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Dynamic Econometric Modeling : Proceedings of the Third International Symposium in Economic Theory and Econometrics - William A. Barnett

Dynamic Econometric Modeling

Proceedings of the Third International Symposium in Economic Theory and Econometrics

By: William A. Barnett (Editor), Ernst R. Berndt (Editor), Halbert White (Editor)

Hardcover Published: 24th June 1988
ISBN: 9780521333955
Number Of Pages: 390

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This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference. The contents of this volume comprise the proceedings of the third of a conference series entitled International Symposia in Economic Theory and Econometrics. This conference was held at the IC;s2 (Innovation, Creativity and Capital) Institute at the University of Texas at Austin on May 22-23, l986.

Editors+ introduction
List of contributors
Dynamic Structural Modeling
Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors
Envelope consistent functional separability
Flexible functional forms for profit functions and global curvature conditions
Likelihood inference in the nonlinear regression model with explosive linear dynamics
Exact inference in models with autoregressive conditional heteroscedasticity
Control of a linear regression process with unknown parameters
Some tests of nonparametric regression models
Linear Time Series Modeling
A central-limit result for instrumental variables estimators of linear time series models Lars
Exact and approximate distribution of the t ratio test statistic in an AR(1) model
The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control
Chaotic Attractor Modeling
The aggregation-theoretic monetary aggregates are chaotic and have strange attractors: an econometric application of mathematical chaos
Theorems on distinguishing deterministic from random systems
Applications
Investment and sales: some empirical evidence
Me and my shadow: estimating the size of the U.S. hidden economy from time series data
Estimating structural models of unemployment and job duration
Comparison of dynamic factor demand models
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521333955
ISBN-10: 0521333954
Series: Space Telescope Science Institute Symposium Series
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 390
Published: 24th June 1988
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 22.86 x 15.49  x 2.29
Weight (kg): 0.66

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