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Volume 1

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

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关键词：econometrics Econometric handbook metrics Metric 下载 econometrics handbook

Volume 2

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

Volume 3

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

Volume 5

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

Handbook of Econometrics, Volume 6

http://web.cenet.org.cn/web/Occidental/index.php3?file=1.php3&kdir=19764&nowdir=

[此贴子已经被作者于2005-7-22 11:18:23编辑过]

THanks

20126.rar (2.68 MB) 本附件包括：

• Henri Theil.Chapter01.Linear Algebra and Matrix Methods in Econometrics.pdf

2005-7-22 08:19:00 上传

[下载]Handbook of Econometrics

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http://web.cenet.org.cn/web/Occidental/

[此贴子已经被作者于2005-8-12 11:30:28编辑过]

20127.rar (5.7 MB) 本附件包括：

• Chapter02 Statistical Theory and Econometrics.pdf

2005-7-22 08:30:00 上传

[下载]Handbook of Econometrics

___________________________________________________

http://web.cenet.org.cn/web/Occidental/

[此贴子已经被作者于2005-7-24 0:18:25编辑过]

也不知道国内现在翻译到什么程度了。

第6卷还没有正式出版。

链接失效了，期待楼主继续上传其他章节。: )

[此贴子已经被作者于2005-7-22 9:35:11编辑过]

20140.rar (2.05 MB) 本附件包括：

• Chapter03.Economic and Econometric Models.pdf

2005-7-22 11:00:00 上传

[下载]Handbook of Econometrics

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http://web.cenet.org.cn/web/Occidental/

[此贴子已经被作者于2005-7-24 0:17:38编辑过]

Chapter04.Cheng Hsiao.Identification

20145.rar (2.39 MB) 本附件包括：

• Chapter04.Cheng Hsiao.Identification.pdf

2005-7-22 11:23:00 上传

[下载]Handbook of Econometrics

________________________________________

http://web.cenet.org.cn/web/Occidental/

[此贴子已经被作者于2005-8-12 11:19:14编辑过]