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Advances in Econometrics
Sixth World Congress
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Advances in Econometrics
Hardback ISBN: 9780521444590
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- Contents
The first of a two-volume set of articles reflecting the current state of research in econometrics.
This is the first 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.
| ISBN | 521444594 |
| ISBN13 | 9780521444590 |
| Publisher | Cambridge University Press |
| Format | Hardback |
| Publication date | 21/04/1994 |
| Pages | 332 |
| Weight (grammes) | 660 |
| Published in | United Kingdom |
| Height (mm) | 228 |
| Width (mm) | 152 |
1. Testing for the stationarity and the stability of equilibrium Mototsugu Fukushige, Michio Hatanaka, and Yasuji Koto
2. Time series with strong dependence P. M. Robinson
3. Recursive linear models of dynamic economies Lars Peter Hansen and Thomas J. Sargent
4. The selection problem Charles F. Manski
5. Quantile regression, censoring, and the structure of wages Gary Chamberlain
6. The economics of seasonal cycles Jeffrey A. Miron
Comment Svend Hylleberg
7. On the economics and econometrics of seasonality Eric Ghysels
Comment Denise Osborn.






