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Advances in Econometrics : Advances in Econometrics: Volume 2 Sixth World Congress v. 2 - Christopher A. Sims

Advances in Econometrics

Advances in Econometrics: Volume 2 Sixth World Congress v. 2

By: Christopher A. Sims (Editor)


Published: 28th October 1994
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This is the second 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. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

"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

Testing for the stationarity and the stability of equilibrium
Time series with strong dependence
Recursive linear models of dynamic economies
The selection problem
Quantile regression, censoring, and the structure of wages
The economics of seasonal cycles
On the economics and econometrics of seasonality
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521444606
ISBN-10: 0521444608
Series: Econometric Society Monographs : Book 2
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 432
Published: 28th October 1994
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 22.8 x 15.2  x 15.2
Weight (kg): 0.8