Advances in econometrics

Type Book

Rate 0.0 /5

Details

Files

Reviews

Download

Title Statements

Full title :Advances in econometrics / Fifth World Congress ; edited by Truman F. Bewley.

Edition Statements

Publication Date:1987.

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge [Cambridgeshire]
Language:eng
Publication Date:1987.

Notes

E-book.

The Physical Object

Description:1 online resource (2 volumes) : : illustrations

Edition Identifiers

ISBN:0521344301, 9780521344302, 0521345529, 9780521345521
oclc:ocn276877837
LC Classification:HB139
Dewey Decimal:330/.028

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.

The empirical analysis of tax reforms / Mervyn A. King. Tests for liquidity constraints : a critical survey and some new observations / Fumio Hayashi. Life-cycle models of consumption : is the evidence consistent with the theory? / Angus Deaton. A framework for relating microeconomic and macroeconomic evidence on intertemporal substituion / Thomas E. MaCurdy. The short-run behaviour of labour supply / Stephen J. Nick…

Subjects

Conference papers and proceedings Econometría Econometric Models Econometric models -- Congresses Econometrics Econometrics -- Congresses Économétrie Économétrie -- Congrès Modèles économétriques Modèles économétriques -- Congrès