Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set Advances in Economics and Econometrics: Theory and Applications:

Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set Advances in Economics and Econometrics: Theory and Applications:

By: David M. Kreps (editor), Kenneth F. Wallis (editor)Hardback

Up to 2 WeeksUsually despatched within 2 weeks

Description

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. Authored by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Contents

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.

Product Details

  • ISBN13: 9780521580137
  • Format: Hardback
  • Number Of Pages: 342
  • ID: 9780521580137
  • weight: 605
  • ISBN10: 0521580137

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly

Close