This important three volume set is a collection of key writings on game theory published before 1963. It makes many frequently-cited and historically important articles conveniently available to a wider audience.
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 no...
This important book presents the most important articles by leading scholars in their fields and brings together three basic aspects of research into nonlinear dynamics and economics.
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 ar...
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...
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 th...
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 econome...
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 ...
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, than...
This distinguished collection – selected and introduced by Marc Jarsulic – demonstrates the contribution that non-linear techniques can make to our understanding of business cycles.
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 variable...
