Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately,...

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have...

Complete and Incomplete Econometric Models John Geweke Princeton University Press Princeton and Oxford Contents Series Editors' Introduction vii Preface ...

Frontmatter -- Contents -- Preface -- 1 Utilitarian Treatment of Heterogeneous Populations -- 2 The Selection Problem -- 3 Treatment Using Experimental Data -- 4 The Selection Problem with Sample Data -- References