Advances in Econometrics: Volume 1: Sixth World Congress

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Christopher A. Sims
Cambridge University Press, Mar 7, 1996 - Business & Economics - 332 pages
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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. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.
 

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Contents

Testing for the stationarity and the stability of equilibrium
3
Time series with strong dependence
47
Recursive linear models of dynamic economies
97
Microeconometric theory
141
The selection problem
143
Quantile regression censoring and the structure of wages
171
Seasonality
211
The economics of seasonal cycles
213
Comment
252
On the economics and econometrics of seasonality
257
Comment
317
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