Advances in Econometrics
Sixth World Congress

 

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Advances in Econometrics
Sixth World Congress

Christopher A. Sims (Editor)
Matthew Jackson (Series Edited)
Andrew Chesher (Series Edited)

 

Hardback

ISBN: 9780521444590

 

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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 330
Weight (grammes) 636
Published in United Kingdom
Height (mm) 235
Width (mm) 158

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.

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