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Look Inside Advances in Economics and Econometrics

Advances in Economics and Econometrics
Theory and Applications, Ninth World Congress

Volume 3

CAD$55.95 (P)

Part of Econometric Society Monographs

Andrew Chesher, Guido W. Imbens, Martin Browning, Jesus Carro, Rosa L. Matzkin, Arthur Lewbel, Donald W. K. Andrews, James H. Stock, Yuichi Kitamura, Richard J. Smith, Yacine Aït-Sahalia, Ole E. Barndorff-Nielsen, Neil Shephard, Oliver Linton, Ilze Kalnina, Manuel Arellano, Jinyong Hahn, Tiemen M. Woutersen
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  • Date Published: June 2007
  • availability: In stock
  • format: Paperback
  • isbn: 9780521692106

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About the Authors
  • This is the third book of three volumes containing edited versions of papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

    • The most rigorously focused analysis of these subjects available anywhere
    • Written by world-class, internationally known academics based in North America and Europe
    • Contains 30 essential summative statements of key topics in today's economics
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    Product details

    • Date Published: June 2007
    • format: Paperback
    • isbn: 9780521692106
    • length: 440 pages
    • dimensions: 229 x 24 x 155 mm
    • weight: 0.586kg
    • contains: 11 tables
    • availability: In stock
  • Table of Contents

    1. Identification of non-additive structural functions Andrew Chesher
    2. Non-additive models with endogenous regressors Guido W. Imbens
    3. Heterogeneity and microeconomics modeling Martin Browning and Jesus Carro
    4. Heterogeneous choice Rosa L. Matzkin
    5. Modeling heterogeneity Arthur Lewbel
    6. Inference with weak instruments Donald W. K. Andrews and James H. Stock
    7. Empirical likelihood methods in econometrics: theory and practice Yuichi Kitamura
    8. Weak instruments and empirical likelihood: a discussion of the papers by D. W. K. Andrews, J. H. Stock and Y. Kitamura Richard J. Smith
    9. Estimating continuous-time models with discretely sampled data Yacine Aït-Sahalia
    10. Variation, jumps and high frequency data in financial econometrics Ole E. Barndorff-Nielsen and Neil Shephard
    11. Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard Oliver Linton and Ilze Kalnina
    12. Understanding bias in nonlinear panel models: some recent developments Manuel Arellano and Jinyong Hahn
    13. Fixed and random effects in nonlinear panel data model, a discussion of a paper by Manuel Arellano and Jinyong Hahn Tiemen M. Woutersen.

  • Editors

    Richard Blundell, University College London
    Richard Blundell, CBE FBA, holds the David Ricardo Chair in Political Economy at University College London and is Research Director of the Institute for Fiscal Studies, London. He is also Director of the Economic and Social Research Council's Centre for the Microeconomic Analysis of Public Policy. Professor Blundell serves as President of the Econometric Society for 2006.

    Whitney Newey, Massachusetts Institute of Technology
    Whitney K. Newey is Professor of Economics at the Massachusetts Institute of Technology. A 2000-01 Fellow at the Center for Advanced Study in the Behavioral Sciences in Palo Alto, he is Associate Editor of Econometrica and the Journal of Statistical Planning and Inference, and he formerly served as Associate Editor of Econometric Theory.

    Torsten Persson, Stockholms Universitet
    Torsten Persson is Professor and Director of the Institute for International Economic Studies at Stockholm University and Centennial Professor of Economics at the London School of Economics. He was elected a Foreign Honorary Member of the American Academy of Arts and Sciences in 2001 and served as President of the European Economic Association in 2003.

    Contributors

    Andrew Chesher, Guido W. Imbens, Martin Browning, Jesus Carro, Rosa L. Matzkin, Arthur Lewbel, Donald W. K. Andrews, James H. Stock, Yuichi Kitamura, Richard J. Smith, Yacine Aït-Sahalia, Ole E. Barndorff-Nielsen, Neil Shephard, Oliver Linton, Ilze Kalnina, Manuel Arellano, Jinyong Hahn, Tiemen M. Woutersen

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