Following the great success of the first "Palgrave Handbook of Econometrics", this highly anticipated second volume focuses on applied econometrics.It is sequel to the extremely popular "Palgrave Handbook of Econometrics: Volume I - Econometric Theory". It provides a comprehensive overview of all areas of applied econometrics. It brings together the finest academics working in applied econometrics.Following the seminal "Palgrave Handbook of Econometrics: Volume I", this second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing.
PART I: THE METHODOLOGY AND PHILOSOPHY OF APPLIED ECONOMETRICS; The Methodology of Empirical Econometric Modelling; D.Hendry; How Much Structure in Empirical Models?; F.Canova; Some Introductory Remarks on the Philosophy of Statistics for the Practically Minded Non-Bayesian Regression Runner; J.Dinardo; PART II; FORECASTING; Forecast Combination and Encompassing; M.Clements; Density Forecasting; S.Hall and J.Mitchell; PART III: TIME SERIES APPLICATIONS; Investigating Economic Trends and Cycles; S.Pollock; Modelling Asymmetry, Duration Dependence and Persistence; L.Taylor; Applied Cointegration Analysis; K.Juselius; Structural Time Series Models for Business Cycle Analysis; T.Proietti; Fractional Integration and Cointegration: An Overview and an Empirical Application; L.Gil-Alana and J.Hualde; PART IV: CROSS-SECTION AND PANEL DATA APPLICATIONS; Discrete Choice Modelling; B.Greene; Panel Data Methods and Applications to Health Economics; A.Jones; Panel Methods to Test for Unit Roots and Cointegration; A.Banerjee and M.Wagner; PART V: MICROECONOMETRICS; Recent Developments in Microeconometrics; C.Cameron; Microeconometrics and Computing Developments; P.Trivedi; PART VI: APPLICATIONS OF ECONOMETRICS TO ECONOMIC POLICY; An Overview of the Econometrics of Monetary Policy; C.Favero; Economic Policy and Macroeconometric Models; G.Bardsen and R.Nymoen; Monetary Policy and Inflation, the Case of the UK; B.Henry; PART VII: APPLICATIONS TO FINANCIAL ECONOMETRICS; Modelling Stochastic Volatility; T.C.Mills; Testing the Martingale Hypothesis; J.C.Escanciano and I.N.Lobato; Autoregressive Conditional Duration Models; R.Tsay; Modelling the Exchange Rate; D.Peel; PART VIII: GROWTH/DEVELOPMENT ECONOMETRICS; The Econometrics of Convergence; P.Johnson, J.Temple and S.Durlauf; Growth Empirics: Methods and Evidence; P.Johnson, J.Temple and S.Durlauf; The Econometrics of Finance and Growth; T.Beck; PART IX: SPATIAL ECONOMETRICS; Spatial hedonics; L.Anselin; Spatial Analysis of Economic Growth Convergence; S.Rey and J.Le Gallo; PART X: APPLIED ECONOMETRICS AND COMPUTING; Benchmarking ARMA and VAR models; B.McCullough; Econometric Software: 1987-2007; M.Ooms.
