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Advances in Econometrics: Volume 1: Fifth World Congress: Econometric Society Monographs, cartea 13

Editat de Truman F. Bewley
en Limba Engleză Paperback – 23 iun 1994
The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow new ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I & II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.
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Specificații

ISBN-13: 9780521467261
ISBN-10: 0521467268
Pagini: 322
Ilustrații: 20 b/w illus. 10 tables
Dimensiuni: 152 x 229 x 17 mm
Greutate: 0.45 kg
Ediția:Revised
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Econometric Society Monographs

Locul publicării:New York, United States

Cuprins

1. Specification testing in dynamic models Halbert White; 2. Specification tests: an overview Alberto Holly; 3. Kernel estimators of regression functions Herman J. Bierens; 4. Identification and consistency in semi-non parametric regression A. Ronald Gallant; 5. On econometic models with rational expectations Laurence Broze and Ariane Szafarz; 6. Calculating asset prices in three example economies Lars Peter Hansen; 7. The Kalman Filter: applications to forecasting and rational expectations models Robert F. Engle and Mark W. Watson; 8. Applications of the Kalman filter in econometrics Andrew C. Harvey.

Recenzii

'A very interesting collection of papers, as accessible to the general economist as to the specialist.' The Economic Journal

Descriere

With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.