Econometrics

A DICTIONARY OF ECONOMETRICS

Adrian C. Darnell

This important new dictionary – the first of its kind, now available in paperback - presents an accessible source of reference on the main concepts and techniques in econometrics. Featuring entries on all the major areas in theoretical...

Paperback (1996)

List price ~~$101.95~~

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Hardback (March 1994)

List price ~~$261.00~~

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Foundations of Modern Econometrics

Edited by Olav Bjerkholt

Ragnar Frisch (1895–1973) played a major role in the foundation of econometrics as a discipline. Joint winner with Jan Tinbergen of the first Nobel prize in economics, he exerted a strong influence both on its development in the 1930s an...

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THEORETICAL AND APPLIED ECONOMETRICS

Phoebus J. Dhrymes

This selection of Professor Dhrymes’s major papers combines important contributions to econometric theory with a series of well-thought out, skilfully executed empirical studies. The theoretical papers focus on such issues as the gene...

List price ~~$239.00~~

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FUZZY SETS AND ECONOMICS

Yusuf M. Mansur

The widespread use of fuzzy set theory in almost every science attests to its intuitive appeal and the powerful insights it offers. Despite its relevance as a tool for evaluating non-stochastic behavioural uncertainty and its clear appl...

List price ~~$134.00~~

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eBook:

$40.00

TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING

Kenneth F. Wallis

This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The...

List price ~~$194.00~~

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eBook:

$40.00

BAYESIAN INFERENCE

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 ar...

List price ~~$495.00~~

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Studies in Econometric Theory

Takeshi Amemiya

Takeshi Amemiya has made a significant contribution to econometric theory over the past 30 years. This volume brings together 34 of his key articles and papers on areas such as limited dependent variables, non-linear simultaneous equatio...

Hardback ()

List price ~~$202.00~~

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NEW DIRECTIONS IN ANALYTICAL POLITICAL ECONOMY

Edited by Amitava K. Dutt

New Directions in Analytical Political Economy brings together an important collection of economic research by scholars from a wide range of non-neoclassical research traditions.

Hardback (March 1994)

List price ~~$206.00~~

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SIMULTANEOUS EQUATIONS ESTIMATION

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...

Hardback (1994)

List price ~~$352.00~~

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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 th...

Hardback (1994)

List price ~~$544.00~~

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THE METHODOLOGY OF ECONOMETRICS

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 ...

Hardback (1994)

List price ~~$618.00~~

Member price $556.20