Del 23 i serien Econometric Society Monographs

Advances in Econometrics: Volume 1

Sixth World Congress

Häftad, Engelska, 1996

619 kr

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This is the first of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labour economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

Produktinformation

Utgivningsdatum1996-03-07
Mått152 x 228 x 20 mm
Vikt480 g
FormatHäftad
SpråkEngelska
SerieEconometric Society Monographs
Antal sidor332
FörlagCambridge University Press
ISBN9780521566100

Tillhör följande kategorier

Mikroekonomi inom Ekonomi och Ledarskap

1. Testing for the stationarity and the stability of equilibrium Mototsugu Fukushige, Michio Hatanaka, and Yasuji Koto; 2. Time series with strong dependence P. M. Robinson; 3. Recursive linear models of dynamic economies Lars Peter Hansen and Thomas J. Sargent; 4. The selection problem Charles F. Manski; 5. Quantile regression, censoring, and the structure of wages Gary Chamberlain; 6. The economics of seasonal cycles Jeffrey A. Miron; Comment Svend Hylleberg; 7. On the economics and econometrics of seasonality Eric Ghysels; Comment Denise Osborn.

"Written by the world's leading specialists, these papers are uniquely positioned to become authoritative accounts of the current state of the art in...areas of econometric research....a welcome addition to the econometrics literature. The authoritative surveys in this volume...will undoubtedly be an important source of reference for new entrants to the field. The contents of these surveys should also be of interest to specialists. I recommend this volume...enthusiastically." Baldev Raj, Mathematical Reviews