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The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I and II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.
Econometrics --- Econometric models --- Econométrie --- Modèles économétriques --- Congresses --- Congrès --- 330.115 --- Econometrie --- -Econometrics --- -Economics, Mathematical --- Statistics --- Mathematical models --- Congresses. --- -Econometrie --- 330.115 Econometrie --- -330.115 Econometrie --- Economics, Mathematical --- Econométrie --- Modèles économétriques --- Congrès --- Quantitative methods (economics) --- Business, Economy and Management --- Economics --- Econometrics - Congresses --- Econometric models - Congresses --- -Congresses
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In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.
Economic schools --- Quantitative methods (economics) --- Econometrics. --- Econometrics --- 330.015195 --- 303.0 --- 303.8 --- AA / International- internationaal --- Economics, Mathematical --- Statistics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Econometrische behandeling van een onderwerp --- Économétrie --- Modèles économétriques --- Business, Economy and Management --- Economics
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This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
330.115.001.57 --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Econometrische modellen. Simulatiemodellen --- Econometrics --- econometrie --- wiskundige statistiek --- 331.5 --- Economics, Mathematical --- Statistics --- 331.5 Arbeidsmarkt. Werkgelegenheid --(algemeen) --- Arbeidsmarkt. Werkgelegenheid --(algemeen) --- Labour market --- Quantitative methods (economics) --- Econometrics. --- Econométrie --- Business, Economy and Management --- Economics --- ECONOMETRIE --- DURATION --- MARCHE DU TRAVAIL --- MODELES ECONOMETRIQUES --- ECONOMIE DU TRAVAIL
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Applied Methods for Trade Policy Analysis provides a comprehensive introduction to the applied economic modeling of trade policies. The book introduces the reader to trade policy concepts, welfare measurement, accounting frameworks, and both partial and general equilibrium modeling approaches. It first covers these topics at a basic level and then introduces the reader to a number of more advanced topics: imperfect competition, dynamic modeling, labour market structure, and environmental modeling. Economic graduate students, professors, and policy makers will find the collection to be an important reference tool.
Foreign trade policy --- Commercial policy --- Econometric models --- Econometric models. --- 339.542 --- 330.115.001.57 --- 339.5 --- 339.54 --- Buitenlandse handelsovereenkomsten. Multilaterale/bilaterale handelsbesprekingen. Tarieven. Uitvoerrechten. Gatt. Handelsconferenties. WTO --- Econometrische modellen. Simulatiemodellen --- Internationale handel --- Buitenlandse handelspolitiek --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- 339.542 Buitenlandse handelsovereenkomsten. Multilaterale/bilaterale handelsbesprekingen. Tarieven. Uitvoerrechten. Gatt. Handelsconferenties. WTO --- International trade --- International trade policy --- Trade policy --- Economic policy --- International economic relations --- Government policy --- Business, Economy and Management --- Economics --- Commercial policy - Econometric models --- Politique commerciale --- Modèles économétriques
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Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
Mathematical statistics --- Quantitative methods (economics) --- Finance --- Time-series analysis --- Stochastic processes --- Econometric models --- Processus stochastiques --- Marché financier --- Séries chronologiques --- Modèles économétriques --- AA / International- internationaal --- 305.970 --- 305.91 --- 330.3 --- 305.971 --- 304.0 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Speciale gevallen in econometrische modelbouw. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- -Time-series analysis --- 332.015195 --- Random processes --- Probabilities --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Funding --- Funds --- Economics --- Currency question --- 519.2 --- 336.7 --- econometrie --- regressie-analyse --- financiewezen --- stochastische modellen --- tijdreeksanalyse --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Processus stochastiques. --- Séries chronologiques. --- Modèles économétriques. --- Time-series analysis. --- Stochastic processes. --- Econometric models. --- Business, Economy and Management --- Finance - Econometric models
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One of the more troubling aspects of the ferment in macroeconomics that followed the demise of the Keynesian dominance in the late 1960s has been the inability of many of the new ideas to account for unemployment remains unexplained because equilibrium in most economic models occurs with supply equal to demand: if this equality holds in the labor market, there is no involuntary unemployment. Efficiency Wage Models of the Labor Market explores the reasons why there are labor market equilibria with employers preferring to pay wages in excess of the market-clearing wage and thereby explains involuntary unemployment. This volume brings together a number of the important articles on efficiency wage theory. The collection is preceded by a strong, integrative introduction, written by the editors, in which the hypothesis is set out and the variations, as described in subsequent chapters, are discussed.
Labour market --- Wage formation --- Wages --- Salaires --- Econometric models --- Modèles économétriques --- WAGES --- 330.564 --- 331.5 --- AA / International- internationaal --- 332.20 --- 332.27 --- 339.21 --- 332.630 --- 332.620 --- Verdeling van nationaal inkomen. Inkomensverdeling --- Arbeidsmarkt. Werkgelegenheid --(algemeen) --- Bezoldiging van de arbeid: algemeenheden. --- Loonpolitiek. --- Ongelijkheid en herverdeling van vermogens en inkomens. Inkomensbeleid. --- Strijd tegen de werkloosheid: algemeen. Theorie en beleid van de werkgelegenheid. Volledige werkgelegenheid. --- Werkloosheid: algemeenheden. Philipscurve. --- 331.5 Arbeidsmarkt. Werkgelegenheid --(algemeen) --- 330.564 Verdeling van nationaal inkomen. Inkomensverdeling --- Modèles économétriques --- Compensation --- Departmental salaries --- Earnings --- Pay --- Remuneration --- Salaries --- Wage-fund --- Wage rates --- Working class --- Income --- Labor costs --- Compensation management --- Cost and standard of living --- Prices --- Bezoldiging van de arbeid: algemeenheden --- Loonpolitiek --- Werkloosheid: algemeenheden. Philipscurve --- Strijd tegen de werkloosheid: algemeen. Theorie en beleid van de werkgelegenheid. Volledige werkgelegenheid --- Ongelijkheid en herverdeling van vermogens en inkomens. Inkomensbeleid --- Econometric models. --- Business, Economy and Management --- Economics --- WAGES - Econometric models
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