Description: This book contains state-of-the-art cumulative research and results on functional structure, approximation and estimation for: individual economic agents; aggregation over those agents; and equilibrium solution stochastic processes. Contributions to time series modeling and inference in the time domain and the frequency domain are also covered.
Review Quotes: Twenty-six papers by William A. Barnett present state-of-the-art cumulative research and results on functional structure, approximation, and estimation in econometrics.
Journal of Economic Literature, 2005.