Advances in Econometrics: Volume 2: Sixth World Congress

by Christopher A. Sims

Overview

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.

Product Details

ISBN-13:	9780521566094
Publisher:	Cambridge University Press
Publication date:	03/07/1996
Series:	Econometric Society Monographs , #24
Edition description:	Revised ed.
Pages:	432
Product dimensions:	5.98(w) x 8.98(h) x 0.98(d)

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.

Editorial Reviews

"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

From the Publisher