Advances in Econometrics: Volume 1

Advances in Econometrics: Volume 1 : Sixth World Congress

Edited by 

List price: US$125.00

Currently unavailable

We can notify you when this item is back in stock

Add to wishlist

AbeBooks may have this title (opens in new window).

Try AbeBooks


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.
show more

Product details

  • Online resource
  • Cambridge University Press (Virtual Publishing)
  • Cambridge, United Kingdom
  • English
  • 31 b/w illus.
  • 1139052039
  • 9781139052030

Review quote

"Written by the world's leading specialists, these papers are uniquely positioned to become authoritative accounts of the current state of the art in...areas of econometric research...a welcome addition to the econometrics literature. The authoritative surveys in this volume...will undoubtedly be an important source of reference for new entrants to the field. The contents of these surveys should also be of interest to specialists. I recommend this volume...enthusiastically." Baldev Raj, Mathematical Reviews
show more

Table of contents

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.
show more