TOTAL: 88
  1. SIMULTANEOUS EQUATIONS ESTIMATION

    SIMULTANEOUS EQUATIONS ESTIMATION

    Edited by Carl F. Christ
    This title comprises the classic articles on methods of identification and estimation of simultaneous equations econometric models. It includes path-breaking contributions by Trygve Haavelmo and Tjalling Koopmans, who founded the subject and received Nobel prizes for their work. It presents original articles that developed and analysed the leading methods for estimating the parameters of simultaneous equations systems: instrumental variables, indirect least squares, generalized least squares, two-stage and three-stage least squares, and maximum likelihood. Many of the articles are not readily accessible to readers in any other form. Learn More
    1994   Hardback Price: $ 325.00   Web: $ 292.50
    Availability: In Stock
  2. THE HISTORY OF ECONOMETRICS

    THE HISTORY OF ECONOMETRICS

    Edited by Adrian C. Darnell
    The History of Econometrics is a two volume collection of major papers which have shaped the development of this subject. Part I includes articles which together provide an overview of the history of econometrics, part II addresses the relationship between econometrics and statistics, the articles in part III constitute early applied studies and part IV includes articles concerned with the role and method of econometrics. Learn More
    1994   Hardback Price: $ 462.00   Web: $ 415.80
    Availability: In Stock
  3. TIME SERIES

    TIME SERIES

    Edited by Andrew Harvey
    The last 20 years have witnessed a considerable increase in the use of time series techniques in econometrics. The articles in this important set have been chosen to illustrate the main themes in time series work as it relates to econometrics. The editor has written a new concise introduction to accompany the articles. Sections covered include: Ad Hoc Forecasting Procedures, ARIMA Modelling, Structural Time Series Models, Unit Roots, Detrending and Non-stationarity, Seasonality, Seasonal Adjustment and Calendar Effects, Dynamic Regression and Intervention Analysis, Multivariate Models, Causality, Exogeneity and Expectations, State Space Models and the Kalman Filter, Non-Linear and Non-Gaussian Models. Learn More
    1994   Hardback Price: $ 483.00   Web: $ 434.70
    Availability: In Stock
  4. NON-LINEAR DYNAMICS IN ECONOMIC THEORY

    NON-LINEAR DYNAMICS IN ECONOMIC THEORY

    Edited by Marc Jarsulic
    This distinguished collection – selected and introduced by Marc Jarsulic – demonstrates the contribution that non-linear techniques can make to our understanding of business cycles. Learn More
    1993   Hardback Price: $ 350.00   Web: $ 315.00
    Availability: In Stock
  5. THE ECONOMETRICS OF PANEL DATA

    THE ECONOMETRICS OF PANEL DATA

    Edited by G. S. Maddala
    This title features work on variance components model, its extensions and applications, estimation of variances, dynamic models, instrumental variable estimators and random coefficient models. The second volume covers errors in variables and incomplete data, specification tests, limited dependent variables, frontier production functions and some practical problems with panel data. Learn More
    1993   Hardback Price: $ 540.00   Web: $ 486.00
    Availability: In Stock
  6. THE COLLECTED ESSAYS OF RICHARD E. QUANDT

    THE COLLECTED ESSAYS OF RICHARD E. QUANDT

    Richard E. Quandt
    Professor Richard Quandt has made a unique contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Learn More
    1992   Hardback Price: $ 310.00   Web: $ 279.00
    Availability: In Stock
  7. A History of Macroeconometric Model-Building

    A History of Macroeconometric Model-Building

    Ronald G. Bodkin, Lawrence R. Klein, Kanta Marwah
    This major book presents, for the first time, an authoritative history of developments in macroeconometric modelling since the 1930s. It focuses in particular on the construction of mathematico-statistical models of entire economies, estimated from national accounts and other macroeconomic data. International and comparative in scope, the book contains chapters prepared by specialists from the different countries concerned. This landmark book is indispensable to an understanding of the history and development of large scale econometric models of modern economies. Learn More
    1991   Hardback Price: $ 240.00   Web: $ 216.00
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  8. The Limits of Econometrics

    The Limits of Econometrics

    Adrian C. Darnell, J. L. Evans
    This ambitious book focuses on the underlying methodological issues rather than concentrating upon econometric techniques. The limits of econometric investigations are identified through a critical appraisal of three different approaches associated with the work of Professors Hendry, Leamer and Sims. After explaining why the early optimism in econometrics was misplaced, it argues that rejection is not an appropriate response. It offers a rich spectrum of approaches to a problem of central importance in the development of modern economics. Learn More
    1991   Paperback Price: $ 45.00   Web: $ 36.00
    Availability: In Stock