Advances in Economics and Econometrics: Volume 3
Theory and Applications, Ninth World Congress

This volume contains 13 essays on seminal topics in economic analysis by internationally renowned academics.

Richard Blundell (Edited by), Whitney Newey (Edited by), Torsten Persson (Edited by)

9780521871549, Cambridge University Press

Hardback, published 11 June 2007

440 pages, 11 tables
23.8 x 15.9 x 2.8 cm, 0.7 kg

This is the third book of three volumes containing edited versions of papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

1. Identification of non-additive structural functions Andrew Chesher
2. Non-additive models with endogenous regressors Guido W. Imbens
3. Heterogeneity and microeconomics modeling Martin Browning and Jesus Carro
4. Heterogeneous choice Rosa L. Matzkin
5. Modeling heterogeneity Arthur Lewbel
6. Inference with weak instruments Donald W. K. Andrews and James H. Stock
7. Empirical likelihood methods in econometrics: theory and practice Yuichi Kitamura
8. Weak instruments and empirical likelihood: a discussion of the papers by D. W. K. Andrews, J. H. Stock and Y. Kitamura Richard J. Smith
9. Estimating continuous-time models with discretely sampled data Yacine Aït-Sahalia
10. Variation, jumps and high frequency data in financial econometrics Ole E. Barndorff-Nielsen and Neil Shephard
11. Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard Oliver Linton and Ilze Kalnina
12. Understanding bias in nonlinear panel models: some recent developments Manuel Arellano and Jinyong Hahn
13. Fixed and random effects in nonlinear panel data model, a discussion of a paper by Manuel Arellano and Jinyong Hahn Tiemen M. Woutersen.

Subject Areas: Mathematical modelling [PBWH], Game theory [PBUD], Economics [KC]