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Advances in Econometrics
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  • 31 b/w illus.
  • Page extent: 332 pages
  • Size: 228 x 152 mm
  • Weight: 0.49 kg


 (ISBN-13: 9780521566100 | ISBN-10: 052156610X)

This is the first of a two-volume set of articles reflecting the current 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


1. Testing for the stationarity and the stability of equilibrium Mototsugu Fukushige, Michio Hatanaka, and Yasuji Koto; 2. Time series with strong dependence P. M. Robinson; 3. Recursive linear models of dynamic economies Lars Peter Hansen and Thomas J. Sargent; 4. The selection problem Charles F. Manski; 5. Quantile regression, censoring, and the structure of wages Gary Chamberlain; 6. The economics of seasonal cycles Jeffrey A. Miron; Comment Svend Hylleberg; 7. On the economics and econometrics of seasonality Eric Ghysels; Comment Denise Osborn.


Mototsugu Fukushige, Michio Hatanaka, Yasuji Koto, P. M. Robinson, Lars Peter Hansen, Thomas J. Sargent, Charles F. Manski, Gary Chamberlain, Jeffrey A. Miron, Svend Hylleberg, Eric Ghysels, Denise Osborn

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