Advances in econometrics : Sixth World Congress
Author(s)
Bibliographic Information
Advances in econometrics : Sixth World Congress
（Econometric Society monographs, no. 23-24）
Cambridge University Press, 1996
- v. 1, pbk
- v. 2, pbk
Available at / 20 libraries
-
Kobe University Library for Social Sciences
v. 1, pbk5-2-23896//1011009612922,
v. 2, pbk5-2-23896//2011009612923 -
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Note
"This book comprises ... Sixth World Congress of the Econometric Society in Barcelona in August 1990."--Front matter
Includes bibliographical references
Description and Table of Contents
- Volume
-
v. 2, pbk ISBN 9780521566094
Description
This is the second of a 1994 two-volume set of articles reflecting the 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.
Table of Contents
- Part I. Labour Supply: 1. Evaluating structural microeconometric models of labour supply Richard Blundell
- 2. Intertemporal labour supply: an assessment David Card
- Part II. Competition for Stochastic Equilibrium: 3. Simulation analysis of dynamic stochastic models: applications to theory and estimation Albert Marcet
- 4. Estimation of dynamic structural models: problems and prospects John Rust
- 5. Dynamic structural models: problems and prospects Ariel Pakes
- Comment on papers by Marcet, Rust and Pakes Kenneth Judd
- Part III. Econometrics of Finance: 6. Econometric analysis of representative agent intertemporal asset pricing models Kenneth Singleton
- 7. Estimation of continuous-time models in finance Angelo Melino
- Part IV. Development Economics: 8. Political instability, political weakness, and inflation: an empirical analysis Sebastian Edwards
- 9. Credibility and the dynamics of stabilization policy: a basic framework Guillermo A. Calvo and Carlos A. Vegh.
- Volume
-
v. 1, pbk ISBN 9780521566100
Description
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.
Table of Contents
- 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.
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