Advances in Economics and Econometrics
Advances in Economics and Econometrics
Theory and Applications, Ninth World Congress
Volume 3:
Richard Blundell
, University College London
Whitney Newey , Massachusetts Institute of Technology
Torsten Persson , Stockholms Universitet
Whitney Newey , Massachusetts Institute of Technology
Torsten Persson , Stockholms Universitet
June 2007
3
Paperback
9780521692106
$53.00
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Hardback
This is the third book of three volumes containing edited versions of papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.
- The most rigorously focused analysis of these subjects available anywhere
- Written by world-class, internationally known academics based in North America and Europe
- Contains 30 essential summative statements of key topics in today's economics
Product details
June 2007Paperback
9780521692106
440 pages
229 × 155 × 24 mm
0.586kg
11 tables
Temporarily unavailable - available from TBC
Table of Contents
- 1. Identification of non-additive structural functions Andrew Chesher
- 2. Non-additive models with endogenous regressors Guido W. Imbens
- 3. Heterogeneity and microeconomics modeling Martin Browning and Jesus Carro
- 4. Heterogeneous choice Rosa L. Matzkin
- 5. Modeling heterogeneity Arthur Lewbel
- 6. Inference with weak instruments Donald W. K. Andrews and James H. Stock
- 7. Empirical likelihood methods in econometrics: theory and practice Yuichi Kitamura
- 8. Weak instruments and empirical likelihood: a discussion of the papers by D. W. K. Andrews, J. H. Stock and Y. Kitamura Richard J. Smith
- 9. Estimating continuous-time models with discretely sampled data Yacine Aït-Sahalia
- 10. Variation, jumps and high frequency data in financial econometrics Ole E. Barndorff-Nielsen and Neil Shephard
- 11. Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard Oliver Linton and Ilze Kalnina
- 12. Understanding bias in nonlinear panel models: some recent developments Manuel Arellano and Jinyong Hahn
- 13. Fixed and random effects in nonlinear panel data model, a discussion of a paper by Manuel Arellano and Jinyong Hahn Tiemen M. Woutersen.
