Format:
1 Online-Ressource (viii, 313 pages)
,
digital, PDF file(s)
ISBN:
9781139052061
Series Statement:
Econometric Society monographs 13
Content:
The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow new ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I & II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones
Content:
Vol. 1. Specification testing in dynamic models / Halbert White. Specification tests : an overview / Alberto Holly. Kernel estimators of regression functions / Herman J. Bierens. Identification and consistency in semi-nonparametric regression / A. Ronald Gallant. On econometric models with rational expectations / Laurence Broze and Ariane Szafarz. Calculating asset prices in three example economies / Lars Peter Hansen. The Kalman filter : applications to forecasting and rational-expectation models / Robert F. Engle and Mark W. Watson. Applications of the Kalman filter in econometrics / Andrew C. Harvey -- v. 2. Econometric metaphors / Edward E. Leamer. Econometric methodology : a personal perspective / David F. Hendry. Making economics credible / Christopher A. Sims
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9780521344302
Additional Edition:
ISBN 9780521467261
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9780521344302
Language:
English
DOI:
10.1017/CCOL0521344301
URL:
Volltext
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