The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
Jennifer Castle
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Description for The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
Paperback. Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Editor(s): Castle, Jennifer; Shephard, Neil. Num Pages: 464 pages. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 157 x 231 x 29. Weight in Grams: 702.
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy ... Read more
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy ... Read more
Product Details
Publisher
Oxford University Press
Format
Paperback
Publication date
2015
Condition
New
Number of Pages
464
Place of Publication
Oxford, United Kingdom
ISBN
9780198743781
SKU
V9780198743781
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-4
About Jennifer Castle
Jennifer Castle is a tutorial fellow in Economics at Magdalen College, Oxford University, and a Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School. Her research interests lie in the fields of model selection, forecasting, time-series econometrics and applied macro-economics. Dr Castle holds an M.Phil and PhD in Economics from Nuffield College, Oxford University. ... Read more
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