Current Developments in the Interface: Economics, Econometrics, Mathematics

1. Front Matter

   Pages i-x

   PDF

2. Introduction

   1. Welcoming Address to the Participants of the Symposium

      • W. H. Somermeyer

      Pages 1-3

   2. The Econometric Institute: Background and Developments

      • B. S. Van Der Laan

      Pages 5-9

3. Economics of Academia

   1. Introductory Remarks

      • J. Tinbergen

      Pages 11-12

   2. Research in Econometrics and the Economics of Academia

      • H. Theil

      Pages 13-21

4. Back Matter

   Pages 22-24

   PDF

5. Micro Economics

   1. Introductory Remarks

      • T. Kloek

      Pages 25-26

   2. Decision Criteria for Business Firms0)

      • J. H. Drèze

      Pages 27-51

6. Back Matter

   Pages 52-53

   PDF

7. Autocorrelation

   1. Introductory Remarks

      • J. Koerts

      Pages 55-58

   2. More than Twenty-Five Years of Testing for Serial Correlation in Least Squares Regression

      • J. Durbin

      Pages 59-70

8. Back Matter

   Pages 71-71

   PDF

9. Efficiency and Optimization

   1. Introductory Remarks

      • H. N. Weddepohl

      Pages 73-74

   2. Efficiency

      • D. Gale

      Pages 75-85

10. Back Matter

    Pages 86-86

    PDF

11. Econometric Policy Models

    1. Introductory Remarks

       • J. Sandee

       Pages 87-89

    2. Econometric Models and Economic Planning and Policy: Some Trends and Problems

       • L. Johansen

       Pages 91-120

12. Back Matter

    Pages 121-122

    PDF

13. Equilibrium Econometrics

    1. Introductory Remarks

       • J. van Daal

       Pages 123-124

    2. An Econometric Approach to General Equilibrium Analysis

       • D. W. Jorgenson

       Pages 125-155

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.

• econometrics
• efficiency
• equilibrium
• general equilibrium
• mathematics
• modeling
• optimization
• regression
• time series

• Mathematical Centre, Amsterdam, The Netherlands

  M. Hazewinkel

• Department of Operations Research, Erasmus University Rotterdam, The Netherlands

  A. H. G. Rinnooy Kan

Policies and ethics