Advances in Econometrics: Volume 1 Sixth World Congress

Zusammenfassung 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. Inhaltsverzeichnis 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.

Product details

• Authors: Christopher A. Sims, Christopher A. (Yale University Sims
• Assisted by: Christopher A. Sims (Editor), Sims Christopher A. (Editor)
• Publisher: Cambridge University Press ELT
• Content: Book
• Product form: Hardback
• Publication date: 21.04.1994
• Subject: Social sciences, law, business > Business > Economics
• EAN: 9780521444590
• ISBN: 978-0-521-44459-0
• Pages: 332
• Series: Cambridge Studies in Italian H > 23-2; Econometric Society Monographs
• Subjects: BUSINESS & ECONOMICS / Economics / Theory, BUSINESS & ECONOMICS / Econometrics, Economic theory & philosophy, Econometrics, Economic theory and philosophy, Econometrics and economic statistics