Advances in Econometrics: Volume 2: Sixth World Congress: Sixth World Congress v. 2 (Econometric Society Monographs)

JNC Academic Books Verified independent store

→

Cambridge University Press, 9/8/1994EAN 9780521444606, ISBN10: 0521444608Hardcover, 432 pages, 22.9 x 15.2 x 2.9 cmLanguage: EnglishThis is the second of a 1994 two-volume set of a rticles reflecting the 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.Part I. Labour Supply1. Evaluating structural microeconometric models of labour supply Richard Blundell2. Intertemporal labour supplyan assessment David CardPart II. Competition for Stochastic Equilibrium3. Simulation analysis of dynamic stochastic modelsapplications to theory and estimation Albert Marcet4. Estimation of dynamic structural modelsproblems and prospects John Rust5. Dynamic structural modelsproblems and prospects Ariel PakesComment on papers by Marcet, Rust and Pakes Kenneth JuddPart III. Econometrics of Finance6. Econometric analysis of representative agent intertemporal asset pricing models Kenneth Singleton7. Estimation of continuous-time models in finance Angelo MelinoPart IV. Development Economics8. Political instability, political weakness, and inflationan empirical analysis Sebastian Edwards9. Credibility and the dynamics of stabilization policya basic framework Guillermo A. Calvo and Carlos A. Vegh."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 Show more