Econometrics

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dc.contributor.author Geweke, J
dc.contributor.author Horowitz, JL
dc.contributor.author Pesaran, H
dc.contributor.editor Durlauf, SN
dc.contributor.editor Blume, LE
dc.date.accessioned 2012-03-12T11:24:33Z
dc.date.issued 2008-01
dc.identifier.citation The New Palgrave Dictionary of Economics online, 2008, 2nd, pp. 1 - 32
dc.identifier.isbn 978-0-333-78676-5
dc.identifier.other B3 en_US
dc.identifier.uri http://hdl.handle.net/10453/17610
dc.description.abstract As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly. Major advances have taken place in the analysis of cross-sectional data by means of semiparametric and nonparametric techniques. Heterogeneity of economic relations across individuals, firms and industries is increasingly acknowledged and attempts have been made to take it into account either by integrating out its effects or by modelling the sources of heterogeneity when suitable panel data exist. The counterfactual considerations that underlie policy analysis and treatment valuation have been given a more satisfactory foundation. New time-series econometric techniques have been developed and employed extensively in the areas of macroeconometrics and finance. Nonlinear econometric techniques are used increasingly in the analysis of cross-section and time-series observations. Applications of Bayesian techniques to econometric problems have been promoted largely by advances in computer power and computational techniques. The use of Bayesian techniques has in turn provided the investigators with a unifying framework where the tasks of forecasting, decision making, model evaluation and learning can be considered as parts of the same interactive and iterative process, thus providing a basis for âreal time econometricsâ.
dc.publisher Palgrave Macmillan
dc.relation.hasversion Accepted manuscript version
dc.relation.isbasedon 10.1057/9780230226203.0425
dc.rights The New Palgrave Dictionary of Economics, Palgrave Macmillan, reproduced with permission of Palgrave Macmillan. This article is taken from the author's original manuscript and has not been edited. The definitive published version of this extract may be found in the complete New Palgrave Dictionary of Economics in print and online, available at http://www.dictionaryofeconomics.com.
dc.title Econometrics
dc.type Chapter
dc.parent The New Palgrave Dictionary of Economics online
dc.journal.number en_US
dc.publocation Online en_US
dc.identifier.startpage 1 en_US
dc.identifier.endpage 32 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition 2nd en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords acceptance sampling; adaptive expectations hypothesis; ARMA processes; asset pricing models; asset return volatility; auctions; Bachelier, L.; Bayesian computation; Bayesian econometrics; Bayesian inference; Benini, R.; binary logit and probit models; bootstrap; building cycle; bunch maps; causality in economics and econometrics; censored regression models; central limit theorems; cointegration; common factors; conditional hazard functions; conditional mean functions; conditional median functions; confluence analysis; convexity; correlation analysis; Cowles Commission; curse of dimensionality; Davenant, C.; diagnostic tests; discrete choice models; discrete response models; distributed lags; Douglas, P.H.; Duhem?Quine thesis; duration models; dynamic decision models; dynamic specification; dynamic stochastic general equilibrium models; Econometric Society; econometrics; economic distance; economic laws; Edgeworth expansions; Edgeworth, F. Y.; efficient market hypothesis; Engel curve; error correction models; Euler equations; experimental economics; financial econometrics; Fisher, I.; Fisher, R. A.; fixed effects and random effects; forecast error variances; forecast evaluation; forecasting; Frisch, R. A. K.; full information maximum likelihood; Galton, F.; Gaussian quadrature; generalized method of moments; geometric distributed lag model; Gibbs sampling; Haavelmo, T.; habit persistence; Hastings?Metropolis algorithm; hedonic prices; homogeneity; Hooker, R.H.; identification; impulse response analysis; indirect utility function; inference; instrumental variables; integration; inventory cycle; joint hypotheses; Juglar cycle; Juglar, C.; k-class estimators; kernel estimators; King, G.; Kitchin, J.; Kondratieff, N.; Koopmans, T. C.; Kuznets, S.; labour market search; Lagrange multiplier; latent variables; least absolute deviations estimators; likelihood ratio; limited information maximum likelihood; linear models; local linear estimation; logit models; long waves; en_US
dc.description.keywords acceptance sampling
dc.description.keywords adaptive expectations hypothesis
dc.description.keywords ARMA processes
dc.description.keywords asset pricing models
dc.description.keywords asset return volatility
dc.description.keywords auctions
dc.description.keywords Bachelier, L.
dc.description.keywords Bayesian computation
dc.description.keywords Bayesian econometrics
dc.description.keywords Bayesian inference
dc.description.keywords Benini, R.
dc.description.keywords binary logit and probit models
dc.description.keywords bootstrap
dc.description.keywords building cycle
dc.description.keywords bunch maps
dc.description.keywords causality in economics and econometrics
dc.description.keywords censored regression models
dc.description.keywords central limit theorems
dc.description.keywords cointegration
dc.description.keywords common factors
dc.description.keywords conditional hazard functions
dc.description.keywords conditional mean functions
dc.description.keywords conditional median functions
dc.description.keywords confluence analysis
dc.description.keywords convexity
dc.description.keywords correlation analysis
dc.description.keywords Cowles Commission
dc.description.keywords curse of dimensionality
dc.description.keywords Davenant, C.
dc.description.keywords diagnostic tests
dc.description.keywords discrete choice models
dc.description.keywords discrete response models
dc.description.keywords distributed lags
dc.description.keywords Douglas, P.H.
dc.description.keywords DuhemQuine thesis
dc.description.keywords duration models
dc.description.keywords dynamic decision models
dc.description.keywords dynamic specification
dc.description.keywords dynamic stochastic general equilibrium models
dc.description.keywords Econometric Society
dc.description.keywords econometrics
dc.description.keywords economic distance
dc.description.keywords economic laws
dc.description.keywords Edgeworth expansions
dc.description.keywords Edgeworth, F. Y.
dc.description.keywords efficient market hypothesis
dc.description.keywords Engel curve
dc.description.keywords error correction models
dc.description.keywords Euler equations
dc.description.keywords experimental economics
dc.description.keywords financial econometrics
dc.description.keywords Fisher, I.
dc.description.keywords Fisher, R. A.
dc.description.keywords fixed effects and random effects
dc.description.keywords forecast error variances
dc.description.keywords forecast evaluation
dc.description.keywords forecasting
dc.description.keywords Frisch, R. A. K.
dc.description.keywords full information maximum likelihood
dc.description.keywords Galton, F.
dc.description.keywords Gaussian quadrature
dc.description.keywords generalized method of moments
dc.description.keywords geometric distributed lag model
dc.description.keywords Gibbs sampling
dc.description.keywords Haavelmo, T.
dc.description.keywords habit persistence
dc.description.keywords HastingsMetropolis algorithm
dc.description.keywords hedonic prices
dc.description.keywords homogeneity
dc.description.keywords Hooker, R.H.
dc.description.keywords identification
dc.description.keywords impulse response analysis
dc.description.keywords indirect utility function
dc.description.keywords inference
dc.description.keywords instrumental variables
dc.description.keywords integration
dc.description.keywords inventory cycle
dc.description.keywords joint hypotheses
dc.description.keywords Juglar cycle
dc.description.keywords Juglar, C.
dc.description.keywords k-class estimators
dc.description.keywords kernel estimators
dc.description.keywords King, G.
dc.description.keywords Kitchin, J.
dc.description.keywords Kondratieff, N.
dc.description.keywords Koopmans, T. C.
dc.description.keywords Kuznets, S.
dc.description.keywords labour market search
dc.description.keywords Lagrange multiplier
dc.description.keywords latent variables
dc.description.keywords least absolute deviations estimators
dc.description.keywords likelihood ratio
dc.description.keywords limited information maximum likelihood
dc.description.keywords linear models
dc.description.keywords local linear estimation
dc.description.keywords logit models
dc.description.keywords long waves
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
utslib.collection.history General (ID: 2)


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