Palgrave Handbook of Econometrics Vol. 1 : Econometric Theory Book

PART I: AN OVERVIEW
• Econometrics in Retrospect and Prospect--A.Spanos
• PART II: METHODOLOGY AND HISTORY OF ECONOMETRICS
• The Methodology of Econometrics--K.Hoover
• Early Explorations in Econometrics--R.W.Farebrother
• The First Fifty Years of Modern Econometrics--C.Gilbert & D.Qin
• PART III: ASYMPTOTIC TECHNIQUES AND THEOREMS
• Asymptotic Methods and Functional Central Limit Theorems--J.Davidson
• PART IV: TIME SERIES AND REGRESSION METHODS
• Stationary Linear Univariate Time Series Models--A.R.Tremayne
• Improving Size and Power in Unit Root Testing--N.Haldrup & M.Jansson
• Dealing with Structural Breaks--P.Perron
• Semi-parametric Estimation of Long Memory Models--C.Velasco
• Univariate Nonlinear Time Series Models--T.Terasvirta
• PART: V: MULTIVARIATE MODELS
• Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics--A.Bera, Y.Bilias & P.Simlai
• Vector Autoregressive Models--H.Lutkepohl
• Nonstationarity Panels; I.Choi
• Cointegration: An Overview--S.Johansen
• Threshold Effects in Multivariate Error Correction Models--J.Gonzalo & J-Y.Pitarakis
• Common Cycles--F.Vahid
• PART VI: CROSS-SECTION AND PANAL DATA MODELS
• Panel Data Models--B.H.Baltagi
• Nonstandard Dependent Variables Models: Some Common Structures of Simulated Specification Tests--L-F.Ling
• Censored Data and Truncated Distributions--W.Greene
• PART VII: STOCHASTIC VOLATILITY
• Modeling Volatility; R.T.Baillie
• Multivariate Stochastic Volatility Model--C.Brooks
• PART VIII: COMPUTATION AND ECONOMETRICS
• The Role of Simulation in Econometrics--J.Doornik
• Bootstrap Methods in Econometrics--R.Davidson & J.G.MacKinnon
• PART IX: BAYESIAN ANALYSIS OF ECONOMETRIC MODELS
• Bayesian Econometrics--D.J.Poirier & J.L.Tobias
• Bayesian Approaches to Cointegration--G.Koop, R.Strachan, H.van Dijk & M.Villani
• PART X: SPECIAL TOPICS
• Spatial Econometrics--L.Anselin
• Signal Extraction--A.Harvey & G.de Rossi
• Nonparametric Econometrics--J.Racine & A.Ullah
• Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results--D.Fok, P.H.Franses & R.Paap