Incluye bibliografías e índices.

v.1 Part I: An overview ; 1. Econometrics in retrospect and prospect / Aris Spanos -- Part II: Methodology and history of econometrics ; 2. The Methodology of Econometrics / Kevin D. Hoover ; 3. Early explorations in econometrics / Richard William Farebrother ; 4. The first fifty years of modern econometrics / Christopher L. Gilbert and Duo Qin -- Part III : Asymptotic techniques and theorems : 5. Asymptotic methods and functional central limit theorems / James Davidson -- Part IV: Time series and regression methods ; 6. Stationary linear univariate time series models / Andrew Tremayne ; 7. Improving size and power in unit root testing / Neils Haldrup and Michael Jansson ; 8. Dealing with structural breaks / Pierre Perron ; 9. Semi-parametric estimation of long memory models / Carlos Velasco ; 10. Univariate nonlinear time series models / Timo Terasvirta -- Part V: Multivariate models ; 11. Estimating functions and equations: an essay on historical developments with applications to econometrics / Anil K. Bera, Yannis Bilias and Pradosh Simlai ; 12. Vector autoregressive models / Helmut Lutkepohl ; 13. Nonstationarity panels / In Choi ; 14. Cointegration: an overview / Soren Johansen ; 15. Threshold effects in multivariate error correction models / Jesús Gonzalo and Jean-Yves Pitarakis ; 16. Common cycles / Farshid Vahid -- Part VI: Cross-section and panal data models ; 17. Panel data models / Badi H.Baltagi ; 18. Nonstandard dependent variables models: some common structures of simulated specification tests /Ling-fei Lee ; 19. Censored data and truncated distributions / William Greene, Leonard N. Stern -- Par VII: Stochastic volatility ; 20. Modeling volatility / Richard T. Baillie ; 21. Multivariate stochastic volatility model / Chris Brooks -- Part VIII: Computation and econometrics ; 22. The role of simulation in econometrics / Jurgen A. Doornik ; 23. Bootstrap methods in econometrics / Russell Davidson and James G. MacKinnon -- Part IX: Bayesian analysis of econometric models ; 24. Bayesian econometrics / Dale J. Poirier and Justin L. Tobias ; 25. Bayesian approaches to cointegration / Gary Koop, Rodney Strachan, Hernan van Dijk and Matias Villani -- Part X: Special topics ; 26. Spatial econometrics / Luc Anselin ; 27. Signal extraction / Aandrew Harvey and Giuliano de Rossi ; 28. Nonparametric econometrics / Jeff Racine and Aman Ullah ; 29. Performance of seasonal adjustment procedures : simulation and empirical results / Dennis Fok, Philip Hans Franses and Richard Paap. - v.2 Part I: The methodology and philosophy of applied econometrics: 1. The methodology of empirical econometric modeling: applied econometrics through the looking glass / David F. Hendry, Nuffdield College ; 2. How much structure in empirical models? / Fabio Canova ; 3. Introductory remarks on metastatistics for the practically minded non-bayesian regression runner / John Dinardo -- Part II: Forecasting: 4. Forecast combination and encompassing / Michael P. Clements and David I. Harvey -- 5. Recent developments in density forecasting / Stephen G. Hall and James Mitchell -- Part III: Time series applications: 6. Investigating economic trends and cycles -- 7. Economic cycles: asymmetries, persistence, and synchronization / Joe Cardinale and Larry W. Taylor -- 8. The long swings puzzle: what the data tell when allowed to speak freely / Katarina Juselius -- 9. Structural time series models for business cycle analysis / Tommaso Perietti -- 10. Fractional integration and cointegration; an overview and an empirical application / Luis A. Gil-Alana and Javier Hualde -- Part IV: Cross-section and panel data applications: 11. Discrete choice modeling / William Greene -- 12. Panel data methods and applications to health economics / Andrew M. Jones -- 13. Panel methods to test for unit roots and cointegration / Anindya Banerjee and Martin Wagner -- Part V: Microeconometrics: 14. Microeconometrics: current methods and some recent developments / A. Colin Cameron -- 15. Computational considerations in empirical Microeconometrics: selected examples / David T. Jacho-Chávez and Pravin K. Trivedi -- Part VI: Applications of econometrics to economic policy: 16. The econometrics of monetary policy: an overview / Carlo Favero -- 17. Macroeconometric modeling for policy / Gunnar Bardsen and Ragnar Nymoen -- 18. Monetary policy, beliefs, unemployment and inflation: evidence from the UK / Henry -- Part VII: Applications to financial econometrics: 19. Estimation of continuous-time stochastic volaity models / George Dotsis, Raphael N. Markellos and Terence C. Mills -- 20. Testing the martingale hypothesis / J. Carlos Escanciano and Ignacio N. Lobato -- 21. Autoregressive conditional duration models / Ruey S. Tsay -- 22. The econometrics of echange rates / Efthymios G. Pavlidis, Ivan Paya and David A. Peel -- Part VIII: Growth development econometrics: 23. The econometrics of convergence / Steven N. Durlauf, Paul A. Johnson and Jonatahan R.W. Temple -- 24. The methods of growth econometrics / Steven N. DUrlauf, Pau A. Johnson and Jonathan R.W. Temple -- 25. The econometrics f finance and growth / Thorsten Beck -- Parti IX: Spatial econometrics: 26. Spatial hedonic models / Luc Anselin, Urban Planning and Nnacy Lozano-García -- 27. Spatial analysis of economic convergence / Sergio J. Rey and Julie Le Gallo -- Part X: Applied econometrics and computing: 28. Testing econometric software / McCullough -- 29. Trends in applied econometrics software development 1985-2008: an analysis of journal of appled econometrics research articles, software reviews, data and code / Marius Ooms.