Advances in Economics and Econometrics: Theory and Applications

Seventh World Congress

David M. Kreps, Kenneth F. Wallis (Herausgeber)

Buch | Hardcover

342 Seiten

1997
Cambridge University Press (Verlag)
978-0-521-58013-7 (ISBN)

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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.

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.

Erscheint lt. Verlag	20.2.1997
Reihe/Serie	Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set ; Volume 3
Zusatzinfo	29 Line drawings, unspecified
Verlagsort	Cambridge
Sprache	englisch
Maße	157 x 234 mm
Gewicht	605 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-521-58013-7 / 0521580137
ISBN-13	978-0-521-58013-7 / 9780521580137
Zustand	Neuware