This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference. The contents of this volume comprise the proceedings of the third of a conference series entitled International Symposia in Economic Theory and Econometrics. This conference was held at the IC;s2 (Innovation, Creativity and Capital) Institute at the University of Texas at Austin on May 22-23, l986.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of...
In this textbook, intended for master and PhD students in economics, the duality between the equilibrium concept used in dynamic economic theory, and the stationarity of economic variables is...
This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non...
A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical...