David M. Kreps,
Kenneth F. Wallis
Cambridge University Press
e druk, 1997
9780521580137
Advances in Economics and Econometrics: Theory and Applications
Seventh World Congress
Specificaties
Gebonden, 342 blz.
|
Engels
Cambridge University Press |
e druk, 1997
ISBN13: 9780521580137
Rubricering
Onderdeel van serie
Econometric Society
Levertijd ongeveer 8 werkdagen
Samenvatting
This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.
Specificaties
ISBN13:9780521580137
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:342
Uitgever:Cambridge University Press
Serie:Econometric Society
Inhoudsopgave
1. Causal analysis and statistical inference on possibly nonstationary time series Yuzo Hosoya; 2. Cointegration, long-run comovements and long-horizon forecasting James H. Stock; 3. Testing and measurement in competition models Timothy F. Bresnahan; 4. Empirical equilibrium search models Geert Ridder and Gerard J. van den Berg; 5. Posterior simulators in econometrics John Geweke; 6. Restricted least squares subject to monotonicity and concavity constraints Paul A. Ruud; 7. Bootstrap methods in econometrics: theory and numerical performance Joel Horowitz; 8. Econometric models of option pricing errors Eric Renault; 9. New minimum chi-square methods in empirical finance George Tauchen.