Advances in econometrics, Fifth World Congress
著者
書誌事項
Advances in econometrics, Fifth World Congress
（Econometric Society monographs, no. 13-14）
Cambridge University Press, 1987
- v. 1
- v. 2
大学図書館所蔵 件 / 全59件
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v. 1331.19//E19//554711200155478,E-63610,
v. 2331.19//E19//554811200155486,E-63611 -
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注記
"These two volumes ... the Fifth World Congress of the Econometric Society in Cambridge, Massachusetts, August 1985" -- Pref
内容説明・目次
- 巻冊次
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v. 1 ISBN 9780521344302
内容説明
The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow new ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I & II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.
目次
- 1. Specification testing in dynamic models Halbert White
- 2. Specification tests: an overview Alberto Holly
- 3. Kernel estimators of regression functions Herman J. Bierens
- 4. Identification and consistency in semi-non parametric regression A. Ronald Gallant
- 5. On econometic models with rational expectations Laurence Broze and Ariane Szafarz
- 6. Calculating asset prices in three example economies Lars Peter Hansen
- 7. The Kalman Filter: applications to forecasting and rational expectations models Robert F. Engle and Mark W. Watson
- 8. Applications of the Kalman filter in econometrics Andrew C. Harvey.
- 巻冊次
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v. 2 ISBN 9780521345521
内容説明
The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I and II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.
目次
- 9. Econometric metaphors Edward E. Leamer
- 10. Econometric methodology: a personal perspective David F. Hendry
- 11. Making economics credible Christopher A. Sims
- 12. The empirical analysis of tax reforms Mervyn A. King
- 13. Tests for liquidity constraints: a critical survey and some new observations Fumio Hayashi
- 14. Life-cycle models of consumption: is the evidence consistent with the theory? Angus Deaton
- 15. A framework for relating microeconomic and macroeconomic evidence on intertemporal substitution Thomas E. MaCurdy
- 16. The short run behavior of labor supply Stephen J. Nickell
- 17. Some pitfalls in applied general equilibrium modelling Jean Waelbroeck
- 18. Operationalising Walras: experience with recent applied general equilibrium tax models John Whalley.
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