Advances in Economics and Econometrics:

This book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Preface

x

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

1

(33)

Yuzo Hosoya

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

34

(27)

James H. Stock

3 Testing and measurement in competition models

61

(21)

Timothy Bresnahan

4 Empirical equilibrium search models

82

(46)

Geert Ridder

Gerard J. van den Berg

5 Posterior simulators in econometrics

128

(38)

John Geweke

6 Restricted least squares subject to monotonicity and concavity constraints

166

(22)

Paul A. Ruud

7 Bootstrap methods in econometrics: theory and numerical performance

188

(35)

Joel L. Horowitz

8 Econometric models of option pricing errors

223

(56)

Eric Renault

9 New minimum chi-square methods in empirical finance

279

(39)

George Tauchen

Index

318

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Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress

Summary

Table of Contents

Supplemental Materials