Dynamic econometric modeling /
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| Meeting name: | International Symposium in Economic Theory and Econometrics (3rd : 1986 : Austin, Tex.) |
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| Imprint: | Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1988. |
| Description: | x, 376 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | International symposia in economic theory and econometrics |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/898960 |
Table of Contents:
- 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
- 2. Envelope consistent functional separability
- 3. Flexible functional forms for profit functions and global curvature conditions
- 4. Likelihood inference in the nonlinear regression model with explosive linear dynamics
- 5. Exact inference in models with autoregressive conditional heteroscedasticity
- 6. Control of a linear regression process with unknown parameters
- 7. Some tests of nonparametric regression models
- Part II. Linear Time Series Modeling
- 8. A central-limit result for instrumental variables estimators of linear time series models Lars
- 9. Exact and approximate distribution of the t ratio test statistic in an AR(1) model
- 10. The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control
- Part III. Chaotic Attractor Modeling
- 11. The aggregation-theoretic monetary aggregates are chaotic and have strange attractors: an econometric application of mathematical chaos
- 12. Theorems on distinguishing deterministic from random systems
- Part IV. Applications
- 13. Investment and sales: some empirical evidence
- 14. Me and my shadow: estimating the size of the U.S. hidden economy from time series data
- 15. Estimating structural models of unemployment and job duration
- 16. Comparison of dynamic factor demand models