Front cover image for Advances in econometrics : sixth World Congress

Advances in econometrics : sixth World Congress

This is the first of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labour economics.
Print Book, English, 1994-
Cambridge University Press, Cambridge [England], 1994-
Conference papers and proceedings
volumes : illustrations ; 24 cm
9780521403740, 9780521444590, 052140374X, 0521444594
1. Testing for the stationarity and the stability of equilibrium Mototsugu Fukushige, Michio Hatanaka, and Yasuji Koto; 2. Time series with strong dependence P. M. Robinson; 3. Recursive linear models of dynamic economies Lars Peter Hansen and Thomas J. Sargent; 4. The selection problem Charles F. Manski; 5. Quantile regression, censoring, and the structure of wages Gary Chamberlain; 6. The economics of seasonal cycles Jeffrey A. Miron; Comment Svend Hylleberg; 7. On the economics and econometrics of seasonality Eric Ghysels; Comment Denise Osborn.
Sixth World Congress of the Econometric Society in Barcelona in August 1990