Advances in Economics and Econometrics: Theory and Applications
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Published By Cambridge University Press

9780521589819, 9780521580137, 9781139051996

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Causal analysis and statistical inference on possibly non-stationary time series

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.001 ◽

1997 ◽

pp. 1-33 ◽

Cited By ~ 5

Author(s):

Yuzo Hosoya

Keyword(s):

Time Series ◽

Statistical Inference ◽

Causal Analysis ◽

Stationary Time Series ◽

Stationary Time

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Econometric models of option pricing errors

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.008 ◽

1997 ◽

pp. 223-278 ◽

Cited By ~ 44

Author(s):

Eric Renault

Keyword(s):

Option Pricing ◽

Econometric Models ◽

Pricing Errors

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Bootstrap methods in econometrics: theory and numerical performance

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.007 ◽

1997 ◽

pp. 188-222 ◽

Cited By ~ 45

Author(s):

Joel L. Horowitz

Keyword(s):

Bootstrap Methods ◽

Numerical Performance

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Cointegration, long-run comovements, and long-horizon forecasting

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.002 ◽

1997 ◽

pp. 34-60 ◽

Cited By ~ 12

Author(s):

James H. Stock

Keyword(s):

Long Run

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Restricted least squares subject to monotonicity and concavity constraints

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.006 ◽

1997 ◽

pp. 166-187 ◽

Cited By ~ 5

Author(s):

Paul A. Ruud

Keyword(s):

Least Squares

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Empirical equilibrium search models

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.004 ◽

1997 ◽

pp. 82-127 ◽

Cited By ~ 6

Author(s):

Geert Ridder ◽

Gerard J. van den Berg

Keyword(s):

Equilibrium Search ◽

Search Models

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Testing and measurement in competition models

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.003 ◽

1997 ◽

pp. 61-81 ◽

Cited By ~ 3

Author(s):

Timothy Bresnahan

Keyword(s):

Competition Models ◽

Testing And Measurement

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Posterior simulators in econometrics

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.005 ◽

1997 ◽

pp. 128-165 ◽

Cited By ~ 21

Author(s):

John Geweke

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New minimum chi-square methods in empirical

Advances in Economics and Econometrics: Theory and Applications ◽

10.1017/cbo9781139051996.009 ◽

1997 ◽

pp. 279-317 ◽

Cited By ~ 28

Author(s):

George Tauchen

Keyword(s):

Chi Square

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Advances in Economics and Econometrics: Theory and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Cambridge University Press

Causal analysis and statistical inference on possibly non-stationary time series

Econometric models of option pricing errors

Bootstrap methods in econometrics: theory and numerical performance

Cointegration, long-run comovements, and long-horizon forecasting

Restricted least squares subject to monotonicity and concavity constraints

Empirical equilibrium search models

Testing and measurement in competition models

Posterior simulators in econometrics

New minimum chi-square methods in empirical

Advances in Economics and Econometrics: Theory and Applications
Latest Publications