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Advances in Economics and Econometrics: Theory and Applications
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  • 29 b/w illus.
  • Page extent: 346 pages
  • Size: 228 x 152 mm
  • Weight: 0.51 kg

Library of Congress

  • Dewey number: 330/.01/5195
  • Dewey version: 20
  • LC Classification: HB139 .A35 1997
  • LC Subject headings:
    • Econometrics--Congresses
    • Economics--Congresses
    • Technology in literature

Library of Congress Record


 (ISBN-13: 9780521589819 | ISBN-10: 0521589819)

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.

• Editors and contributors are all recognised as being the leading authorities in their particular subfields • All the material is entirely up to date representing the very latest developments in cutting-edge research • The papers are written to make them as accessible as possible to non-specialists


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.


Yuzo Hosoya, James H. Stock, Timothy F. Bresnahan, Geert Ridder, Gerard J. van den Berg, John Geweke, Paul A. Ruud, Joel Horowitz, Eric Renault, George Tauchen

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