Models, Methods and Applications of Econometrics by Greer Phi... - 9781557861108

Models, Methods and Applications of EconometricsAuthor(s): Greer Phillips, Peter C. B. Phillips\nFormat: Hardback\nPublisher: John Wiley and Sons Ltd, United Kingdom\nImprint: Wiley-Blackwell\nISBN-13: 9781557861108, 978-1557861108\nSynopsis\nThe twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists, econometricians, modelers and statisticians. The volume will be of wide interest to all those concernedd with modelling, forecasting and other applications of econometrics.\n The volume is divided into five parts according to separate themes of research that include continuoustime modelling, finite sample theory, dynamic econometric modeling, and empirical applications in macroeconomics, industry and finance. The essays make methodological, empirical and theoretical advances in each of these fields, incl?