Advances in Econometrics
Advances in Econometrics
Sixth World Congress
Volume 2:
$50.00
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Hardback
This is the second of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.
- The very latest developments by the top names in econometrics; surveys cutting-edge work done in the last five years
- The Econometric Society Monographs is the leading series for books in advanced econometrics; all acclaimed bestsellers
- All serious scholars and advanced students in the field will need to read this book
Reviews & endorsements
"This reviewer is pleased to recommend these essays to all those who wish to keep abreast of the developments in these areas, specialists and new entrants alike. This monograph is a must read for all those who regard themselves as serious researchers in econometrics." Baldev Raj, Mathematical Reviews
Product details
March 1996Paperback
9780521566094
432 pages
228 × 152 × 25 mm
0.621kg
29 b/w illus.
Available
Table of Contents
- 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.
