
Models, Methods and Applications of Econometrics
Greer Phillips
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, including many recent topics of intense research such as nonlinear modeling, parameter parsimony, business cycles, Euler equation methodology, rational expectations, vector autoregressions, cointegrated systems, unit roots and semiparametric models.
The volume is dedicated to A. R. Bergstrom and contains a review of his research in these various fields and his essay, What is Econometrics?
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