Christopher A. Sims
Cambridge University Press
e druk, 1996
9780521566094
Advances in Econometrics: Volume 2
Sixth World Congress
Specificaties
Paperback, 432 blz.
|
Engels
Cambridge University Press |
e druk, 1996
ISBN13: 9780521566094
Rubricering
Onderdeel van serie
Econometric Society
Levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780521566094
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:432
Uitgever:Cambridge University Press
Serie:Econometric Society
Inhoudsopgave
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.