Richard Blundell / Whitney Newey / Torsten Persson (eds.)

Advances in Economics and Econometrics: Volume 3

Theory and Applications, Ninth World Congress
Herausgeber: Blundell, Richard; Persson, Torsten; Newey, Whitney

• Gebundenes Buch

Produktbeschreibung

This is the third book of three volumes containing edited versions of papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 440
• Erscheinungstermin: 11. Juni 2007
• Englisch
• Abmessung: 234mm x 162mm x 28mm
• Gewicht: 703g
• ISBN-13: 9780521871549
• ISBN-10: 0521871549
• Artikelnr.: 21840813

Autorenporträt

Richard Blundell, CBE FBA, holds the David Ricardo Chair in Political Economy at University College London and is Research Director of the Institute for Fiscal Studies, London. He is also Director of the Economic and Social Research Council's Centre for the Microeconomic Analysis of Public Policy. Professor Blundell serves as President of the Econometric Society for 2006.
Whitney K. Newey is Professor of Economics at the Massachusetts Institute of Technology. A 2000-01 Fellow at the Center for Advanced Study in the Behavioral Sciences in Palo Alto, he is Associate Editor of Econometrica and the Journal of Statistical Planning and Inference, and he formerly served as Associate Editor of Econometric Theory.
Torsten Persson is Professor and Director of the Institute for International Economic Studies at Stockholm University and Centennial Professor of Economics at the London School of Economics. He was elected a Foreign Honorary Member of the American Academy of Arts and Sciences in 2001 and served as President of the European Economic Association in 2003.

Inhaltsangabe

1. Identification of non-additive structural functions Andrew Chesher; 2.
Non-additive models with endogenous regressors Guido W. Imbens; 3.
Heterogeneity and microeconomics modeling Martin Browning and Jesus Carro;
4. Heterogeneous choice Rosa L. Matzkin; 5. Modeling heterogeneity Arthur
Lewbel; 6. Inference with weak instruments Donald W. K. Andrews and James
H. Stock; 7. Empirical likelihood methods in econometrics: theory and
practice Yuichi Kitamura; 8. Weak instruments and empirical likelihood: a
discussion of the papers by D. W. K. Andrews, J. H. Stock and Y. Kitamura
Richard J. Smith; 9. Estimating continuous-time models with discretely
sampled data Yacine Aït-Sahalia; 10. Variation, jumps and high frequency
data in financial econometrics Ole E. Barndorff-Nielsen and Neil Shephard;
11. Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard Oliver
Linton and Ilze Kalnina; 12. Understanding bias in nonlinear panel models:
some recent developments Manuel Arellano and Jinyong Hahn; 13. Fixed and
random effects in nonlinear panel data model, a discussion of a paper by
Manuel Arellano and Jinyong Hahn Tiemen M. Woutersen.