Economics, Econometrics, Mathematics : State of the Art Surveys Presented on the Occasion of the 25th Anniversary of the Econometric Institute (Netherlands School of Economics), Erasmus University, Rotterdam, January 1982
First Statement of Responsibility
edited by M. Hazewinkel, A.H.G. Rinnooy Kan.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Dordrecht
Name of Publisher, Distributor, etc.
Springer Netherlands
Date of Publication, Distribution, etc.
1982
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
(352 Seiten)
CONTENTS NOTE
Text of Note
Welcoming address to the participants of the symposium.- The Econometric Institute: background and developments.- I. Economics of Academia.- Introductory remarks.- Research in econometrics and the economics of academia.- Questions and comments.- II. Micro economics.- Introductory remarks.- Decision criteria for business firms.- Questions and comments.- III. Autocorrelation.- Introductory remarks.- More than twenty-five years of testing for aseril correlation in least squares regression.- Questions and comments.- IV. Efficiency and optimization.- Introductory remarks.- Efficiency.- Quetions and comments.- V. Econometric policy models.- Introductory remarks.- Econometric models and economic planning and poliycy: some trends and problems.- Questions and comments.- VI. Equilibrium econometrics.- Introductory remarks.- An econometric approach to general equilibrium analysis.- Questions and comments.- VII. Foundations of identification.- Introductory remarks.- Identification from real data.- VIII. Planning.- Introductory remarks.- Planning, mathematics and economics.- Questions and comments.- IX. Control and economics.- Introductory remarks.- Stochastic control and uncertainty in dynamic economic systems.- Questions and comments.- X. Disequilibrium econometrics.- Introductory remarks.- An econometric model for macro-disequilibrium analysis.- Questions and comments.- XI. Identification of time series.- Introductory remarks.- Identification in control and econometrics.- Questions and comments.- XII. Mathematical programming.- Introductory remarks.- Algorithms for constrained and unconstrained optimization calculations.- Questions and comments.- XIII. Foundations of modeling.- Introductory remarks.- Scientific standards in econometric modeling.- Quesions and comments.- List of participants.
SUMMARY OR ABSTRACT
Text of Note
This book contains the Proceedings of a symposium that was held in Rotterdam from 12 to 15 January 1982 to celebrate the 25-th anniversary of the Econometric Institute of the Erasmus University. The subject of the symposium, developments in econometrics and related fields, was particularly appropriate for the occasion. In 25 years the research carried out at the Econometric Institute developed from the original seminal work in econometrics, carried out under the supervision of the first director H. Theil, to embrace related areas such as mathematical economics, operations research, systems theory and other branches of mathematics, statistics and probability theory. To review the state of the art in these areas, thirteen leading experts were invited to deliver a lecture at the symposium; their contributions form .the backbone of this book. Together, they illustrate the wide range and scope of the current scientific activity in these fields. The thirteen authoritative surveys should be of great value to researchers and students alike, who want to become acquainted with recent ideas, current trends and future developments in their chosen fields of interest. Each contribution is preceded by an introduction to the author and his work and followed by a summary of the discussion that followed the lecture. A special chapter is devoted to the history of the Econometric Institute.