Volume 3
Edited by: Zvi Griliches and Michael D. Intriligator
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
Volume 4
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

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