Special Topics in Econometrics |
Economic data issues / Z. Griliches |
Functional forms in econometric model building / L.J. Lau |
Limited dependent variables / P.J. Dhrymes |
Disequilibrium, self-selection and switching models / G.S. Maddala |
Econometric analysis of longitudinal data / J. Heckman ; B. Singer |
Selected Applications and the Uses of Econometrics |
Demand analysis / A. Deaton |
Econometric methods for modeling producer behavior / D.W. Jorgenson |
Labor econometrics / J.J. Heckman ; T.E. MaCurdy |
Evaluating the predictive accuracy of models / R.C. Fair |
New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations / J.B. Taylor |
Economic policy formation: Theory and implementation (Applied econometrics in the public sector) / L.R. Klein |
New Developments in Theoretical Econometrics / Part 11: |
The bootstrap / J. Horowitz52: |
Panel data models: some recent developments / M. Arellano ; B. Honore53: |
Interactions-based models / W.A. Brock ; S.N. Durlauf54: |
Duration models: specification, identification, and multiple durations / G.J. van den Berg55: |
Computational Methods in Econometrics / Part 12: |
Computational intensive methods for integration in econometrics / J. Geweke ; M. Keane56: |
Markov chain Monte Carlo methods: computation and inference / S. Chib57: |
Applied Econometrics / Part 13: |
Calibration / C. Dawkins ; T.N. Srinivasan ; J. Whalley58: |
Measurement error in survey data / J. Bound ; C. Brown ; N. Mathiowetz59: |
Econometric Theory |
Large sample estimation and hypothesis testing / W.K. Newey ; D. McFadden |
Empirical process methods in econometrics / D.W.K. Andrews |
Applied nonparametric methods / W. Hardle ; O. Linton |
Methodology and theory for the bootstrap / P. Hall |
Classical estimation methods for LDV models using simulation / V.A. Hajivassiliou ; P.A. Ruud |
Estimation of semiparametric models / J.L. Powell |
Restrictions of economic theory in nonparametric methods / R.L. Matzkin |
Analog estimation of econometric models / C.F. Manski |
Testing non-nested hypotheses / C. Goureirorux ; A. Monfort |
Theory and Methods for Dependent Processes |
Estimation and inference for dependent processes / J.M. Wooldridge |
Unit roots, structural breaks and trends / J.H. Stock |
Vector autoregressions and cointegration / M.W. Watson |
Aspects of modelling nonlinear time series / T. Terasverta ; D. Tjoslash;stheim ; C.W.J. Granger |
ARCH models / T. Bollerslev ; R.F. Engle ; D.B. Nelson |
State-space models / J.D. Hamilton |
Structural estimation of Markov decision processes / J. Rust |
Econometric Evaluation of Social Programs |
Causal Models, Structural Models and Econometric Policy Evaluation / James J. Heckman ; Edward VytlacilPart I: |
Using the Marginal Treatment / Part II: |
Effect to Organize Alternative Economic |
Estimators to Evaluate Social Programs and to Forecast Their Effects in New Environments |
Distributional / Part III: |
Treatment Effects |
Dynamic Treatment Effects |
Dynamic Discrete Choice, and General Equilibrium Policy Evaluation / Jaap Abbring |
Nonparametric Identification / Rosa Matzkin |
Implementing Nonparametric and Semiparametric Estimators / Hidehiko Ichimura ; Petra Todd |
The Econometrics of Data Combination / Robert Moffitt ; Geert Ridder |
Large Sample Sieve Estimation of Semi-Nonparametric Models / Xiaohong Chen |
Linear Inverse Problems and Structural Econometrics Estimation Based on Spectral Decomposition and Regularization / Marine Carrasco ; Jean-Pierre Florens ; Eric Renault |
Special Topics in Econometrics |
Economic data issues / Z. Griliches |
Functional forms in econometric model building / L.J. Lau |