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雷达卡
目录
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
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
VOLUME 6A
Edited by: James J. Heckman and Edward Leamer
Part 14 - ECONOMETRIC MODELS FOR PREFERENCES AND PRICING
Chapters
60. Nonparametric Approaches to Auctions - SUSAN ATHEY and PHILIP A. HAILE
61. Intertemporal Substitution and Risk Aversion - LARS PETER HANSEN, JOHN HEATON, JUNGHOON LEE, and NIKOLAI ROUSSANOV
62. A Practitioner’s Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics - THOMAS MACURDY
Part 15 - THE ECONOMETRICS OF INDUSTRIAL ORGANIZATION
Chapters
63. Econometric Tools for Analyzing Market Outcomes - DANIEL ACKERBERG, C. LANIER BENKARD, STEVEN BERRY, and ARIEL PAKES
64. Structural Econometric Modeling: Rationales and Examples from Industrial Organization - PETER C. REISS and FRANK A. WOLAK
65. Microeconometric Models of Investment and Employment - STEPHEN BOND and JOHN VAN REENEN
Part 16 - INDEX NUMBERS AND THE ECONOMETRICS OF TRADE
66. The Measurement of Productivity for Nations - W. ERWIN DIEWERT and ALICE O.NAKAMURA
67. Linking the Theory with the Data: That is the Core Problem of International Economics - EDWARD E. LEAMER
Part 17 - MODELS OF CONSUMER AND WORKER CHOICE
Chapters
68. Models of Aggregate Economic Relationships that Account for Heterogeneity - RICHARD BLUNDELL and THOMAS M. STOKER
69. Labor Supply Models: Unobserved Heterogeneity, Nonparticipation and Dynamics - RICHARD BLUNDELL, THOMAS MACURDY, and COSTAS MEGHIR
VOLUME 6B
Edited by: James J. Heckman and Edward Leamer
Part 18 - ECONOMETRIC EVALUATION OF SOCIAL PROGRAMS
Chapters
70. Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation - JAMES J. HECKMAN and EDWARD J. VYTLACIL
71. Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast Their Effects in New Environments - JAMES J. HECKMAN and EDWARD J. VYTLACIL
72. Econometric Evaluation of Social Programs, Part III: Distributional Treatment Effects, Dynamic Treatment Effects, Dynamic Discrete Choice, and General Equilibrium Policy Evaluation - JAAP H. ABBRING and JAMES J. HECKMAN
Part 19 - RECENT ADVANCES IN ECONOMETRIC METHODS
Chapters
73. Nonparametric Identification - ROSA L. MATZKIN
74. Implementing Nonparametric and Semiparametric Estimators - HIDEHIKO ICHIMURA and PETRA E. TODD
75. The Econometrics of Data Combination - GEERT RIDDER and ROBERT MOFFITT
76. Large Sample Sieve Estimation of Semi-Nonparametric Models - XIAOHONG CHEN
77. Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization - MARINE CARRASCO, JEAN-PIERRE FLORENS, and ERIC RENAULT
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