107-165

• Ανδρικόπουλος, Ανδρέας Α.
• Gkoudanis, Dimitrios C.

Econometrics, in its long history, has been and continues to be an important branch not only in general economics (macro and micro), but also in specialized fields in the area of economics, such as financial and spatial economics. This paper surveys some recent developments related to the specification and estimation of econometric models widely used in applied research. Even though we lay emphasis on time series models and their application in financial and spatial econometrics, additional topics, such as limited dependent variable models and simultaneous equation systems, are also reviewed in the paper. However, it should be emphasized that the survey is not unified in the sense that it does not provide an exhaustive review of the development of econometrics through its long history. It simply brings up certain topics (classical and contemporary) which may be of interest to those researchers who are concerned with empirical issues in economics in general and in its specialized fields in particular.

• Economics and Business
• Computer and information sciences

• Macroeconomics
• Microeconomics
• Statistics

classical, financial, and spatial econometric models

Περιέχει σημειώσεις, πίνακες και βιβλιογραφία, JEL Classification: C01, C1, C5