Palgrave Handbook of Econometrics: Applied Econometrics

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Palgrave Handbook of Econometrics Volume 2: Applied Econometrics Edited By Terence C. Mills and Kerry Patterson ...

Contents Notes on Contributors viii Editors’ Introduction xi Part I The Methodology and Philosophy of Applied Econometrics 1 The ...

vi Contents Part IV Cross-section and Panel Data Applications 11 Discrete Choice Modeling 473 William Greene, Stern School of Bu ...

Contents vii Part VIII Growth Development Econometrics 23 The Econometrics of Convergence 1087 Steven N. Durlauf, University of ...

Notes on Contributors Luc Anselin is Foundation Professor of Geographical Sciences and Director of the School of Geographical Sc ...

Notes on Contributors ix Brian Henryis Visiting Fellow at the National Institute of Economic and Social Research, NIESR, UK. Jav ...

x Notes on Contributors Jonathan R.W. Templeis Professor of Economics at Bristol University, UK. Pravin Trivediis Professor of E ...

Editors’ Introduction Terence C. Mills and Kerry Patterson ThePalgrave Handbook of Econometricswas conceived to provide an under ...

xii Editors’ Introduction made when combining economics and econometrics in order to carry out serious empirical research. As in ...

Terence C. Mills and Kerry Patterson xiii and so empirical results are open to question; however, as Hendry shows, it is possibl ...

xiv Editors’ Introduction theory of theories. This chapter is deliberately thought-provoking and certainly controversial – two c ...

Terence C. Mills and Kerry Patterson xv evaluation (Giacomini and White, 2006), evaluating quantile forecasts, and relax- ing th ...

xvi Editors’ Introduction appealing turn of phrase, Pollock refers to obtaining a decomposition of compo- nents based on the per ...

Terence C. Mills and Kerry Patterson xvii distinction between, for example, a variable being empiricallyI(d)rather than structur ...

xviii Editors’ Introduction literature in the 1980s and early 1990s, especially following the unit root litera- ture. However, t ...

Terence C. Mills and Kerry Patterson xix start is the Poisson model, this, as Greene shows, is insufficient as a general frame- ...

xx Editors’ Introduction of econometric techniques and applications, theory has responded to the much richer sources of data tha ...

Terence C. Mills and Kerry Patterson xxi and applied econometrics. No longer is it the case that the mainstay of empirical analy ...

xxii Editors’ Introduction by parametric restrictions seeking to classify some variables as “exogenous,” a task that some have r ...