Advances in econometrics : invited papers for the Fourth World Congress of the Econometric Society at Aix-en-Provence, September 1980
著者
書誌事項
Advances in econometrics : invited papers for the Fourth World Congress of the Econometric Society at Aix-en-Provence, September 1980
（Econometric Society monographs in quantitative economics, no. 2）
Cambridge University Press, 1982
- hard
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注記
Includes bibliographies
内容説明・目次
内容説明
This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.
目次
- Part I. Qualitative response models
- 1. Qualitative response models Daniel McFadden
- Part II. The structural analysis of longitudinal data: 2. The identification problem in econometric models for duration data James J. Heckman and Burton Singer
- Part III. Experimentation in econometrics: 3. The effects of time in economic experiments Jerry A. Hausman
- Part IV. Small-sample distribution theory: 4. Some recent developments on the distributions of single-equation estimators T. W. Anderson
- 5. Best uniform and modified Pade approximants to probability densities in econometrics P. C. B. Phillips
- Part V. Topics in time-series analysis: 6. Identifiability and problems of model selection in econometrics R. E. Kalman
- Part VI. Testing for causation and exogeneity: 7. Causality, exogeneity, and inference John Geweke
- 8. Generating mechanisms, models, and causality C. W. J. Granger
- Part VII. Alternative tests and estimators: 9. Comparing alternative asymptotically equivalent tests Thomas J. Rothenberg
- 10. Conflict among testing procedures in a linear regression model with lagged dependent variables G. B. A. Evans and N. E. Savin
- Part VIII. Modeling centrally planned economies: 11. Macroeconomic modeling based on econometric and simulation models for the Polish economy Zbigniew Czerwiriski and Wladyslaw Welfe.
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