Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress: Volume 3 - Rilegato

Rilegato

ISBN 10: 0521580137 ISBN 13: 9780521580137

Casa editrice: Cambridge University Press, 1997

Riassunto

This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society.

Su questo libro

Descrizione del libro

This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications.

Contenuti

1. Causal analysis and statistical inference on possibly nonstationary time series Yuzo Hosoya; 2. Cointegration, long-run comovements and long-horizon forecasting James H. Stock; 3. Testing and measurement in competition models Timothy F. Bresnahan; 4. Empirical equilibrium search models Geert Ridder and Gerard J. van den Berg; 5. Posterior simulators in econometrics John Geweke; 6. Restricted least squares subject to monotonicity and concavity constraints Paul A. Ruud; 7. Bootstrap methods in econometrics: theory and numerical performance Joel Horowitz; 8. Econometric models of option pricing errors Eric Renault; 9. New minimum chi-square methods in empirical finance George Tauchen.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 0521580137
• ISBN 13: 9780521580137
• Rilegatura: Copertina rigida
• Numero di pagine: 342
• Redattore: Kreps David M., Wallis Kenneth F.
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia