Contents

pp v-vi

Editors' introduction

pp vii-viii

List of contributors

pp ix-x

Part I - Dynamic structural modeling

pp 1-2

1 - Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors

pp 3-26

2 - Envelope consistent functional separability

pp 27-42

3 - Flexible functional forms for profit functions and global curvature conditions

pp 43-52

4 - Likelihood inference in the nonlinear regression model with explosive linear dynamics

pp 53-72

5 - Exact inference in models with autoregressive conditional heteroscedasticity

pp 73-104

6 - Control of a linear regression process with unknown parameters

pp 105-120

7 - Some tests of nonparametric regression models

pp 121-136

Part II - Linear time series modeling

pp 137-138

8 - A central-limit result for instrumental variables estimators of linear time series models

pp 139-156

9 - Exact and approximate distribution of the t ratio test statistic in an AR(1) model

pp 157-170

10 - The use of ARIMA models in unobserved-components estimation: an application to Spanish monetary control

pp 171-196

Part III - Chaotic attractor modeling

pp 197-198

11 - The aggregation-theoretic monetary aggregates are chaotic and have strange attractors: an econometric application of mathematical chaos

pp 199-246

12 - Theorems on distinguishing deterministic from random systems

pp 247-266

Part IV - Applications

pp 267-268

13 - Investment and sales: some empirical evidence

pp 269-296

14 - Me and my shadow: estimating the size of the U.S. hidden economy from time series data

pp 297-334

15 - Estimating structural models of unemployment and job duration

pp 335-356

16 - Comparison of dynamic factor demand models

pp 357-376