Dynamic Econometric Modeling (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
390
Utgivningsdatum
1988-06-01
Förlag
Cambridge University Press
Medarbetare
Berndt, Ernst R. / White, Halbert
Illustrationer
41tabs.
Volymtitel
Dynamic Econometric Modelling
Dimensioner
229 x 155 x 23 mm
Vikt
658 g
Antal komponenter
1
Komponenter
x, 376 p. :
ISSN
1571-0386
ISBN
9780521333955
Dynamic Econometric Modeling (inbunden)

Dynamic Econometric Modeling

Proceedings of the Third International Symposium in Economic Theory and Econometrics

Inbunden Engelska, 1988-06-01
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This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference. The contents of this volume comprise the proceedings of the third of a conference series entitled International Symposia in Economic Theory and Econometrics. This conference was held at the IC;s2 (Innovation, Creativity and Capital) Institute at the University of Texas at Austin on May 22-23, l986.
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Innehållsförteckning

Editors' introduction; List of contributors; Part 1. Dynamic Structural Modeling: 1. Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors Charles Bates and Halbert White; 2. Envelope consistent functional separability Ernst R. Berndt; 3. Flexible functional forms for profit functions and global curvature conditions W. Erwin Diewert and Lawrence Ostensoe; 4. Likelihood inference in the nonlinear regression model with explosive linear dynamics Ian Domowitz and Lars Muus; 5. Exact inference in models with autoregressive conditional heteroscedasticity John Geweke; 6. Control of a linear regression process with unknown parameters Nicholas M. Kiefer and Yaw Nyarko; 7. Some tests of nonparametric regression models Adonis John Yatchew; Part II. Linear Time Series Modeling: 8. A central-limit result for instrumental variables estimators of linear time series models Lars Peter Hansen; 9. Exact and approximate distribution of the t ratio test statistic in an AR(1) model Alberto Holly and Georg Michael Rockinger; 10. The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control Agustin Maravall; Part III. Chaotic Attractor Modeling: 11. The aggregation-theoretic monetary aggregates are chaotic and have strange attractors: an econometric application of mathematical chaos William A. Barnett and Ping Chen; 12. Theorems on distinguishing deterministic from random systems W. A. Brock and W. D. Dechert; Part IV. Applications: 13. Investment and sales: some empirical evidence Andrew B. Abel and Olivier J. Blanchard; 14. Me and my shadow: estimating the size of the U.S. hidden economy from time series data Dennis J. Aigner, Friedrich Schneider, and Damayanti Ghosh; 15. Estimating structural models of unemployment and job duration Dale T. Mortensen and George R. Neumann; 16. Comparison of dynamic factor demand models Peter E. Rossi.