Advances in econometrics

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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.

The Physical Object

Description:2 volumes : : illustrations ; : 24 cm.

Edition Identifiers

ISBN:0521344301, 9780521344302, 0521345529, 9780521345521, 0521467268, 9780521467261
oclc:ocm15220877
LC Classification:HB139
Dewey Decimal:330/.028

Vol. 1. Specification testing in dynamic models / Halbert White -- Specification tests: an overview / Alberto Holly -- Kernal 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-expectations models / Robert F. Engle and Mark W. Watson -- Applications of the Kalman filter in econometrics / Andrew C. Harvey -- Vol. 2. Econometric metaphors / Edward E. Leamer -- Econometric methodology: a personal perspective / David F. Hendry -- Making economies 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 substitution / Thomas E. MaCurdy -- The short-run behaviour of labou…

Subjects

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