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Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress: Econometric Society Monographs, cartea 28

Editat de David M. Kreps, Kenneth F. Wallis
en Limba Engleză Paperback – 19 feb 1997
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.
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Specificații

ISBN-13: 9780521589819
ISBN-10: 0521589819
Pagini: 346
Ilustrații: 29 b/w illus.
Dimensiuni: 152 x 229 x 20 mm
Greutate: 0.49 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Econometric Society Monographs

Locul publicării:Cambridge, United Kingdom

Cuprins

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.

Descriere

This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society.