Advances in Econometrics: Volume 2: Sixth World CongressChristopher A. Sims Cambridge University Press, 7. 3. 1996 - Počet stran: 432 This 1994 two-volume set of articles reflects the 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. |
Obsah
Evaluating structural microeconometric models of labour supply | 3 |
Intertemporal labour supply an assessment | 49 |
Simulation analysis of dynamic stochastic models applications to theory and estimation | 81 |
Estimation of dynamic structural models problems and prospects discrete decision processes | 119 |
Dynamic structural models problems and prospects mixed continuous discrete controls and market interactions | 171 |
Comments on Marcet Rust and Pakes | 261 |
Econometric analysis of representative agent intertemporal asset pricing models | 277 |
Estimation of continuoustime models in finance | 313 |
Political instability political weakness and inflation an empirical analysis | 355 |
Credibility and the dynamics of stabilisation policy a basic framework | 377 |
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Advances in Econometrics: Volume 2: Sixth World Congress Christopher A. Sims Náhled není k dispozici. - 1994 |
Advances in Econometrics: Volume 2: Sixth World Congress Econometric Society. World Congress Náhled není k dispozici. - 1994 |
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agents aggregate algorithm allow alternative analysis applications approach approximation asset pricing assume assumption average behaviour changes chapter choice coefficients computational conditional consider consistent constraint consumption continuous decision defined demand depend discrete discussion distribution dynamic Econometrics Economic effects empirical equilibrium error estimation Euler equation example exchange expected fact fall firms fixed follows function given growth implies important increase individual inflation initial integration interest intertemporal investment Journal labour supply life-cycle linear literature measure methods Note observed obtain optimal parameters path period political positive possible preferences probability problem procedure production programme properties relative restrictions returns sample simple simulation solution solve specification standard statistics stochastic structural studies substitution suggests theory tion University unobserved utility value function variables vector wage zero
Bibliografické údaje
| Název | Advances in Econometrics: Volume 2: Sixth World Congress Advances in Econometrics: Sixth World Congress – Svazek 2, Econometric Society. World Congress Econometric Society Monographs, ISSN 2059-2507 Econometric Society monographs: Econometric Society – Svazek 24 |
| Redaktor | Christopher A. Sims |
| Vydání | ilustrované vydání, dotisk, přepracované vydání |
| Vydavatel | Cambridge University Press, 1996 |
| ISBN | 0521566096, 9780521566094 |
| Délka | Počet stran: 432 |
| Exportovat citaci | BiBTeX EndNote RefMan |