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Advances in econometrics : invited papers for the Fourth World Congress of the Econometric Society at Aix-en-Provence, September 1980

Author: Werner Hildenbrand; Econometric Society.
Publisher: Cambridge ; New York : Cambridge University Press, 1985.
Series: Econometric Society publication, no. 2.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:

This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and  Read more...

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Genre/Form: Conference papers and proceedings
Congresses
Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Werner Hildenbrand; Econometric Society.
ISBN: 0521312671 9780521312677
OCLC Number: 14636115
Description: xi, 301 pages : illustrations ; 24 cm.
Contents: Part I. Qualitative response models; 1. Qualitative response models Daniel McFadden; Part II. The structural analysis of longitudinal data: 2. The identification problem in econometric models for duration data James J. Heckman and Burton Singer; Part III. Experimentation in econometrics: 3. The effects of time in economic experiments Jerry A. Hausman; Part IV. Small-sample distribution theory: 4. Some recent developments on the distributions of single-equation estimators T. W. Anderson; 5. Best uniform and modified Pade approximants to probability densities in econometrics P. C. B. Phillips; Part V. Topics in time-series analysis: 6. Identifiability and problems of model selection in econometrics R. E. Kalman; Part VI. Testing for causation and exogeneity: 7. Causality, exogeneity, and inference John Geweke; 8. Generating mechanisms, models, and causality C. W. J. Granger; Part VII. Alternative tests and estimators: 9. Comparing alternative asymptotically equivalent tests Thomas J. Rothenberg; 10. Conflict among testing procedures in a linear regression model with lagged dependent variables G. B. A. Evans and N. E. Savin; Part VIII. Modeling centrally planned economies: 11. Macroeconomic modeling based on econometric and simulation models for the Polish economy Zbigniew Czerwiriski and Wladyslaw Welfe.
Series Title: Econometric Society publication, no. 2.
Responsibility: edited by Werner Hildenbrand.

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