1. The International Library of Critical Writings in Econometrics series

    Series editor: Adrian C. Darnell, University of Durham, UK

    This series will be an essential reference source for students, researchers and lecturers in econometrics.

Books in this series

  1. General-to-Specific Modelling

    General-to-Specific Modelling

    Edited by Julia Campos, Neil R. Ericsson, David F. Hendry
    These volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms. These also throw light on several major methodological issues, and prompt many new ideas, which are discussed. Learn More
    2005   Hardback Price: $ 815.00   Web: $ 733.50
    Availability: In Stock
  2. Recent Developments in Time Series

    Recent Developments in Time Series

    Edited by Paul Newbold, Stephen J. Leybourne
    This authoritative collection brings together the most important papers in time series econometrics published since 1990. These articles cover a range of central aspects of the field, concentrating in the main on theoretical and methodological developments. Taken together, they provide an overview of the current status of research in time series econometrics, emphasising those areas that appear to have attracted most recent interest in the profession. Learn More
    2003   Hardback Price: $ 686.00   Web: $ 617.40
    Availability: In Stock
  3. Recent Developments in the Econometrics of Panel Data

    Recent Developments in the Econometrics of Panel Data

    Edited by Badi H. Baltagi
    In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992–2001, thus providing an update on developments in the field since the two volumes edited by G.S. Maddala in 1993, which covered the period from 1966–1992. Learn More
    2003   Hardback Price: $ 639.00   Web: $ 575.10
    Availability: In Stock
  4. Nonlinear Models

    Nonlinear Models

    Edited by Herman J. Bierens, A. R. Gallant
    The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters. Learn More
    1997   Hardback Price: $ 579.00   Web: $ 521.10
    Availability: In Stock


    Edited by Nicholas G. Polson, George C. Tiao
    This two volume set is a collection of 30 classic papers presenting ideas which have now become standard in the field of Bayesian inference. Topics covered include the central field of statistical inference as well as applications to areas of probability theory, information theory, utility theory and computational theory. It is organized into seven sections: foundations, information theory and prior distributions; robustness and outliers; hierarchical, multivariate and non-parametric models; asymptotics; computations and Monte Carlo methods; and Bayesian econometrics. Learn More
    1995   Hardback Price: $ 457.00   Web: $ 411.30
    Availability: In Stock


    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: $ 503.00   Web: $ 452.70
    Availability: In Stock


    Edited by Dale J. Poirier
    The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics. Learn More
    1994   Hardback Price: $ 571.00   Web: $ 513.90
    Availability: In Stock


    Edited by Kenneth F. Wallis
    Jan Tinbergen presented the first macroeconometric model of the Dutch economy to a meeting in The Hague in October 1936. Since that time econometric models of national economies have developed enormously and proliferated worldwide, thanks to improvements in economic data, progress in economic theory and econometric methods, a series of revolutions in computing, and the demonstrated usefulness of the end product. Learn More
    1994   Hardback Price: $ 555.00   Web: $ 499.50
    Availability: In Stock


    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: $ 525.00   Web: $ 472.50
    Availability: In Stock


    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


    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: $ 571.00   Web: $ 513.90
    Availability: In Stock