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

doi:10.1017/CBO9780511607547

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.

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Contents

Frontmatter
pp i-vi
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Contents
pp vii-viii
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Contributors
pp ix-x
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Introduction by the Editors
pp xi-xx
- By Richard Blundell, Whitney K. Newey, Torsten Persson
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1 - Identification of Nonadditive Structural Functions
pp 1-16
- By Andrew Chesher
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2 - Nonadditive Models with Endogenous Regressors
pp 17-46
- By Guido W. Imbens
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3 - Heterogeneity and Microeconometrics Modeling
pp 47-74
- By Martin Browning, Jesus Carro
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4 - Heterogeneous Choice
pp 75-110
- By Rosa L. Matzkin
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5 - Modeling Heterogeneity
pp 111-121
- By Arthur Lewbel
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6 - Inference with Weak Instruments
pp 122-173
- By Donald W. K. Andrews, James H. Stock
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7 - Empirical Likelihood Methods in Econometrics: Theory and Practice
pp 174-237
- By Yuichi Kitamura
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8 - Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura
pp 238-260
- By Richard J. Smith
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9 - Estimating Continuous-Time Models with Discretely Sampled Data
pp 261-327
- By Yacine Aït-Sahalia
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10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics
pp 328-372
- By Ole E. Barndorff-Nielsen, Neil Shephard
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11 - Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
pp 373-380
- By Oliver Linton, Ilze Kalnina
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12 - Understanding Bias in Nonlinear Panel Models: Some Recent Developments
pp 381-409
- By Manuel Arellano, Jinyong Hahn
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13 - Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn
pp 410-412
- By Tiemen M. Woutersen
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Index
pp 413-419
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Titles in the series
pp 420-420
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Advances in Economics and Econometrics

Theory and Applications, Ninth World Congress

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Contents

Frontmatter
pp i-vi

Contents
pp vii-viii

Contributors
pp ix-x

Introduction by the Editors
pp xi-xx

1 - Identification of Nonadditive Structural Functions
pp 1-16

2 - Nonadditive Models with Endogenous Regressors
pp 17-46

3 - Heterogeneity and Microeconometrics Modeling
pp 47-74

4 - Heterogeneous Choice
pp 75-110

5 - Modeling Heterogeneity
pp 111-121

6 - Inference with Weak Instruments
pp 122-173

7 - Empirical Likelihood Methods in Econometrics: Theory and Practice
pp 174-237

8 - Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura
pp 238-260

9 - Estimating Continuous-Time Models with Discretely Sampled Data
pp 261-327

10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics
pp 328-372

11 - Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard
pp 373-380

12 - Understanding Bias in Nonlinear Panel Models: Some Recent Developments
pp 381-409

13 - Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn
pp 410-412

Index
pp 413-419

Titles in the series
pp 420-420

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Advances in Economics and Econometrics

Theory and Applications, Ninth World Congress

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