Ｃ．Ａ．シムズ編／計量経済学の進歩：国際計量経済学会 第６回世界大会論文集（第１巻） Advances in Econometrics: Volume 1 : Sixth World Congress (Econometric Society Monographs)

Sims, Christopher A. (EDT)

Cambridge University Press（1994/04発売）

• 製本 Hardcover:ハードカバー版／ページ数 332 p.
• 言語 ENG
• 商品コード 9780521444590
• DDC分類 330.015915

基本説明

Christopher A. Sims is the 2011 Novel Laureate in Economics. Hardcover was published in 1993. The first of a two-volume set of articles reflecting the current state of research in econometrics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

Full Description

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.

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.