Advances in Econometrics: Volume 1

Sixth World Congress

Buch | Hardcover

332 Seiten

1994
Cambridge University Press (Verlag)
978-0-521-44459-0 (ISBN)

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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.

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.

Erscheint lt. Verlag	21.4.1994
Reihe/Serie	Econometric Society Monographs
Zusatzinfo	31 Line drawings, unspecified
Verlagsort	Cambridge
Sprache	englisch
Maße	158 x 235 mm
Gewicht	636 g
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-521-44459-4 / 0521444594
ISBN-13	978-0-521-44459-0 / 9780521444590
Zustand	Neuware