Functional structure inference /

The series International Symposia in Economic Theory and Econometrics publishes quality proceedings of conferences and symposia. Since all articles published in these volumes are refereed relative to the standards of the best journals, not all papers presented at the symposia are published in these...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Serletis, Apostolos, Barnett, William A.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Oxford : Elsevier, 2007.
Colección:International symposia in economic theory and econometrics ; v. 18.
Temas:
Econometrics > Congresses.
Economics.
Economics
Économétrie > Congrès.
Économie politique.
economics.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Econometrics
Functional structure inference
Conference papers and proceedings
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover
  • Contents
  • Introduction to the Series
  • Introduction
  • List of Contributors
  • Part I: Nonparametric Approaches to Separability Testing
  • Chapter 1. Testing the Significance of the Departures from Weak Separability
  • 1. Introduction
  • 2. Nonparametric Tests for Weak Separability
  • 3. A Stochastic Nonparametric Extension
  • 4. Solving the Adjustment Procedure
  • 5. A Necessary and Sufficient Test for Homogeneous Weak Separability
  • 6. An Empirical Application
  • 7. Monte Carlo Simulations
  • 8. Conclusion and Discussion
  • References
  • Chapter 2. Quantity Constraints and Violations of Revealed Preference
  • 1. Introduction
  • 2. Data
  • 3. Testing Revealed Preference
  • 4. Rationing and Utility Maximization
  • 5. Quantity Constraints Results
  • 6. Conclusions
  • References
  • Chapter 3. Nonparametric Tests of the Necessary and Sufficient Conditions for Separability
  • 1. Introduction
  • 2. Separability Hypotheses and Necessary and Sufficient Conditions
  • 3. Nonparametric Separability Tests
  • 4. Empirical Results
  • 5. Conclusions
  • Acknowledgements
  • References
  • Part II: Flexible Functional Forms and Theoretical Regularity
  • Chapter 4. Bayesian Estimation of Flexible Functional Forms, Curvature Conditions andthe Demand for Assets
  • 1. Introduction
  • 2. The Monetary Problem and Data
  • 3. Locally Flexible Functional Forms
  • 4. Bayesian Estimation of Demand Systems
  • 5. Empirical Evidence
  • 6. Conclusion
  • Acknowledgement
  • References
  • Chapter 5. Productivity and Convergence Trends in the OECD: Evidence from a Normalized Quadratic Variable Profit Function
  • 1. Introduction
  • 2. Total Factor Productivity Measurement
  • 3. Convergence Model and Test Procedures
  • 4. Data and Empirical Evidence
  • 5. Conclusion
  • Acknowledgement
  • References
  • Chapter 6. The Theoretical Regularity Propertiesof the Normalized Quadratic ConsumerDemand Model
  • 1. Introduction
  • 2. The Model
  • 3. Experimental Design
  • 4. Results and Discussion
  • 5. Conclusion
  • Appendix: Theorem (Arrow and Enthoven, 1961)
  • References
  • Part III: Functional Structure and the Theory of Optimal Currency Areas
  • Chapter 7. On Canada's Exchange Rate Regime
  • 1. Introduction
  • 2. Theoretical Foundations
  • 3. The Data
  • 4. GMM Estimation
  • 5. Empirical Results
  • 6. Conclusion
  • Acknowledgements
  • References
  • Chapter 8. Tests of Microeconomic Foundations of an Australia/New Zealand Common Currency Area
  • 1. Introduction
  • 2. Existence of an Optimum Currency
  • 3. Testing for the Existence of a Common Currency Area
  • 4. Data
  • 5. Results
  • 6. Summary and Conclusions
  • Acknowledgements
  • References
  • Part IV: Functional Structure and Asymmetric Demand Responses
  • Chapter 9. Food Demand in Sweden: A Nonparametric Approach
  • 1. Introduction
  • 2. Weak Separability
  • 3. Demand Estimation
  • 4. Data and Method
  • 5. Results from Separability Analysis
  • 6. Results from Demand Anal.

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