Table of contents for Palgrave handbook of econometrics / edited by Terence C. Mills and Kerry Patterson.

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PART I: AN OVERVIEW * Econometrics: Theoretical Overview; A.Spanos * PART II: METHODOLOGY AND HISTORY OF ECONOMETRICS * Methodology of Econometrics; K.Hoover * Early Explorations in Econometrics; R.W.Farebrother * 20th Century Developments in Econometrics; C.Gilbert & D.Qin * PART III: ASYMPTOTIC TECHNIQUES AND THEOREMS * Asymptotic Methods and Functional Central Limit Theorems; J.Davidson * PART IV: UNIVARIATE METHODS * Estimation and Identification of Linear Univariate Models; A.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 * Nonlinear Models; T.Terasvirta * PART: V: MULTIVARIATE MODELS * Maximum Likelihood, Estimation Function, Method of Moments and Generalised Method of Moments Estimation; A.Bera * Specification and Mis-Specification Testing in Simultaneous Equation Models; R.Smith & G.Hillier * Vector Autoregressive Models; H.Lutkepohl * Nonstationarity Panels; I.Choi * Cointegration: An Overview; S.Johansen * Nonlinear Cointegration and Multivariate Threshold Models; J.Gonzalo & J-Y.Pitarakis * Common Trends and Cycles; F.Vahid * PART VI: CROSS-SECTION AND PANEL DATA MODELS * Panel Data Models: General Issues; B.Baltagi * Discreet Choice Models; L-F.Lee * Censored Data and Truncated Distributions; W.Greene * Simulation Methods in Panel Data Models; P.Ruud * PART VII: STOCHASTIC VOLATILITY * An Overview of Modelling Stochastic Volatility; R.Baillie * Multivariate Models of Stochastic Volatility; C.Brooks * PART VIII: COMPUTATION AND ECONOMETRICS * The Role of Simulation in Econometrics; J.Doornik * Bootstrap Methods in Econometrics; R.Davidson & J.MacKinnon * PART IX: BAYESIAN ANALYSIS OF ECONOMETRIC MODELS * Bayesian Analysis and Estimation in Econometrics; D.Poirier & J.Tobias * Bayesian Approaches to Cointegration Analysis; G.Koop, R.Strachan, H.Dijk & M.Villani * PART X: SPECIAL TOPICS * Forecasting Economic Time Series; G.Elliott * Spatial Econometrics; L.Anselin * Seasonality/Periodicity; R.Taylor * Signal Extraction; A.Harvey & Rossi * Nonparametric Econometrics; A.Ullah

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