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Advances in Econometrics

Advances in Econometrics
Sixth World Congress

Volume 2

$89.99

Part of Econometric Society Monographs

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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  • Date Published: March 1996
  • availability: Available
  • format: Paperback
  • isbn: 9780521566094

$89.99
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About the Authors
  • This is the second of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. 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
    Read more

    Reviews & endorsements

    "This reviewer is pleased to recommend these essays to all those who wish to keep abreast of the developments in these areas, specialists and new entrants alike. This monograph is a must read for all those who regard themselves as serious researchers in econometrics." Baldev Raj, Mathematical Reviews

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    Product details

    • Date Published: March 1996
    • format: Paperback
    • isbn: 9780521566094
    • length: 432 pages
    • dimensions: 229 x 152 x 24 mm
    • weight: 0.63kg
    • contains: 29 b/w illus.
    • availability: Available
  • Table of Contents

    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.

  • Editor

    Christopher A. Sims, Yale University, Connecticut

    Contributors

    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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