A. Sims (ed.)

Advances in Econometrics

Volume 2: Sixth World Congress
Herausgeber: Sims, Christopher A.

• Gebundenes Buch

Produktbeschreibung

The second of a 1994 two-volume set of articles reflecting the state of research in theoretical and applied econometrics.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 432
• Erscheinungstermin: 13. Dezember 2011
• Englisch
• Abmessung: 235mm x 157mm x 30mm
• Gewicht: 850g
• ISBN-13: 9780521444606
• ISBN-10: 0521444608
• Artikelnr.: 24983803

Inhaltsangabe

Part I. Labour Supply: 1. Evaluating structural microeconometric models of
labour supply Richard Blundell; 2. Intertemporal labour supply: an
assessment David Card; Part II. Competition for Stochastic Equilibrium: 3.
Simulation analysis of dynamic stochastic models: applications to theory
and estimation Albert Marcet; 4. Estimation of dynamic structural models:
problems and prospects John Rust; 5. Dynamic structural models: problems
and prospects Ariel Pakes; Comment on papers by Marcet, Rust and Pakes
Kenneth Judd; Part III. Econometrics of Finance: 6. Econometric analysis of
representative agent intertemporal asset pricing models Kenneth Singleton;
7. Estimation of continuous-time models in finance Angelo Melino; Part IV.
Development Economics: 8. Political instability, political weakness, and
inflation: an empirical analysis Sebastian Edwards; 9. Credibility and the
dynamics of stabilization policy: a basic framework Guillermo A. Calvo and
Carlos A. Vegh.