Advances in Econometrics
Sixth World Congress
Volume 1
$187.00 (C)
Part of Econometric Society Monographs
- Editor: Christopher A. Sims, Yale University, Connecticut
- Date Published: April 1994
- availability: Available
- format: Hardback
- isbn: 9780521444590
$
187.00
(C)
Hardback
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The topics covered in this volume include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labor economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.
Read more- The very latest developments by the top names in econometrics; surveys cutting-edge work done in the last five years
- The Econometric Society Monographs is the leading series for books in advanced econometrics; all acclaimed bestsellers
- All serious scholars and advanced students in the field will need to read this book
Reviews & endorsements
"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
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×Product details
- Date Published: April 1994
- format: Hardback
- isbn: 9780521444590
- length: 332 pages
- dimensions: 235 x 158 x 24 mm
- weight: 0.636kg
- contains: 31 b/w illus.
- availability: Available
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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