density Forecasting

      • Stephen G. Hall, James Mitchell
      Pages 199-239
  4. Time Series Applications

    1. Front Matter

      Pages 241-241
    2. Investigating Economic Trends and Cycles

      • D. S. G. Pollock
      Pages 243-307
    3. Economic Cycles: Asymmetries, Persistence, and Synchronization

      • Joe Cardinale, Larry W. Taylor
      Pages 308-348
  5. Cross-section and Panel Data Applications

    1. Front Matter

      Pages 471-471
    2. Discrete Choice Modeling

      • William Greene
      Pages 473-556
    3. Panel Methods to Test for Unit Roots and Cointegration

      • Anindya Banerjee, Martin Wagner
      Pages 632-726
  6. Microeconometrics

    1. Front Matter

      Pages 727-727

About this book

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Editors and Affiliations

  • Loughborough University, UK

    Terence C. Mills

  • University of Reading, UK

    Kerry Patterson

About the editors

TERENCE C. MILLS Professor of Applied Statistics and Econometrics at Loughborough University, UK.

KERRY PATTERSON Professor of Econometrics at University of Reading, UK.   

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 249.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access