Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress

Erscheinungsjahr 1997
ISBN: 978-0-521-58013-7
Verlag: Cambridge University Press

Buch, Englisch, Band 28, 342 Seiten, Format (B × H): 152 mm x 228 mm, Gewicht: 605 g

Reihe: Econometric Society Monographs

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.

Autoren/Hrsg.

Kreps, David M.

Wallis, Kenneth F.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

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.