Editors' introduction

Summary

The contents of this volume comprise the proceedings of a conference held at the IC Institute at the University of Texas at Austin on May 22–3, 1986. The conference was entitled “Dynamic Econometric Modeling,” and was organized to bring together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference. These areas of research have in common a movement away from the use of static linear structural models in econometrics.

The conference that produced this proceedings volume is the third in a new conference series, called International Symposia in Economic Theory and Econometrics. The proceedings series is under the general editorship of William A. Barnett. Individual volumes in the series will often have co–editors, and the series has a permanent Board of Advisory Editors. The symposia in the series are sponsored by the IC Institute at the University of Texas at Austin and are cosponsored by the RGK Foundation.

This third conference also was cosponsored by the Federal Reserve Bank of Dallas and by the Department of Economics, Department of Finance, Graduate School of Business, and Center for Statistical Sciences at the University of Texas at Austin. The first conference in the series was co–organized by William A. Barnett and Ronald Gallant, who also co–edited the proceedings volume.