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Advances in Econometrics
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  • 29 b/w illus.
  • Page extent: 432 pages
  • Size: 228 x 152 mm
  • Weight: 0.63 kg


 (ISBN-13: 9780521566094 | ISBN-10: 0521566096)

This is the second of a 1994 two-volume set of articles reflecting 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. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

• The very latest developments by the top names in econometrics; surveys cutting-edge work done in the last five years • The Econometric Society Monographs is the leading series for books in advanced econometrics; all acclaimed bestsellers • All serious scholars and advanced students in the field will need to read this book


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.


Richard Blundell, David Card, Albert Marcet, John Rust, Ariel Pakes, Kenneth Judd, Kenneth Singleton, Angelo Melino, Sebastian Edwards, Guillermo A. Calvo, Carlos A. Vegh

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