Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for … introducing the VAR approach to econometrics and macroeconomic modelling. Sims' main contribution to empirical macroeconomics was … to show how macro-econometric modeling should be revised so as to meet the Lucas Critique test. The VAR approach did not …

children to the evolution of political party platforms. We provide a general choice-based framework for modeling such … between interactions-based models and models in statistical mechanics. Our analysis is then extended to the econometrics of …

Verlagsinfo: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics … within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world … has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models …

econometrics, the major statistical tools that have been employed to provide structural explanations for these facts, and the …

Verlagsinfo: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics … within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world … has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models …