Advances in Econometrics: Volume 2: Sixth World Congress

Přední strana obálky
Christopher 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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