TY - BOOK AU - Pesaran,M.Hashem AU - Wickens,Michael R. TI - Handbook of applied econometrics / T2 - Blackwell handbooks in economics SN - 0631215581 U1 - 330.015195 21 PY - 1999/// CY - Oxford : PB - Basil Blackwell Publishers, N1 - Incluye bibliografías e índices; v.1. Macroeconomics: Introduction / M. Hashem Pesaran and M.R. Wickens -- 1. Unobserved components in economic time series / Agustin Maravall -- 2. Vector autoregressive models: specification, estimation, inference, and forecasting / Fabio Canova -- 3. Multivariate rational expectations models and macroeconometric modeling: a review and some new results / Michael Binder and M. Hashem Pesaran -- 4. Inventory models: the estimation of Euler equations / Kenneth D. West -- 5. The consumption function: a theoretical and empirical overview / John Muellbauer and Ralph Lattimore -- 6. Large-scale macroeconometric modeling / Kenneth F. Wallis -- 7. The econometric analysis of calibrated macroeconomic models / K. Kim and A.R. Pagan -- 8. Macroeconometric disequilibrium models / Guy Laroque and Bernard Salanié -- 9. Financial market efficiency test / Tim Bollerslev and Robert J. Hodrick. – v.2. Microeconomics: 1. Introduction / M. Hashem Pesaran and Peter Shmidt -- 2. Index number and factor demand approaches to the estimation of productivity / David H. Good, M. Ishaq Nadiri, and Robin C. Sickles -- 3. Frontier production functions / William H. Greene -- 4. Consumer demand systems and household equivalence scales / Arthur Lewbel -- 5. Empirical analyses of inequality and welfare / Esfandiar Maasoumi -- 6. Estimating models of dynamic optimization with microeconomic data / Robert. A. Miller -- 7. Search models and duration data / George R. Neumann -- 8. Quasi-likelihood methods for count data / Jeffrey M. Wooldridge -- 9. Analysis of business surveys / Klaud. F. Zimmermann ER -