Advances in econometrics : Sixth World Congress
著者
書誌事項
Advances in econometrics : Sixth World Congress
（Econometric Society monographs, no. 23-24）
Cambridge University Press, 1996
- v. 1, pbk
- v. 2, pbk
大学図書館所蔵 件 / 全20件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
"This book comprises ... Sixth World Congress of the Econometric Society in Barcelona in August 1990."--Front matter
Includes bibliographical references
内容説明・目次
- 巻冊次
-
v. 2, pbk ISBN 9780521566094
内容説明
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.
目次
- 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.
- 巻冊次
-
v. 1, pbk ISBN 9780521566100
内容説明
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.
目次
- 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.
「Nielsen BookData」 より
