计量经济学的进展 卷1 英文原版 Advances in Econometrics Volume 1 Christopher A. Sims

基本信息

Publisher ‏ : ‎ Cambridge University Press (21 April 1994)

Language ‏ : ‎ English

Hardcover ‏ : ‎ 332 pages

ISBN-10 ‏ : ‎ 0521444594

ISBN-13 ‏ : ‎ 978-0521444590

Dimensions ‏ : ‎ 15.24 x 2.24 x 22.86 cm

页面参数仅供参考，具体以实物为准

书籍简介

这是一套两卷的文章中的一卷，反映了理论和应用计量经济学的研究现状。涉及的主题包括时间序列方法、半参数方法、季节性、金融经济学、模型求解技术、经济发展和劳动经济学。所有的稿件都是委托在巴塞罗那举行的计量经济学会第六届世界大会的全体会议上发表的。

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.

书籍目录

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.

作者简介

克里斯托弗-阿尔伯特-西姆斯（生于1942年10月21日）是美国计量经济学家和宏观经济学家。他目前是普林斯顿大学John J.F. Sherrerd '52大学经济学教授。他与托马斯-萨金特一起获得了2011年诺贝尔经济科学纪念奖。该奖项引用了他们 "关于宏观经济因果关系的经验研究"。

Christopher Albert Sims (born October 21, 1942) is an American econometrician and macroeconomist. He is currently the John J.F. Sherrerd '52 University Professor of Economics at Princeton University. Together with Thomas Sargent, he won the Nobel Memorial Prize in Economic Sciences in 2011. The award cited their "empirical research on cause and effect in the macroeconomy".