Advances in Economics and Econometrics:

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.

Contributors	p. ix
Introduction	p. xi
Identification of Nonadditive Structural Functions	p. 1
Nonadditive Models with Endogenous Regressors	p. 17
Heterogeneity and Microeconometrics Modeling	p. 47
Heterogeneous Choice	p. 75
Modeling Heterogeneity	p. 111
Inference with Weak Instruments	p. 122
Empirical Likelihood Methods in Econometrics: Theory and Practice	p. 174
Weak Instruments and Empirical Likelihood: A Discussion of the Papers by D. W. K. Andrews, J. H. Stock, and Y. Kitamura	p. 238
Estimating Continuous-Time Models with Discretely Sampled Data	p. 261
Variation, Jumps, and High-Frequency Data in Financial Econometrics	p. 328
Discussion of Ait-Sahalia and Barndorff-Nielsen and Shephard	p. 373
Understanding Bias in Nonlinear Panel Models: Some Recent Developments	p. 381
Fixed and Random Effects in Nonlinear Panel Data Model: A Discussion of a Paper by Manuel Arellano and Jinyong Hahn	p. 410
Index	p. 413
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Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress

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