[此贴子已经被作者于2005-1-17 9:08:19编辑过]
Edited by: Zvi Griliches
and Michael D. Intriligator
Preface - Zvi Griliches
and Michael D. Intriligator
Part 1 - Mathematical and Statistical Methods in Econometrics
Chapters 1. Linear Algebra and Matrix Methods in Econometrics - Henri Theil 2. Statistical Theory and Econometrics - Arnold Zellner
Part 2 - Econometric Models
Chapters 3. Economic and Econometric Models - Michael D. Intriligator 4. Identification - Cheng Hsiao 5. Model Choice and Specification Analysis - Edward E. Leamer
Part 3 - Estimation and Computation
Chapters 6. Non-linear Regression Models - Takeshi Amemiya 7. Specification and Estimation of Simultaneous Equation Models - Jerry A. Hausman 8. Exact Small Sample Theory in the Simultaneous Equations Model - P. C. B. Phillips 9. Bayesian Analysis of Simultaneous Equation Systems - Jacques H. Drèze and Jean-François Richard 10. Biased Estimation - G. G. Judge and M. E. Bock 11. Estimation for Dirty Data and Flawed Models - William S. Krasker, Edwin Kuh and Roy E. Welsch 12. Computational Problems and Methods - Richard E. Quandt
Part 4 - Testing
Chapters 13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics - Robert F. Engle 14. Multiple Hypothesis Testing - N. E. Savin 15. Approximating the Distributions of Econometric Estimators and Test Statistics - Thomas J. Rothenberg 16. Monte Carlo Experimentation in Econometrics - David F. Hendry
Part 5 - Time Series Topics
Chapters 17. Time Series and Spectral Methods in Econometrics - C. W. J. Granger and Mark W. Watson 18. Dynamic Specification - David F. Hendry, Adrian R. Pagan and J. Denis Sargan 19. Inference and Causality in Economic Time Series Models - John Geweke 20. Continuous Time Stochastic Models and Issues of Aggregation Over Time - A. R. Bergstrom 21. Random and Changing Coefficient Models - Gregory C. Chow 22. Panel Data - Gary Chamberlain
Part 6 - Special Topics in Econometrics: 1
Chapters 23. Latent Variable Models in Econometrics - Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek 24. Econometric Analysis of Qualitative Response Models - Daniel L. McFadden
Part 7 - Special Topics in Econometrics: 2
Chapters 25. Economic Data Issues - Zvi Griliches 26. Functional Forms in Econometric Model Building - Lawrence J. Lau 27. Limited Dependent Variables - Phoebus J. Dhrymes 28. Disequilibrium, Self-selection, and Switching Models - G. S. Maddala 29. Econometric Analysis of Longitudinal Data - J. J. Heckman and B. Singer
Part 8 - Selected Applications and Uses of Econometrics
Chapters 30. Demand Analysis - Angus Deaton 31. Econometric Methods for Modeling Producer Behavior - Dale W. Jorgenson 32. Labor Econometrics - James J. Heckman and Thomas E. Macurdy 33. Evaluating the Predictive Accuracy of Models - Ray C. Fair 34. New Econometric Approaches to Stabilization Policy in Stochastic Models of Macroeconomic Fluctuations - John B. Taylor 35. Economic Policy Formation: Theory and Implementation (Applied Econometrics in the Public Sector) - Lawrence R. Klein
Edited by: Robert F. Engle and Daniel L. McFadden
Preface - Robert F. Engle and Daniel L. McFadden
Part 9 - Econometric Theory
Chapters 36. Large Sample Estimation and Hypothesis Testing - Whitney K. Newey and Daniel McFadden 37. Empirical Process Methods in Econometrics - Donald W. K. Andrews 38. Applied Nonparametric Methods - Wolfgang Härdle and Oliver Linton 39. Methodology and Theory for the Bootstrap - Peter Hall 40. Classical Estimation Methods for LDV Models Using Simulation - Vassilis A. Hajivassiliou and Paul A. Ruud 41. Estimation of Semiparametric Models - James L. Powell 42. Restrictions of Economic Theory in Nonparametric Methods - Rosa L. Matzkin 43. Analog Estimation of Econometric Models - Charles F. Manski 44. Testing Non-Nested Hypotheses - C. Gourieroux and A. Monfort
Part 10 - Theory and Methods for Dependent Processes
Chapters 45. Estimation and Inference for Dependent Processes - Jeffrey M. Wooldridge 46. Unit Roots, Structural Breaks and Trends - James H. Stock 47. Vector Autoregressions and Cointegration - Mark W. Watson 48. Aspects of Modelling Nonlinear Time Series - Timo Teräsvirta, Dag Tjøstheim and Clive W. J. Granger 49. ARCH Models - Tim Bollerslev, Robert F. Engle and Daniel B. Nelson 50. State-Space Models - James D. Hamilton 51. Structural Estimation of Markov Decision Processes - John Rust
Edited by: James J. Heckman and Edward Leamer
Preface - James J. Heckman and Edward Leamer
Part 11 - New Developments in Theoretical Econometrics
Chapters 52. The Bootstrap - Joel L. Horowitz 53. Panel Data Models: Some Recent Developments - Manuel Arellano and Bo Honoré 54. Interactions-based Models - William A. Brock and Steven N. Durlauf 55. Duration Models: Specification, Identification and Multiple Durations - Gerard J. van den Berg
Part 12 - Computational Methods in Econometrics
Chapters 56. Computationally Intensive Methods for Integration in Econometrics - John Geweke and Michael Keane 57. Markov Chain Monte Carlo Methods: Computation and Inference - Siddhartha Chib
Part 13 - Applied Econometrics
Chapters 58. Calibration - Christina Dawkins, T.N. Srinivasan, and John Whalley 59. Measurement Error in Survey Data - John Bound, Charles Brown, and Nancy Mathiowetz
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