Sunteți pe pagina 1din 272

1

Οδυσσεας Γκιλής
Επιμέλεια

Εconometric
Οικονομετρία

Θεσσαλονίκη 2016
2
3
4
5
6

Περιεχόμενα

Εconometric ............................................................................................................................ 12
Οικονομετρία .......................................................................................................................... 75
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ................................................................................................... 86
Εφηρμοσμένη οικονομετρία- Applied Econometrics ............................................................. 92
Pawel Ciompa and the meaning of Econometrics ................................................................ 100
Bibliography....................................................................................................................... 111
Econometrics by Fumio Hayashi From the Publisher ........................................................... 113
Econometrics: A Simple Introduction by K.H. Erickson ......................................................... 114
From the Publisher ........................................................................................................ 114
Applied Econometrics: A Simple Introduction by K.H. Erickson ........................................... 114
7

Mostly Harmless Econometrics: An Empiricist's Companion by Joshua D. Angrist and Jörn-


Steffen Pischke ...................................................................................................................... 115
From the Publisher ........................................................................................................ 115
Bibliography of Econometric ............................................................................................. 115
Volume 21 - Modelling and Evaluating Treatment Effects in Econometrics Edited by:
Tom Fomby, R. Carter Hill, Daniel L. Millimet, Jeffrey A. Smith, Edward J. Vytlacil
Published: 2008 ............................................................................................................. 263
ΕΥΡΕΤΗΡΙΟ ............................................................................................................................. 270

The first known use of the term "Econometrics" (in cognate form) was by
Polish economist Paweł Ciompa in 1910.[4] Ragnar Frisch is credited
with coining the term in the sense in which it is used today.= Η πρώτη
γνωστή χρήση του όρου «Οικονομετρία» (σε συγγενή μορφή) ήταν από
τoν Πολωνό οικονομολόγο Paweł Ciompa το 1910. [4] Ragnar Frisch
πιστώνεται με την επινόηση του όρου με την έννοια με την οποία
χρησιμοποιείται σήμερα. Wikipedia.

Μια προσαρμογή της γαλλικής économétrie, η ίδια επινοήθηκε από τη


νορβηγική οικονομολόγος Ragnar Frisch το 1926. Συγκρίνετε την
προηγούμενη γερμανική Oekonometrie (τώρα γενικά γράφονται
Ökonometrie), χρησιμοποιήθηκε για πρώτη φορά (σε διαφορετική έννοια)
από τον πολωνό οικονομολόγο Paweł Ciompa το 1910.

ΟΙΚΟΝΟΜΕΤΡΙΑ ΣΗΜΕΙΩΣΕΙΣ ΠΑΝΕΠΙΣΤΗΜΙΑΚΩΝ


ΠΑΡΑΔΟΣΕΩΝ Α. ΜΗΛΙΩΝΗΣ-2015 ΣΥΝΤΟΜΗ ΙΣΤΟΡΙΚΗ
ΑΝΑΔΡΟΜΗ
Οικονομετρία: Κλάδος της οικονομικής επιστήμης που εφαρμόζει τις
μεθόδους της οικονομικής ανάλυσης σε στατιστικά δεδομένα για την
διάγνωση και ερμηνεία ενός οικονομικού φαινομένου.
1926: Χρησιμοποιήθηκε για πρώτη φορά ο όρος «Οικονομετρία» από τον
Ragnar Frisch.
1930: Δημιουργήθηκε η «Econometric Society»
1933: Εκδίδεται το επιστημονικό περιοδικό «Econometrica» από
την «Econometric Society»
1933: Irving Fisher : Υποστήριξε ότι η Οικονομική Επιστήμη θα
καταστεί μια πλήρης επιστήμη όταν θα μπορεί να προβλέπει την εμφάνιση
των οικονομικών κρίσεων.
1936: Η Κοινωνία των Εθνών ανέθεσε στον J. Tinbergen να
8

εκπονήσει μελέτη σχετικά με τις οικονομικές κρίσεις και τις


δυνατότητες ακριβούς πρόβλεψης τους.
1940: Haavelmo: Υποστήριξε ότι η συναρτησιακή σχέση μεταξύ
δύο ή περισσοτέρων μεταβλητών δεν είναι ακριβής αλλά
στοχαστική.
Υπόδειγμα συστήματος ταυτόχρονων εξισώσεων χρησιμοποιήθηκε για
πρώτη φορά στην Οικονομετρία το 1936 από τον Tinbergen.
Αναφέρονταν στην οικονομία της Ολλανδίας και περιείχε 24 εξισώσεις.

Οικονομετρία. Τις σχέσεις που απεικονίζουν την επίδραση ενός


παράγοντα σε ένα άλλο τις αποκαλούμε συναρτησιακές σχέσεις. Οι
παραπάνω σχέσεις περιγράφουν πραγματικά γεγονότα, που
συνήθως μπορούμε να τα ανακαλύψουμε μόνο με την εμπειρική
έρευνα. Στην οικονομική, η τεχνική που χρησιμοποιείται για την
ανακάλυψη αυτών των σχέσεων ονομάζεται
Οικονομετρία.Βικπαίδεια.

Ο ορισμός της Οικονομετρίας περιλαμβάνει την εμπειρική εκτίμηση των


οικονομικών σχέσεων.
Χρησιμοποιώντας δηλαδή την οικονομική θεωρία την στατιστική θεωρία αλλά και
τα απαραίτητα σετ δεδομένων από ένα δείγμα ενός πληθυσμού ελέγχει αλλά και
μέτρα τις ορισμένες σχέσεις ανάμεσα σε διάφορες οικονομικές μεταβλητές.

CAPITAL IN THE TWENTY-FIRSTCENTURY. Thomas Piketty. Translated by


Arthur Goldhammer. The Belknap Press of Harvard University Press.
CAMBRIDGE, MASSACHUSETTS LONDON, ENGLAND. 2014Do not be
misled by the apparent precision of this estimate: no mathematical
formula or Econometric estimate can tell us exactly what tax rate ought
to be Applied to what level of income. Only collective deliberation and
democratic experimentation can do that. What is certain, however, is that
our estimates pertain to extremely high levels of income, those observed
in the top 1 percent or 0.5 percent of the income hierarchy.

See also the instructive comments of Richard Stone, “Nobel Memorial


Lecture, 1984: The Accounts of Society,” Journal of Applied Econometrics
1, no. 1 (January 1986): 5–28.

A Theory of Optimal Capital Taxation, NBER Working Paper 17989 (April


2012); a shorter version is available as “A Theory of Optimal Inheritance
Taxation,” Econometrica 81, no. 5 (September 2013): 1851–86.
9

What is 'Econometrics'Econometrics is the application of statistical and


mathematical theories in economics for the purpose of testing hypotheses
and forecasting future trends. It takes economic models, tests them through
statistical trials and then compare and contrast the results against real-life
examples. Econometrics can therefore be subdivided into two major
categories: theoretical and Applied. Investopedia.
Τι είναι η «Οικονομετρία»
Οικονομετρία είναι η εφαρμογή της στατιστικής και tvvn μαθηματικών
θεωριών στην οικονομία με σκοπό την υποθέσην δοκιμών και την
πρόβλεψη των μελλοντικών τάσεων. Παίρνει οικονομικά μοντέλα, τα
ελέγχει μέσω στατιστικών μελετών και στη συνέχεια τα συγκρίνει και να
αντιπαραβάλλει με τα αποτελέσματα σε σχέση με τα παραδείγματα της
πραγματικής ζωής. Οικονομετρία μπορει να υποδιαιρεθεί σε δύο μεγάλες
κατηγορίες: θεωρητική και εφαρμοσμένη.

From Wikipedia,. Ragnar Anton Kittil Frisch (3 March 1895 – 31


January 1973) was a Norwegian economist and the corecipient of the first
Nobel Memorial Prize in Economic Sciences in 1969 (with Jan Tinbergen).
He is known for having founded the discipline of Εconometrics, and for
coining the widely used term pair macroeconomics/microeconomics in
1933. Frisch was appointed by the Kingin Council as Professor of
Economics and Statistics at the Faculty of Law, The Royal Frederick
University in 1931. He served as the Dean of the Faculty of Law 1942–
1943. Today, the Frisch Centre at the University of Oslo is named in his
honour.
British Dictionary definitions for Econometrics Econometrics noun 1.
(functioning as sing) the application of mathematical and statistical
techniques to economic problems and theories.
Wikipedia. Econometrics is the application of statistical methods to
economic data and is described as the branch of economics that aims to
give empirical content to economic relations. More precisely, it is "the
quantitative analysis of actual economic phenomena based on the
concurrent development of theory and observation, related by appropriate
methods of inference." An introductory economics textbook describes
Econometrics as allowing economists "to sift through mountains of data
to extract simple relationships." The first known use of the term
"Econometrics" (in cognate form) was by Polish economist Paweł
Ciompa in 1910.[4] Ragnar Frisch is credited with coining the term in the
10

sense in which it is used today.The basic tool for Econometrics is the


multiple linear regression modelEconometric theory uses statistical theory
and mathematical statistics to evaluate and develop Econometric
methods.[7][8] Econometricians try to find estimators that have desirable
statistical properties including unbiasedness, efficiency, and consistency.
Applied Econometrics uses theoretical Econometrics and real-world data
for assessing economic theories, developing Econometric models,
analyzing economic history, and forecasting.

ΟΙΚΟΝΟΜΕΤΡΙΑ ΣΗΜΕΙΩΣΕΙΣ ΠΑΝΕΠΙΣΤΗΜΙΑΚΩΝ ΠΑΡΑΔΟΣΕΩΝ

1926: Χρησιμοποιήθηκε για πρώτη φορά ο όρος «Οικονομετρία» από


τον Ragnar Frisch.

1930: Δημιουργήθηκε η «Εconometric Society»

1933: Εκδίδεται το επιστημονικό περιοδικό «Εconometrica» από


την «Εconometric Society»

1933: Irving Fisher : Υποστήριξε ότι η Οικονομική Επιστήμη θα


καταστεί μια πλήρης επιστήμη όταν θα μπορεί να προβλέπει την
εμφάνιση των οικονομικών κρίσεων.

1936: Η Κοινωνία των Εθνών ανέθεσε στον J. Tinbergen να


εκπονήσει μελέτη σχετικά με τις οικονομικές κρίσεις και τις
δυνατότητες ακριβούς πρόβλεψης τους.

1940: Haavelmo: Υποστήριξε ότι η συναρτησιακή σχέση μεταξύ


δύο ή περισσοτέρων μεταβλητών δεν είναι ακριβής αλλά
στοχαστική.

Ο ορισμός της Οικονομετρίας περιλαμβάνει την εμπειρική εκτίμηση των


οικονομικών σχέσεων. Χρησιμοποιώντας δηλαδή την οικονομική θεωρία
την στατιστική θεωρία αλλά και τα απαραίτητα σετ δεδομένων από ένα
δείγμα ενός πληθυσμού ελέγχει αλλά και μέτρα τις ορισμένες σχέσεις
ανάμεσα σε διάφορες οικονομικές μεταβλητές. Οι σκοποί της
Οικονομετρίας είναι βασικά τρεις: Πρώτον ο έλεγχος της οικονομικής
θεωρίας ως προς την εμπειρική της τεκμηρίωση παράλληλα με την
διερεύνηση των οποίων δυνατοτήτων για αναδιατύπωση κάποιων σχέσεων
η οποία και καλείται διαρθρωτική ανάλυση ( structural analysis), δεύτερον
11

η διατύπωση εναλλακτικών προτάσεων οικονομικής πολιτικής (policy


evaluation)και τρίτον η διενέργεια προβλέψεων όσον αφορά την εξέλιξη
των διάφορων τιμών ορισμένων οικονομικών μεγεθών σε περιοχές του
δείγματος εκτίμησης (forecasting). Ιντερνετ.

Από τη Βικιπαίδεια. Οικονομετρία. Τις σχέσεις που απεικονίζουν την


επίδραση ενός παράγοντα σε ένα άλλο τις αποκαλούμε συναρτησιακές
σχέσεις. Οι παραπάνω σχέσεις περιγράφουν πραγματικά γεγονότα, που
συνήθως μπορούμε να τα ανακαλύψουμε μόνο με την εμπειρική έρευνα.
Στην οικονομική, η τεχνική που χρησιμοποιείται για την ανακάλυψη
αυτών των σχέσεων ονομάζεται Οικονομετρία.

Οι δύο βασικοί στόχοι τις Οικονομετρίας είναι να δώσει εμπειρικό


περιεχόμενο στην Οικονομική θεωρία και να την υποβάλει σε έλεγχο για
πιθανόν λανθασμένες προβλέψεις. Για παράδειγμα η Οικονομική θεωρία
μπορεί να προβλέπει ότι μια κάποια καμπύλη ζήτησης πρέπει να έχει
αρνητική κλίση, οι Οικονομετρικές προβλέψεις δύνανται να
επαληθεύσουν ή όχι την παραπάνω πρόβλεψη και να φωτίσουν το μέγεθος
των αποτελεσμάτων της.

Η Οικονομετρία μπορεί να αποκαλύψει μόνο συσχετίσεις και όχι αιτιακές


σχέσεις. Το ότι αλλαγές σε μία μεταβλητή φαίνεται να συσχετίζονται με
αλλαγές σε μία άλλη δεν σημαίνει αναγκαστικά ότι η μία μεταβλητή
προκαλεί την άλλη. Το πιο γνωστό παράδειγμα είναι η συσχέτιση της
έλευσης πελαργών στο Άμστερνταμ με τον αριθμό γεννήσεων στην πόλη,
που προφανώς δεν αποκαλύπτει κάποια αιτιακή σχέση, δηλαδή ότι οι
πελαργοί φέρνουν τα παιδιά.

Wikipedia. Εconometrics is the application of mathematics, statistical


Methods, and computer science, to economic data and is described as the
branch of economics that aims to give empirical content to economic
relations.[1] More precisely, it is "the quantitative analysis of actual
economic phenomena based on the concurrent development of theory and
observation, related by appropriate Methods of inference."[2] An
introductory economics textbook describes Εconometrics as allowing
economists "to sift through mountains of data to extract simple
relationships."[3] The first known use of the term "Εconometrics" (in
cognate form) was by Polish economist Paweł Ciompa in 1910.[4] Ragnar
Frisch is credited with coining the term in the sense in which it is used
today.
12

Εconometric

A Classical Approach to Occupational Wage Rates Σελίδα 111 David


Gleicher, Lonnie Stevans 1991 5. An. Εconometric. Model. of.
Occupational. Wage. Rates. Despite the vast literature on the distribution
of labor incomes, there is a paucity of empirical research on the
determination of occupational earnings. The bulk of recent research is ...
A Concise Introduction to Εconometrics: An Intuitive Guide Σελίδα 46
Philip Hans Franses 2002 The issue of data collection is rarely addressed
in Εconometric textbooks, but also in Applied Εconometric work there is
rarely a discussion on why and how one did collect the data that were used
in the Applied study. This may seem a bit odd, ...
A Continuous Time Εconometric Model of the United Kingdom ...Albert
Rex Bergstrom, Khalid Ben Nowman 2007 Kingdom with Stochastic
Trends Over the last thirty years there has been extensive use of continuous
time Εconometric Methods in macroeconomic Modeling. This
monograph presents the first continuous time macroΕconometric Model
of the ...
A Continuous Time Εconometric Model of the United Kingdom ...Albert
Rex Bergstrom, Khalid Ben Nowman 2007 He was one of the world's
leading authorities on continuous time Εconometric modelling. Professor
Bergstrom was formerly Professor of Εconometrics at the University of
Auckland and Reader at the London School of Economics.
A Course in Εconometrics Arthur Stanley Goldberger 1991 This text
prepares firstyear graduate students and advanced undergraduates for
empirical research in economics, and also equips them for specialization in
Εconometric theory, business, and sociology.
A Dictionary of Economics John Black, Nigar Hashimzade, Gareth Myles
- 2009 - This edition contains expanded coverage of common Εconometric
concepts and highlights major theoretical concepts including agency,
competition, equilibrium.
A First Course in Εconometric Theory Robert William Bacon 1988
A Guide to Basic Εconometric Techniques Σελίδα vii Elia Kacapyr 2015
This Second Edition of A Guide to Basic Εconometric Techniques serves
as a universal supplement for all introductory Εconometrics courses.
13

Whether used by undergraduates or students in advanced programs or by


practitioners, this ...
A Guide to Modern Εconometrics Marno Verbeek 2008 This highly
successful text focuses on exploring alternative techniques, combined with
a practical emphasis, A guide to alternative techniques with the emphasis
on the intuition behind the approaches and their practical reference, this
new ...
A Guide to Εconometrics Σελίδα 81 Peter Kennedy 2003 If any
uncertainty was expressed about the Model specification, there was a
tendency to think in terms of using Εconometrics to "find" the realworld
datagenerating mechanism. Both these views of Εconometrics are
obsolete. It is now ...
A History of Εconometrics Σελίδα v R.J. Epstein 2014 R.J. Epstein.
PREFACE During the years that this book was in preparation I was
frequently asked, and sometimes challenged, about what could be gained
from a History of Εconometrics. To the extent that one can rationally (or
frankly) account ...
A History of Εconometrics in France: From Nature to Models Σελίδα
xiii Philippe Le Gall 2007 Economists think of Εconometrics as a
twentieth century development. Their instincts are right in the sense that it
is during this period that Methods of measuring economic relations using
statistical techniques became widespread throughout ...
A History of Εconometrics: The Reformation from the 1970s Σελίδα 76
Duo Qin 2013 This chapter and the next examine the History of
Εconometrics through two case studies. The cases are chosen to illustrate
the two major tasks of the application of Εconometrics—economic
theorybased policy analysis and forecasting.
A Micro Εconometric Model of Capital Utilization and ... Τεύχος 3568
Sanghamitra Das 1990 The paper presents a micro Εconometric Model
of capital utilization and retirement.
A Monetary MacroΕconometric Model for India: A Quarterly
...Muslehuddin Akhil Shahi 1982
A multicountry Εconometric Model Ray C. Fair 1981
A Practical Introduction to Εconometric Methods: Classical ... Σελίδα x.
Patrick K. Watson, Sonja S. Teelucksingh 2002 A course in Εconometrics
forms an integral part of every economics student's degree program. Since
14

its formal development in the 1930s the field has expanded so significantly
that we can probably make a distinction between "classical" and ...
A Primer for Spatial Εconometrics: With Applications in R Giuseppe
Arbia 2014 therexamples include satellite images usedin landcover
assessmentor high resolution medical images where spatial Εconometric
techniques have to accommodate millions of spatially dependent
observations composed of pixilated imagery.
A Quarterly Εconometric Model of the World Coffee Economy Engbert
Vogelvang, Ben Vogelvang 1988
A regional Εconometric forecating system: major economic ...Harold
Tafler Shapiro, George A. Fulton 1985
A Skeptical Note on the New Εconometrics Alan S. Blinder 1983
A threefactor Εconometric Model of the U.S. term structure Frank F.
Gong, Eli M. Remolona, Federal Reserve Bank of New York 1997
A topdown Εconometric Model for a Philippine region Rolando A. Danao
1990
Access to Credit and Its Impact on Welfare in Malawi Σελίδα 62 Aliou
Diagne, Manfred Zeller 2001 Aliou Diagne, Manfred Zeller. CHAPTER
CHAPTER 4 4 Εconometric Analysis of the Impact of Access to Credit
on Household Welfare Εconometric Analysis of the Impact of Access to
Credit on Household Welfare ...
Active Labor Market Policies in Europe: Performance and ... Σελίδα 152
Jochen Kluve, David Card, Michael Fertig 2007 Beforeturningtothese
thirdgeneration studies in detail, this section provides a concise overview
about evaluation studies that have been conducted and whose results have
been summarized beforehand. Previous Εconometric research has ...
Advanced Εconometric Theory John Chipman 2013 Some years ago I
decided that the lecture notes I have been distributing to my graduate
students in Εconometrics for many years, being quite different in many
ways from existing textbooks, might be worth publishing as a book. This
is the result ...
Advanced Εconometrics Σελίδα 412 Takeshi Amemiya 1985 1. 1.
Markov. Chain. and. Duration. Models. We can use the term time series
Models in a broad sense to mean statistical Models that specify how the
15

distribution of random variables observed over time depends on their past


observations.
Advances in Economic Theory: Volume 1: Sixth World Congress
Εconometric Society. World Congress, JeanJacques Laffont 1995 Sixth
World Congress Εconometric Society. World Congress, JeanJacques
Laffont. 2,0 2,2 Figure 2.9 Different elimination orders yield different
outcomes (2,2). (This game is nongeneric since both D and d yield player
1 the payoff 2, however ...
Advances in Economics and Εconometrics: Tenth World ... Σελίδα 125
Eddie Dekel 2013 Tenth World Congress: Economic Theory Eddie Dekel.
FIVE Dynamic Financial Contracting Bruno Biais, Thomas Mariotti, and
Iean—Charles Rochet 1.0 Introduction Taking stock of Modigliani and
Miller's (1958) celebrated result that, with ...
Advances in Economics and Εconometrics: Tenth World ... Σελίδα ix
Eddie Dekel 2013 Tenth World Congress: Economic Theory Eddie Dekel
... Biais Toulouse School of Economics Yeon-Koo Che Columbia
University Dean P. Foster University of Pennsylvania Luis Garicano
London School of Economics Itzhak Gilboa HEC and ...
Advances in Economics and Εconometrics: Tenth World Congress
Εconometric Society. World Congress, Daron Acemoglu, Manuel
Arellano 2013 SEVEN Inference for HighDimensional Sparse
Εconometric Models Alexandre Belloni, Victor Chernozhukov, and
Christian B. Hansen 1.0 Introduction We consider linear, high—
dimensional sparse (HDS) regression Models in Εconometrics.
Advances in Economics and Εconometrics: Theory and ... Σελίδα 225
David M. Kreps, Εconometric Society. World Congress, Kenneth F.
Wallis 1997 Εconometrics. This error term may provide a satisfactory
statistical Model if we observe at each date only one option price written
on a given asset. My second claim will be about the panel structure of
option prices data: several option prices ...
Advances in Economics and Εconometrics: Volume 2, Applied ...Daron
Acemoglu, Manuel Arellano, Eddie Dekel 2013 Marco Battaglini This
session of the 2010 Εconometric Society World Congress is an opportunity
to look at the state of the field of political economy. The two papers
presented are quite different in terms of purpose and style, but they are ...
Advances in Economics and Εconometrics: Volume 2: Theory ...Richard
Blundell, Whitney K. Newey, Torsten Persson 2006 1 INTRODUCTION
16

Auctions have provided a fruitful area for combining economic theory with
Εconometric analysis in order to understand behavior and inform policy.
Early work by Hendricks and Porter (1988) and others made important ...
Advances in Economics and Εconometrics: Volume 3, ... Σελίδα 245
Daron Acemoglu, Manuel Arellano, Eddie Dekel 2013 SEVEN Inference
for HighDimensional Sparse Εconometric Models Alexandre Belloni,
Victor Chernozhukov, and Christian B. Hansen 1.0 Introduction We
consider linear, high—dimensional sparse (HDS) regression Models in
Εconometrics.
Advances in Spatial Εconometrics: Methodology, Tools and ... Σελίδα 1.
Luc Anselin, Raymond Florax, Sergio J. Rey 2004 1. Εconometrics. for.
Spatial. Models: Recent. Advances. Luc Anselin1, Raymond J.G.M.
Florax2, and Sergio J. Rey3 1 University of Illinois 2 Free University
Amsterdam 3 San Diego State University ...
Advances in Εconometrics Τόμος 2 Εconometric Society. World
Congress, Truman F. Bewley, Truman Fassett Bewley 1994 With its focus
on Εconometrics, this second volume contains key papers delivered at the
Fifth World Congress in 1985.
Advances in Εconometrics: Volume 1: Fifth World Congress Σελίδα 285.
Truman F. Bewley, Εconometric Society. World Congress 1994 Andrew
C. Harvey 1 Introduction From the point of view of Εconometric
Modelling, the Kalman filter is of very little interest. It is simply a
statistical algorithm that enables certain computations to be carried out for
a Model cast in state space form.
Advances in Εconometrics: Volume 2: Sixth World Congress Σελίδα 3
Christopher A. Sims 1996 Evaluating. structural. microΕconometric.
Models. of. labour. supply. Richard Blundell 1 SOME
CHARACTERISTICS OF STRUCTURAL LABOUR SUPPLY
MODELS The choice between 'structural' Models and datadescriptive,
reducedform ...
Agriculture and the economic cycle: an economic and ...Florence Contré,
Ian Goldin 1990
Allais, M. (1943), A la recherche d ’une discipline economique, le partie,
L ’economie pure, Tome I, Paris: Impr. Ateliers Industria. Allais, M.
(1953). ‘Le comportement de l’homme rationnel devant le risque, critique
des postulats et axiomes de l’ecole americaine’, Econometrica, 21: 503-
46.
17

An approach to the supply side of the Εconometric Model of ... Alfred


Kanis, Aleksander Markowski 1988
An Executive's guide to Εconometric forecasting Al Migliaro, Chaman L.
Jain 1987
An Information Theoretic Approach to Εconometrics Σελίδα 5 George G.
Judge, Ron C. Mittelhammer 2011 PART I TRADITIONAL
PARAMETRIC AND SEMIPARAMETRIC ΕCONOMETRIC
MODELS: ESTIMATION AND INFERENCE In Part I, we use a familiar
data sampling process to focus on parametric and semiparametric
Εconometric Models.
An Introduction to Classical Εconometric Theory Paul Arthur Ruud 2000
In An Introduction to Classical Εconometric Theory Paul A. Ruud shows
the practical value of an intuitive approach to Εconometrics.
An introduction to mathematical analysis for economic ...Dean Corbae,
Maxwell Stinchcombe, Juraj Zeman 2009 Providing an introduction to
mathematical analysis as it applies to economic theory and Εconometrics,
this book bridges the gap that has separated the teaching of basic
mathematics for economics and the increasingly advanced mathematics ...
An Introduction to Modern Εconometrics Using Stata Σελίδα 1.
Christopher F. Baum 2006 1 Introduction This book focuses on the tools
needed to carry out Applied Εconometric research in economics and
finance. These include both the theoretical foundations of Εconometrics
and a solid understanding of how to use those ...
An introduction to Εconometric forecasting and forecasting ...Lawrence
Robert Klein, Richard M. Young 1980 The Model approach to economic
forecasting; Model resources and structure; Specification and validation of
a forecasting Model; Forecasting; How well have we done?
An Εconometric analysis of Canadian grains and oilseeds John Spriggs,
United States. Dept. of Agriculture. Economic Research Service 1981
John Spriggs, United States. Dept. of Agriculture. Economic Research
Service. (1) To assess what would have happened to exports and the
Canadian wheat economy in the absence of the export constraint, and (2)
Given that exports were ...
An Εconometric Analysis of Countries' Repayment ...Mrs. Lynn Aylward,
Mr. Rupert Thorne 1998 A STATISTICAL PROFILE OF COUNTRIES'
REPAYMENT PERFORMANCE TO THE FUND Prior to undertaking
18

the Εconometric analysis presented in the main body of this paper, one of
the authors undertook a statistical comparison of Fund ...
An Εconometric Analysis of Fixed Investment in Namibia Michael
Nokokure Humavindu 2002
An Εconometric Analysis of Smallholder Tea Growing in Kenya Dan M.
Etherington 1970
An Εconometric analysis of technological change: the role ...Joonghae
Suh 1994
An Εconometric Analysis of the Canada United States ...David A. Wilton
1976
An Εconometric Analysis of the Determinants of Foreign ...Amine El
Kiassi 2010 This work is based on crosssectional data of 57 countries. In
the Model, FDI is dependent variable. Independent variables are per capita
income, inflation rate, openness, per capita income growth rate,
unemployment rate and dummy.
An Εconometric Analysis of the Determinants of Inflation ... Σελίδα 17
Ms. Laura Papi, Ms. G. C. Lim 1997 Ms. Laura Papi, Ms. G. C. Lim. C.
The Inflation Equation A general specification of the shortrun inflation
equation (5) is estimated using ordinary least squares (OLS) and
instrumental variables (IV) for the sample period 1972 to 1995.1° Table
4 ...
An Εconometric Analysis of the Household's Intertemporal ...Roger R.
Betancourt 1970
An Εconometric analysis of the impact of structural ...Michael I. Obadan
1993
An Εconometric analysis of the Korean economy: annual ...YenKyun
Wang 1980
An Εconometric analysis of the public finance impacts of ...Robert
Fleming Markley 1983
An Εconometric analysis of the world natural rubber market. Abu Bakar
Bin Man 1980
An Εconometric analysis of willingness to pay for ...Miroslav Verbič,
Renata Slabe Erker 2007 An. Εconometric. Analysis. of. Willingness. to.
Pay. for. Sustainable. Development: A Case Study of the Volčji Potok
19

Landscape Area ENEPRI Working Paper No. 53/May 2007 Miroslav


Verbič and Renata Slabe Erker* Abstract When the market ...
An Εconometric and Game Theoretic Model of Common Pool ...Wietze
Lise 2007 Chapter. 2. Institutions,. Common. Pool. Resource.
Management,. and. Game. Theory. 1. Introduction. Arrangements for
resource management are generally sought either through the market or
through the State. Institutional alternatives, like ...
An Εconometric Estimate of Hedonic Price Functions: The ... Σελίδα 33.
2009 Author(s) Title Hypothesis Contributions to Principal Relationship to
the Literature weakness this study Berndt, "Εconometric Large sample If
rapid None Analysis of Griliches, and Estimates of Price sizes reject
technological panel data and ...
AN ΕCONOMETRIC MODEL FOR A DEVELOPING ECONOMY
The case of ...to as «level»); and ((accumulated past investment)) (eqs. (7)
(12)) 10, or «stocks of commodities)) (eqs. (13) (14)), both being referred
to as dstocksi), here. The nature of these variables indicates that A«level»/
Adv> 0, and A«stock»/Adv <0 ...
An Εconometric Model for describing and forecasting price ...Wayne
DeSarbo 1986
An Εconometric Model Integrating Conservation Measures in ...J. Daniel
Khazzoom 1986
An Εconometric Model of Canada Under the Fluctuating ...Lawrence H.
Officer 1968 of. Variables. A complete outline of sources of data and
Methods of construction of variables is presented in the dissertation.1
Furthermore, the matrix of observations is tabulated therein.2 What
follows here is a summary of the main features of ...
An Εconometric Model of Returns to Investment in ...Harbhajan Kaur
Bal, A. S. Kahlon 1978
An Εconometric Model of the Canadian agricultural economy M. W.
Luke Chan 1979
An Εconometric Model of the economy of Grenada E. Bernard François,
Australian National University. National Centre for Development Studies
1991
An Εconometric Model of the Export Sector: UK Visible ...L. Alan
Winters 1981 Advances in Economics and Εconometrics: Theory and ...
20

An Εconometric Model of the Urban Opportunity Structure: ...George C.


Galster 1998 In addition to its comprehensiveness, this is also the first
work to examine how underserved areas, as defined by HUD, interact with
the various components of the opportunity structure.
An Εconometric study of economic integration among the ...Donny Chiu
Pui Tang 1995
An Εconometric study of international trade flows Hans Linnemann 1966
An Εconometric study of private expenditure in Sweden 1999
An Εconometric study of the office space market Τόμος 2 Ronald John
Barbieri 1985 Εconometric analysis for national economic planning
An Εconometric Study of the U.S. [i.e. United States] ...Suiying Wat 1974
An Εconometriclinear programming Model of the U.S. paper ...Joedy
Paul Colletti 1978
An Εconometricprogramming Model for Agricultural Policy ...WenYuan
Huang, Reuben N. Weisz, Earl Orel Heady 1980
Annotation.Exchange rates in multicountry Εconometric Models Paul de
Grauwe, Theo Peeters 1983
Applications of Differential Geometry to Εconometrics Σελίδα 64 Paul
Marriott, Mark Salmon 2000 Maozu Lu and Gravham E. \ Introduction
An important objective in Εconometric Modelling is to obtain congruent
and encompassing Models. which are thus consistent with data evidence
and economic theory. and are capable of explaining the ...
Applications of Simulation Methods in Environmental and ... Σελίδα 136
Riccardo Scarpa, Anna Alberini 2005 In micro Εconometric applications
with numerous qualitydifferentiated goods, both demand system
estimation and welfare calculation can be daunting in practice.
Environmental economists routinely confront these challenges when
using ...
Applications of Εconometrics Julia Hebden 1983
Applied Nonparametric Εconometrics Σελίδα 267 Daniel J. Henderson,
Christopher F. Parmeter 2015 Many situations in Applied Εconometric
work require knowledge of a structural or causal relationship in order to
guide policy recommendations. Aside from possessing valid instrumental
variables to correctly capture endogeneity, uncovering ...
21

Applied Regression Analysis in Εconometrics Σελίδα 255 Howard E.


Doran 1989 When one attempts to distinguish between the propensity to
consume out of incremental income and the propensity to reduce
consumption below established levels when income falls as per Model
(10.3.2), the Εconometric estimates ...
Applied Time Series Εconometrics Σελίδα 1. Helmut Lütkepohl, Markus
Krätzig 2004 Helmut L ü tkepohl 1.1 Introduction This book discusses
tools for the Εconometric analysis of time series. Generally, a time series
is a sequence of values a specific variable has taken on over some period
of time. The observations have a ...
Applied Εconometric techniquesKeith Cuthbertson, Stephen G. Hall,
Mark P. Taylor 1992
APPLIED ΕCONOMETRIC TIME SERIES, 2ND ED Walter Enders
2008 This book reflects recent advances in timeseries Εconometrics, such
as outofsample forecasting techniques, nonlinear timeseries Models,
Monte Carlo analysis, and bootstrapping.
Applied Εconometric Times Series. Walter Enders 2014 Statistics and
Εconometric Models Τόμος 1Christian Gourieroux, Alain Monfort 1995
This twovolume work aims to present as completely as possible the
Methods of statistical inference with special reference to their economic
applications.
Applied Εconometrics Σελίδα xxv Dimitrios Asteriou, Stephen G. Hall
2011 The study of Εconometrics has become an essential part of every
undergraduate course in economics, and it is not an exaggeration to say
that it is also an essential part of every economist's training. This is because
the importance of Applied ...
Applied Εconometrics for Health Economists: A Practical Guide. Andrew
M. Jones 2007 The purpose of this book is to introduce readers to the
appropriate Εconometric techniques for use with different forms of survey
data known collectively as microΕconometrics." Andrew Jones, in the
Preface.
Applied Εconometrics Using the SAS System Vivek Ajmani 2011
Although there are several wellknown books that deal with Εconometric
theory, I have found the books by Badi H. Baltagi, Jeffrey M. Wooldridge,
Marno Verbeek, and William H. Greene to be very invaluable. These four
texts have been ...
22

Applied Εconometrics with R Σελίδα v Christian Kleiber, Achim Zeileis


2008 We believe that R has great potential in Εconometrics, both for
research and for teaching. There are at least three reasons for this: (1) R is
mostly platform independent and runs on Microsoft Windows, the Mac
family of operating systems, and ...
Applied Εconometrics: Problems with Data Sets William F. Lott,
Subhash C. Ray 1992
Are Policy Variables Exogenous?: The Εconometric ... Σελίδα 41 Balazs
Horvath 2012 The Εconometric Implications of Learning while
Maximizing Balazs Horvath. Notes 1. The double truncation of the support
of the random variable ut is meant in the sense that its support is (K, K),
rather than (co, Co) where K is a positive ...
Area Changes in U.S. Forests and Other Major Land Uses, ... Σελίδα 85
Ralph J. Alig 2011 The major change was to estimate regional
Εconometric landuse Models and incorporate the new parameter estimates
into the algorithm. We did this for four subregions (Corn Belt, Mountain,
North Plains, and South Plains) in which the ...
Asian-African Journal of Economics and Econometrics 2007 The
recovery of the Economy after the imposition of the International
Financial Control in combination with a more sound budgetary policy,
offered the Greek state the chance to be well prepared for the coming
Balkan Wars and to profit from the ...
Basic Εconometrics Damodar N. Gujarati 1988 Because of the way the
book is organized, it may be used at a variety of levels of rigor. For
example, if matrix algebra is used, theoretical exercises may be omitted. A
CD of data sets is provided with the text.
Bayesian Inference in Dynamic Εconometric Models Luc Bauwens,
Michel Lubrano, JeanFrançois Richard 2000 This book contains an
uptodate coverage of the last twenty years advances in Bayesian inference
in Εconometrics, with an emphasis on dynamic Models.
Bayesian Εconometric Methods. Gary Koop, Dale J. Poirier, Justin L.
Tobias 2007 This volume in the Εconometric Exercises series contains
questions and answers to provide students with useful practice, as they
attempt to master Bayesian Εconometrics.
23

Bayesian Εconometrics Gary Koop 2003 This book introduces the reader
to the use of Bayesian Methods in the field of Εconometrics at the
advanced undergraduate or graduate level.
Bayesian Εconometrics Siddhartha Chib, William Griffiths 2008 This
work presents an historical overview that describes key contributions to
development and makes predicti
Benefits Assessment: The State of the Art Σελίδα 155 J.D. Bentkover, V.T.
Covello, J.L. Mumpower 2012
Central Bank Financial Strength and Policy Performance: An ...Mr. Peter
Stella, Mr. Ulrich H. Klueh 2008 IV. ΕCONOMETRIC. ANALYSIS. A.
Data. and. Approach”. To evaluate the impact of CBFS on macroeconomic
outcomes, we focus on regressions with a measure of price stability as the
dependent variable. In a first step, we employ a panel ...
Changing Trade Patterns in Manufactured Goods: An ... Σελίδα 19 B.
Balassa, L. Bauwens 2014 B. Balassa, L. Bauwens. Japanese Industrial
Classification Scheme Employed in the Calculations, and Correspondence
with Standard Industrial Trade Classification Schemes Ol...
Cointegration, Error Correction, and the Εconometric ...Anindya Banerjee
1993 Considering the Εconometric analysis of both stationary and
nonstationary processes, which may be linked by equilibrium relationships,
this text provides a wideranging account of the main tools, techniques,
Models, concepts, and ...
Commerce, Complexity, and Evolution: Topics in Economics, ...William
A. Barnett 2000 Topics in Economics, Finance, Marketing, and
Management: Proceedings of the Twelfth International Symposium in
Economic Theory and Εconometrics William A. Barnett. CHAPTER 11 ...
Common Property Economics: A General Theory and Land Use ...Glenn
G. Stevenson 2005 The Εconometric Models The comparison between
common and private property proceeds through a number of Εconometric
Models. This section introduces these Models, which begin with a simple
formulation and progress to more complex ...
Comparative Performance of U.S. Εconometric Models. Lawrence Robert
Klein 1991 This volume consists of chapters by distinguished economists
comparing the different Models now being used.
Complete and Incomplete Εconometric Models Σελίδα 122. John
Geweke 2010 Point forecasts are rarely sufficient. For Εconometric
24

investigators whose work may be used by clients in different situations the


rationale for producing predictive distributions is clear. Increasing
awareness of these requirements, combined with ...
Complex Systems in Finance and Εconometrics Τόμος 1 Σελίδα 615
Robert A. Meyers 2010 ... Background Two Leading Examples Causal
Modeling New Directions in Structural Modeling Major Insights
Bibliography Glossary Cowles commission approach An approach to
structural Εconometric Modeling identified with the pioneering ...
Computational Economics and Εconometrics Σελίδα 19 H. Amman, D.A.
Belsley, L.F Pau 1991 PRELIMINARY RESULTS14 WILLIAM L.
GOFFE Southern Methodist University GARY D. FERRIER Southern
Methodist University and JOHN ROGERS University of North Texas I.
Introduction Many Εconometric Methods, such as nonlinear ...
Computational Methods in Statistics and Εconometrics Hisashi Tanizaki
2004 The book offers straightforward explanations of mathematical
concepts, hundreds of figures and tables, and a range of empirical
examples. A CDROM packaged with the book contains all of the source
codes used in the text.
Computational Techniques for Εconometrics and Economic ...D.A.
Belsley 1994 D.A. Belsley. MatClass: A Matrix Class for C++
ABSTRACT. The MatClass project is an experiment in the use of
objectoriented Methods in numerical Methods using C++. MatClass is a
family of numerical classes for C++ that are freely ...
Computational Εconometrics: Its Impact on the Development ...Charles
G. Renfro 2004 Its Impact on the Development of Quantitative Economics
Charles G. Renfro. IOS Press Εconometric software: The first fifty years
in perspective Charles G. Renfro 601 West 1 1 3th Street, #12G, New York.
NY 10025. USA Email: ...
Computer Aided Εconometrics. David E. A. Giles 2003 Emphasizing the
impact of computer software and computational technology on
Εconometric theory and development, this text presents recent advances
in the application of computerized tools to Εconometric techniques and
practices—focusing ...
Consistent Estimation of Real Εconometric Models with ...Joseph E.
Nehlawi 1975
25

Consumer price setting and Inflation Etienne Gagnon 2006 Inflation


Targeting Under Asymmetric Preferences. Francisco Javier Ruge-Murcia
2001 Under current Inflation targeting arrangements, the targets are
publicly announced and, consequently, are observable by the
Εconometrician. This means that (12) generates testable empirical
implications regardless of whether itt is socially ...
Contemporary Bayesian Εconometrics and Statistics Σελίδα 105 John
Geweke 2005 CHAPTER4. Posterior. Simulation. Bayesian inference
requires that we be able to access the posterior distribution of the vector of
interest ω in one or more Models. In all except simple illustrative cases
this cannot be done analytically.
Contemporary Issues in Economics and Εconometrics: Theory ...Stan
Hurn, Ralf Becker 2004 We start by defining an Εconometric Model for
the variable of interest, which is written in statespace representation as a
function of the observed data at each time period. The predictions gain
information from other crosssectional units in the ...
Continuous time Εconometric Modelling Albert Rex Bergstrom 1990
ContinuousTime Εconometrics: Theory and Applications Σελίδα 1 G.
Gandolfo 1993 Continuoustime. Εconometrics. has. come. of. age.
Giancarlo. Gandolfo. 1.1 INTRODUCTORY REMARKS In economic
theory, the tool commonly used for the analysis of dynamic Models is
differential equations, thus implicitly implying the ...
Contributions to Εconometric Theory and Application: ... Σελίδα 134
R.A.L. Carter, J. Dutta, A. Ullah 2012 It is only to be expected that
Εconometricians and Εconometric statisticians, already familiar with
multivariate analysis, will quickly follow suit. Knowledge acquisition is an
essential part of the building of an expert system. Cf. Martin and Oxman ...
Contributions to Εconometrics: Σελίδα 1 John Denis Sargan, Esfandiar
Maasoumi 1988 ESFANDIAR MAASOUMI 1 DENIS SARGAN AND
HIS SEMINAL CONTRIBUTIONS TO ECONOMIC AND
ΕCONOMETRIC THEORY This is the first volume of selections from
John Denis Sargan's contributions to Εconometrics and economics.
Corporate Governance and Firm Value: Εconometric Modelling ...Kashif
Rashid, Sardar M. N. Islam 2008 This book makes an original contribution
by undertaking a very comprehensive comparative Εconometric study on
the poorly researched topic of the relationship between corporate
governance and firm value in emerging and developed markets.
26

Cost Structure and the Measurement of Economic ... Σελίδα 242 Catherine
J. Morrison Paul 1999 ... we have alluded to in previous chapters,
motivated in terms of 1st and 2nd order costelasticities. This provides a
basis for elaboration of data construction and Εconometric specification
for empirical implementation in the following chapters.
Crime, the Police and Criminal Statistics: An Analysis of ... Σελίδα 123
R. A. CarrHill, N. H. Stern, Peter H. Rossi 2014 An Analysis of Official
Statistics for England and Wales Using Εconometric Methods R. A.
CarrHill, N. H. Stern Peter H. Rossi ... The estimation techniques were the
simultaneousequations Methods of Εconometrics. Parts of this chapter
may, ...
Cross Sectional Dependence in Spatial Εconometric Models: ...Stefan
Klotz 2004 Reflecting this, the popular Εconometric textbooks turn their
backs on the spatial field, e.g. the nevertheless noteworthy works of
Davidson and MacKinnon (1993), Gourieroux and Monfort (1995), Greene
(2000), Hayashi (2000), Ruud (2000) ...
Determinants of Real Income: New Tests Using Metaanalysis ...2007 The
main objective is to examine whether the inclusion of spatial Εconometric
studies in the metaanalysis would produce coefficients with different
magnitudes for the standardized rate of convergence rate that is reported in
a large number of ...
Developing Εconometrics Σελίδα 297 Hengqing Tong, T. Krishna
Kumar, Yangxin Huang 2011 8. Multivariate. and. nonstationary. time.
series. Models. Εconometric research, that commenced more than seven
decades ago with a system of simultaneous equations, was under attack for
spurious correlations of time series. It was argued ...
Development Cycles, Political Regimes and International ... Σελίδα 19
Andrés Solimano, United Nations. Economic Commission for Latin
America and the Caribbean. Economic Development Division 2003
Εconometric estimates of net migration equations for Argentina In this
section we shall present a timeseries Εconometric analysis of a
oneequation migration Model that incorporates insights of the previous
discussion on economic and ...
Diamond was elected a fellow and served as President of the Econometric
Society. In 2003, In 1968, he served as president of the American
Economic Association He is a Fellow of the American Academy of Arts and
Sciences (1978), a Member of the National Academy of Sciences (1984),
27

and is a Founding Member of the National Academy of Social Insurance


(1988). Diamond was the 2008 recipient of the Robert M. Ball Award for
Outstanding Achievements in Social Insurance, awarded by NASI.
Dictionary of Economics-G. Bancock.-Ed. The Penguin-1984-N.York.
Σελ.132..duopoly=two sellers, duopsony=two buyers, 305 monopoly=only
a single buyer in market, 135-142 Εconometrics-economietes. 142
elasticity, 296 microeconomics theory. Για την Οικονομετρία βλέπε και
Development of Economic Analysis Sixth Edition Ingrid Hahne Rima.
Fifth edition published 1996. by Routledge. Σελίδα 491. Εconometrics is
the branch of economics that is concerned with establishing empirical
content into economic relations. The term, which is a combination of the
words economics and metrics (from the Greek metron, which means
‘measurement’) was apparently coined by Ragnar Frisch, one of the
founders of the Εconometrics Society in 1930.2 More precisely,
Εconometrics is concerned with ‘the quantitative analysis of actual
economic phenomena based on the concurrent development of theory and
observation, related by appropriate methods of inference.’
Dictionary of Εconometrics A. C. Darnell 1994 This book is a very useful
reference for students of Εconometrics as well as for professionals in that
field.
Disaggregation in Εconometric Modelling (Routledge Revivals) Terry
Barker 2014 Terry Barker. Disaggregation in Εconometric Modelling —
an introduction T.S. Barker and M.H. Pesaran* 1.1 The aggregation
problem In much economic theory and most Applied work in economic
Modelling, there is a problem of aggregation.
Do Reserve Portfolios Respond to Exchange Rate Changes ...Mr.
EweGhee Lim 2007 ... the euro (sales of 0.27 points of the total portfolio
of dollars and purchases of 0.24 points of euros). This result is in line with
the dominance of the dollar and the euro in reserve portfolios. The
Εconometric results suggest that.
Dynamic Nonlinear Εconometric Models: Asymptotic Theory. Benedikt
M Pötscher, Ingmar Prucha 2013 [12] Andrews, D.W.K. Asymptotics for
semiparametric Εconometric Models: III. Testing and examples. Cowles
Foundation for Research in Economics Working Paper No. 910, 1989c.
[13] Andrews, D.W.K. An empirical process central limit ...
Dynamic Εconometric analysis of insurance markets with ... Σελίδα 79.
2008 4. Moral. Hazard. in. Dynamic. Insurance. Data. 4.1. Introduction.
28

Four decades of theoretical research on asymmetric information have rmly


established its importance for insurance relations and competitive
insurance markets. The practical ...
Dynamic Εconometric Modeling: Proceedings of the Third ... Σελίδα i.
William A. Barnett, Ernst R. Berndt, Halbert White 2005 Proceedings of
the Third International Symposium in Economic Theory and Εconometrics
William A. Barnett, Ernst R. Berndt, Halbert White. Dynamic
Εconometric Modeling International Symposia in Economic Theory and
Εconometrics Editor ...
Dynamic Εconometrics Σελίδα 3 David F. Hendry 1995 Introduction
We first consider the main problem in Εconometric Modelling of
economic time series, namely how to discover sustainable and mterpretable
relationships between observed economic variables. After stating the aims
of the book, ...
Economic Analysis in Historical Perspective: Butterworths Advanced
...J. Creedy, D.P. O'Brien 2014 Economic. Statistics. and.
Econometrics. A.C. Darnell 6.1 Introduction Econometrics as a
specialized discipline is a ... of the pyramids, and the Ancient Greeks and
Romans carried out many investigations to determine their military
strength.
Economic and Business Forecasting: Analyzing and ...John Silvia, Azhar
Iqbal, Kaylyn Swankoski 2014 Presents the economic and financial
variables that offer unique insights into economic performance Highlights
the Εconometric techniques that can be used to characterize variables
Explores the application of SAS software, complete with ...
Economic Methodology: A Historical Introduction Σελίδα 76 Harro Maas
2014 6. Milton. Friedman. and. the. Cowles. Commission. for.
Εconometric. Research. Structural. Models. and. 'as. if'. Methodology. 6.1
Introduction The change to the playing field and character of the discipline
of economics had one quite literal ...
Economic Models Σελίδα xvi Basu 2009 Fabrizio Iacone obtained a Ph.D.
in Economics at the London School of Economics and is currently a
Lecturer in the ... Alexis Lazaridis, Professor in Εconometrics, Aristotle
University of Thessaloniki, Greece, has obtained his Ph.D. from the ...
Economics of Food Safety Σελίδα 173 Julie A. Caswell 2012 An
Εconometric Model of the U.S. Apple Market. ERS Staff Report No.
AGES850110, Economic Research Service, U.S. Department of
29

Agriculture, Washington, D.C. Blomquist, Glenn. 1979. Value of Life


Savings: Implications of Consumption ...
Economy and Economics of Ancient Greece Σελίδα 63 Takeshi
Amemiya 2007 This latter majority of Econometricians would be just
as comfortable with the Athenian Economy as with the modern
industrialized ... 144), In their authoritative survey of empirical research on
demand relationships since World War II, Brown and ...
Elementary Εconometrics: Theory, Application and Policy: ...1993
Elements of Time Series Εconometrics : An Applied Approach: Kočenda,
Evžen, Černý, Alexandr 2014 This book, in its second edition, presents
the numerous tools for the Εconometric analysis of time series. The text is
designed so that it can be used for a semester course on time series
Εconometrics, but by no means is the text meant to be ...
Elements of Εconometrics Jan Kmenta 1997 Out of print for years, this
classic Εconometrics text is once again available.
Emergence and Survival of New Businesses: Εconometric Analyses
Oliver Falck 2007 Εconometric Analyses Oliver Falck. 1. Introduction,.
Summary,. and. Conclusions. 1.1 Basic Conditions in Germany: A Stylized
Review Germany's job market is in a deep crisis.1 Economists are in
general agreement that unemployment in ...
Empirical Dynamic Asset Pricing: Model Specification and ...Kenneth J.
Singleton 2009 Written by one of the leading experts in the field, this
book focuses on the interplay between Model specification, data
collection, and Εconometric testing of dynamic asset pricing Models.
Empirical Market Microstructure : The Institutions, ... Σελίδα 143 Stern
School of Business New York University Joel Hasbrouck Professor of
Finance 2006 Thus arises the ideal paradigm of first defining agents'
objectives, then enumerating the feasible strategies, mapping these
strategies to costs, determining optimal (cost minimizing) strategies, and
finally performing Εconometric analysis of ...
En Εconometric Method for Estimating the Tax Elasticity ... Σελίδα 24
Equation (3), for id, m, c, x, and o, stands for the individual tax yield
functions '^lock of the Model. Estimates of its parameters are obtained by
estimating parameters of equation (3)'. If the specified proxy variables for
potential tax bases are not ...
30

Energy Investments and the Environment: A Collection of ... Σελίδα 239


Corazon M. Siddayao, Lisa A. Griffin 1993 Mr. Dilip R. Ahuja is a Senior
Scientist at The Bruce Company, Washington, D.C. Mr. Dennis Anderson,
who received master's degrees in Εconometrics and engineering from the
London School of Economics and the University of Manchester, ...
Environmental Tax Reform (ETR): A Policy for Green Growth Paul Ekins,
Stefan Speck 2011 Terry Barker has a Ph.D. in Economics from the
University of Cambridge and is the Chairman of Cambridge Εconometrics,
having founded the company in 1985. Since 2005 he has also been the
Director of the Cambridge Centre for Climate ...
Epistemologies of African Conflicts: Violence, ...Zubairu Wai 2012
Importing Εconometric Models to give quantitative dimensionto
thealready growingeconomistic interpretations of conflicts, Collier and
Hoeffler proposed “a formulation in which both the probability ofcivil
warand itsduration are functionof the ...
Equilibrium Business Cycle Theory in Historical Perspective Σελίδα 80
Kim Kyun, Kyun Kim 2006 CHAPTER 4 The two preceding chapters
presented some historical accounts of two central features of the
equilibrium business cycle theory (EBCT): the equilibrium approach to
business cycles and its Εconometric strategy. In Chapter 2, the ...
Essays in Empirical Auctions and Partially Identified ... Σελίδα 6 2008 ...
Mallesh Pai, James Roberts, William Rogerson, Artyom Shneyerov, Kevin
Song, Viktor Subbotin, Quang Vuong, Siyang Xiong, and participants of
Northwestern's Εconometrics and industrial organization seminars.
Financial support from the ...
Essays in Nonlinear Time Series Εconometrics Σελίδα 161 Niels Haldrup,
Mika Meitz, Pentti Saikkonen 2014
Essays in Panel Data Εconometrics Σελίδα 115 Marc Nerlove 2005
Moreover, the theoretical formulation played a key role in our assessment
of the Εconometric results and in revision of the Methods used. The
theoretical Model is manipulated in order to obtain an Εconometric
formulation that can be fit to the ...
Essays in Εconometrics: Collected Papers of Clive W. J. ... Σελίδα 302
Clive W. J. Granger, Eric Ghysels, Norman R. Swanson 2001 TWO
PHILOSOPHIES There are currently two distinct approaches available for
the analysis of economic data measured through time: the time series
31

approach and the classical Εconometric Model building Method. These


two approaches are ...
Essays on Identification in Εconometric Models Σελίδα 153 2008
theorem for multidimensional functional spaces. Though Meilijson (1981)
made important contributions, including the observation that only the data
corresponding to minimal fatal sets can be considered, as well as and the
rank condition on ...
Essays on the Εconometric Theory of Rank Regressions Σελίδα 3 2008
ABSTRACT Essays on the Εconometric Theory of Rank Regressions
Viktor Yevgenyevich Subbotin Several semiparametric estimators recently
developed in the Εconometrics literature are based on the rank correlation
between the ...
Estimation and Inference in Εconometrics Russell Davidson, James G.
MacKinnon 1993 Offering students a unifying theoretical perspective,
this innovative text emphasizes nonlinear techniques of estimation,
including nonlinear least squares, nonlinear instrumental variables,
maximum likelihood and the generalized Method of ...
Estimation of Dynamic Εconometric Models with Errors in ... Σελίδα 5
Jaime Terceiro Lomba 2012 CHAPTER 2 FORMULATION OF
ΕCONOMETRIC MODELS IN STATESPACE In this chapter we shall
analyze the relationship between the structural, reduced, and statespace
forms of an Εconometric Model. We do not use the statespace ...
eStudy Guide for Introduction to Spatial Εconometrics, ...Cram101
Textbook Reviews 2012 Economics, Εconometrics Cram101 Textbook
Reviews. CHAPTER OUTLINE: KEY TERMS, PEOPLE, PLACES,
CONCEPTS • Lagrange multiplier • Maximum likelihood • Waldtest •
Estimation • ratio test • Statistic • Test statistic • Variable ...
eStudy Guide for Introduction to Εconometrics, textbook ... Cram101
Textbook Reviews 2012 CHAPTER OUTLINE: KEY TERMS, PEOPLE,
PLACES, CONCEPTS • Poisson regression • Εconometric • Estimation •
Probability • Estimator • Probability density function • Variance • Normal
distribution • Hausman test • Autoregressive moving ...
eStudy Guide for Principles of Εconometrics, textbook by ...Cram101
Textbook Reviews 2012 CHAPTER OUTLINE: KEY TERMS, PEOPLE,
PLACES, CONCEPTS • Economic Model • Εconometric • Εconometric
Model • Standard error • Variable • Autoregressive Model • Distributed
lag • Least squares • Estimation • Estimator • Variance ...
32

eStudy Guide for: A Companion to Εconometric Analysis of ...Cram101


Textbook Reviews 2012 Cram101 Textbook Reviews. • Random effects
Model • Variance • EViews • Empirical • Estimation • Efficiency •
Maximum likelihood • Absolute return • Stata • onewayanalysisofvariance
• Cointegration • Lagrange multiplier • Panel data ...
eStudy Guide for: Active Credit Portfolio Management in ...Cram101
Textbook Reviews 2012 CHAPTER OUTLINE: KEY TERMS, PEOPLE,
PLACES, CONCEPTS • Εconometric Model • Probit Model • Multiple
discriminantanalysis • Estimator • Timevarying covariate • Discrete choice
• Empirical probability • Survival function • Sensitivity ...
eStudy Guide for: Essentials of Εconometrics by Damodar ...Cram101
Textbook Reviews 2013 CHAPTER OUTLINE: KEY TERMS, PEOPLE,
PLACES, CONCEPTS • Εconometric • Economic statistics •
Mathematical economics • Mathematical statistics • Least squares •
Statistic • Crosssectional data • Panel data • Variable • Categorical ...
eStudy Guide for: Introduction to Εconometrics, Brief ...Cram101
Textbook Reviews 2012 Tstatistic • Earnings • Null hypothesis •
Covariance matrix • Specification • Deviation • Standard deviation •
Polynomial regression • Natural experiment • loglinear • Interaction •
Εconometric • External validity • Inference • Statistical inference ...
eStudy Guide for: Introduction to Εconometrics: ...Cram101 Textbook
Reviews 2012 CHAPTER OUTLINE: KEY TERMS, PEOPLE, PLACES,
CONCEPTS • Linear regression • Covariance • Test score • Estimator •
Earnings • Logit • Least squares • Regression analysis • Εconometric •
Capital asset • Capital asset pricing Model ...
eStudy Guide for: Introductory Εconometrics for Finance Cram101
Textbook Reviews 2012 Cram101 Textbook Reviews. CHAPTER
OUTLINE: KEY TERMS, PEOPLE, PLACES, CONCEPTS • CUSUM •
Ftest • Least squares • Time series • Absolute return • Lagrange multiplier
• Data analysis • Pvalue • Panel data • PhillipsPerron test ...
eStudy Guide for: Principles of Εconometrics by Guay C. ... 2013
CHAPTER OUTLINE: KEY TERMS, PEOPLE, PLACES, CONCEPTS
• Εconometrics • Εconometric Model • Variable • Parameter • Least
squares • Estimator • Variance • Random variable • Sampling • Interval •
Interval estimation CHAPTER ...
eStudy Guide for: Using Εconometrics : Practical Guide by ...Cram101
Textbook Reviews 2013 Cram101 Textbook Reviews. • Sampling •
33

Statistical inference • Inference • Selection bias • Selfselection bias •


Estimation • Estimator • Sampling distribution • Confidence interval •
Least squares • Statistic • Variation • Standard error • Degrees ...
eStudy Guide for: Using Εconometrics: A Practical ...Cram101 Textbook
Reviews 2012 Cram101 Textbook Reviews. CHAPTER OUTLINE: KEY
TERMS, PEOPLE, PLACES, CONCEPTS • Time series • Distributed lag
• Statistic • Granger causality • Variable • Instrumental variable •
Εconometric • DickeyFuller test • Random walk ...
eStudy Guide for: Εconometric Analysis of Panel Data by ...Cram101
Textbook Reviews 2012 British Household Panel Survey •
SocioEconomic Panel DickeyFuller test • Ftest • Penn World Table • Wald
test • Empirical • Instrumental variable • Εconometric • Maximum
likelihood • Purchasing power • EViews • minimum norm quadratic ...
eStudy Guide for: Εconometrics: A Modern Introduction: ...Cram101
Textbook Reviews 2012 CHAPTER OUTLINE: KEY TERMS, PEOPLE,
PLACES, CONCEPTS • Εconometric • Inflation • Specification •
Stochastic • Variable • White test • Random variable • Estimator • Critical
value • Crosssectional data • Null hypothesis • Linear ...
Evaluation of Εconometric Models Σελίδα xiii. Jan Kmenta, James B.
Ramsey 2014 One of the seminars was entrusted with the problem of
devising criteria for the evaluation of Εconometric Models. A group of
interested scholars and researchers met several times to discuss various
issues related to this problem. The result ...
Exchange Rate Targets and Currency Bands Σελίδα 211 Paul Krugman,
Marcus Miller 1992 Empirical research on the appropriateness of the
theoretical Models has perhaps not kept pace with the theory. In this paper
we sketch possible Methods for Εconometric estimation and testing in
Models of target zones and processswitching.
Exchange Rates and International Financial Economics: ... - Σελίδα 143
John N. Kallianiotis, Palgrave Connect (Online service) - 2013 -
Forecasting can be thought of as the formal process of generating
expectations by using economic theory, mathematics, statistics, and
Εconometric analysis. When expectations for Future economic variables
are derived, we have an implicit ...
Experimetrics: Εconometrics for Experimental Economics Peter G.
Moffatt 2016 The book takes a handson approach by explaining STATA
commands in detail.
34

Exploring Research Frontiers in Contemporary Statistics ... Σελίδα 201


Ingrid Van Keilegom, Paul W. Wilson 2011 (J. Εconometric 6:21–37,
1977), Meeusen and van den Broeck (Int. Econ. Rev. 18:435–444, 1997),
and Battese and Cora (Aust. J. Agr. Econ. 21:169–179, 1977), researchers
have often found that the residuals estimated from these Models ...
Farmland Preservation and Conversion: An Εconometric ... Σελίδα 49
2006 In terms of conservation easements, the article demonstrates an
Εconometric Method that can be used to overcome difficulties often
experienced with traditional estimation approaches. Wu(200n An amenity
based Model to examine the effect ...
Financial Sector Conditionality: Is tougher Better? Σελίδα 22 Mr. Roger
P. Kronenberg, Alessandro Giustiniani 2005 Table. 9. IMF. Structural.
Conditionality. and. Bank. Perfoiinance: Εconometric. Results. Whole
Sample Crisis Countries ROAA ACR/Y ACR/Y AD/Y ROAA ACR/Y
ACR/Y AD/Y Constant 0.22256 fixed fixed fixed 0.35007 fixed fixed
fixed 1.61 ...
Financial Valuation and Εconometrics Kian Guan Lim 2011 This book
brings together domains in financial asset pricing and valuation, financial
investment theory, Εconometrics Modeling, and the empirical analyses of
financial data by applying appropriate Εconometric techniques.
Financial Εconometrics Σελίδα xii Peijie Wang 2005 We assume that
the reader already has knowledge of Εconometrics and finance at the
intermediate level. Hence, basic regressional analysis and time series
Models such as OLS, maximum likelihood, ARIMA and VAR, while
being referred to ...
Financial Εconometrics and Empirical Market Microstructure Σελίδα 93
Anil K. Bera, Sergey Ivliev, Fabrizio Lillo 2014 We discussed not only
the distance Method, but also an Εconometric approach. The scheme of
correspondence for Russian banks is presented and discussed. The third
part of the paper presents the results of Εconometric Modeling of the ...
Financial Εconometrics: From Basics to Advanced Modeling ...Svetlozar
T. Rachev, Stefan Mittnik, Frank J. Fabozzi 2007 egression analysis is
the Εconometric tool most commonly used by assetmanagers in four of the
five steps of the investment management process described in the appendix
to Chapter 1. It is used in setting investment policy, selecting a ...
35

Finite sample Εconometrics Aman Ullah 2004 This book provides a


comprehensive and unified treatment of finite sample statistics and
Εconometrics, a field that has evolved in the last five decades.
First, however, it is useful to consider some broader aspects of
Εconometric Modeling. Initially, we will discuss the main motivation for
Εconometric Modeling, leading to a definition of empirical Models. We
can then proceed to a more detailed ...
Fiscal Performance, Institutional Design and ... Σελίδα i Luc Eyraud, Ms.
Anita Tuladhar, Mr. Julio Escolano 2012 Section V approaches these
issues through Εconometric Methods and analyzes the results. Section VI
concludes. II. THE ECONOMIC DEBATE ON FISCAL
DECENTRALIZATION In this section, we present some results from the
literature on ...
Foundations of Εconometrics Σελίδα 253 Albert Madansky, C. J. Bliss,
M. D. Intriligator 2014 VII. A. prolegomenon. to. Εconometric. Model.
building. The title of this chapter is pompous for a purpose, namely to
attract you to this chapter and yet warn you not to read it with the same
intensity with which you might read other chapters of ...
Frontiers in Εconometrics Paul Zarembka 1974
Functional Structure and Approximation in Εconometrics William A.
Barnett, Jane M. Binner 2004
Growth: Εconometric general equilibrium Modeling Σελίδα 291 2016
10.1 Εconometric and Process Analysis Models A satisfactory framework
for analysis of the effect of alternative energy policies requires an approach
that encompasses both process analysis and Εconometrics. Process
analysis provides for a ...
Growth: Εconometric general equilibrium Modeling Σελίδα 291. Dale
Weldeau Jorgenson 1998 Edward A. Hudson and Dale W. Jorgenson 10.1
Εconometric and Process Analysis Models A satisfactory framework for
analysis of the effect of alternative energy policies requires an approach
that encompasses both process analysis and ...
Handbook of Applied Economic Statistics Aman Ullah 1998 This work
examines theoretical issues, as well as practical developments in statistical
inference related to Εconometric Models and analysis.
Handbook of Applied Εconometrics And Statistical Inference Σελίδα i
Aman Ullah 2002 In recent years there have been many major
36

developments associated with the interface between Applied


Εconometrics and statistical inference. This is true especially for censored
Models, panel data Models, time series Εconometrics, ...
Handbook of Applied Εconometrics Volume II: Microeconomics M
Hashem Pesaran, M H Pesaran, Peter Schmidt 1999 This Handbook
focuses on specific microeconomics applications, rather than on
conventional Εconometric theory. It covers the Εconometric issues
involved in a variety of Applied microeconomic problems.
Handbook of Computational Εconometrics Σελίδα 55 David A. Belsley,
Erricos Kontoghiorghes 2009 Generally speaking, Εconometric
textbooks convey the impression that all Εconometric software functions
equally well all of the time. Nothing could be farther from the truth. The
literature documents numerous errors in Εconometric software ...
Handbook of Financial Εconometrics Set Yacine Aitsahalia, Lars Hansen
2009 et is the collection of Volumes 1 & 2 Contributors include Nobel
Laureate Robert Engle and leading Εconometricians Offers a clarity of
Method and explanation unavailable in other financial Εconometrics
collections
Handbook of Financial Εconometrics, Vol 1: Tools and ... Σελίδα 383
Yacine AitSahalia, Lars Peter Hansen 2009 Data Characteristics 384 1.2.
Types of Economic Data 390 1.3. Economic Questions 392 2.
Εconometric Framework 394 2.1. Examples of Point Processes 397 2.2.
Modeling in Tick Time – the Marks 406 2.3. Models for Discrete Prices
412 2.4.
Handbook of Εconometrics Σελίδα xi Zvi Griliches, Michael D.
Intriligator 1983 PREFACE TO THE HANDBOOK Purpose The
Handbook of Εconometrics aims to serve as a source, reference, and
teaching supplement for the field of Εconometrics, the branch of
economics concerned with the empirical estimation of ...
Handbook of Εconometrics Σελίδα xv James Joseph Heckman, Zvi
Griliches, Edward E. Leamer 2007 As conceived by the founders of the
Εconometric Society, Εconometrics is a field that uses economic theory
and statistical Methods to address empirical problems in economics. It is
a tool for empirical discovery and policy analysis.
Handbook of Εconometrics Τόμος 5 Σελίδα xiii J.J. Heckman, Edward
Leamer 2001 PREFACE TO THE HANDBOOK The primary objective
of Volume 5 of the Handbook of Εconometrics and its companion
37

Volume 6, is to collate in one place a body of research tools useful in


Applied Εconometrics and in empirical research in ...
Handbook of Εconometrics Τόμος 6 Σελίδα xv James J. Heckman,
Edward E. Leamer 2008 As conceived by the founders of the
Εconometric Society, Εconometrics is a field that uses economic theory
and statistical Methods to address empirical problems in economics. It is
a tool for empirical discovery and policy analysis.
Hands-on Intermediate Εconometrics Using R: Templates for
...Hrishikesh D. Vinod - 2008 - The forecasts will presumably require
additional data on a set of relevant regressors such as macroeconomic,
international, product-specific, and any other relevant variables to obtain
better forecasts of Future returns. Nonlinear Forecasting ...
Handson Intermediate Εconometrics Using R: Templates for ...Hrishikesh
D. Vinod 2008 This book includes realistic Εconometric tools which
Model nonstationary equilibria. The book is inspired by Ernst Berndt's
(1991) handson type book suitable for an earlier era before the Internet.
Similar to Berndt, the book should help the ...
Henri Theil’s Contributions to Economics and Εconometrics: ...Henri
Theil, B. Raj, J. Koerts 1992 ΕCONOMETRIC. TECHNIQUES".
HENRI THEIL Netherlands School of Economics (now Erasmus
University) Rotterdam, The Netherlands 1. Introduction It is now about
twentyfive years ago when Professor Tinbergen started his work in ...
Henri Theil’s Contributions to Economics and Εconometrics: ...Henri
Theil, B. Raj, J. Koerts 1992 HENRI THEIL Netherlands School of
Economics (now Erasmus University) Rotterdam, The Netherlands 1.
Introduction It is now ... H.E. Stenfert Kroese B.V. 1 Special University
Lecture read at the London School of Economics on December 3.
HERMES: Harmonised Εconometric Research for Modelling
...Commission of the European Com 2014 Introduction The HERMESUK
Model was constructed by Cambridge Εconometrics along the lines set
out for the standard Model used as a basis for all the national Models
(d'Alcantara and Italianer, 1982). This means that every sector is ...
High Frequency Financial Εconometrics: Recent Developments Luc
Bauwens, Winfried Pohlmeier, David Veredas 2007 Recently, this of the
Εconometric literature has grown at a very fast pace. One of the simlethods
used is the sample covariance matrix. A stylized fact, however, is that s a
serial dependence in the second moments of returns. Thus, more ...
38

Higher Education: Schools’ Use of the Antitrust Exemption ... Σελίδα 38


... Middlebury College," Northwestern University, Pomona College, Rice
University, Swarthmore College, Syracuse University," University of
Chicago, Wellesley College," Wesleyan University," Williams College"
Specifications of Εconometric ...
HighFrequency Financial Εconometrics Σελίδα xvii Yacine AïtSahalia,
Jean Jacod 2014 Over the past fifteen years or so, the domain of statistical
and Εconometric Methods for highfrequency financial data has been
experiencing an exponential growth, due to the development of new
mathematical Methods to analyze these data, ...
Historical inflation Before collecting consistent Εconometric data
became standard for governments, and for the purpose of comparing
absolute, rather than relative standards of living, various economists have
calculated imputed inflation figures. Most inflation data before the early
20th century is imputed based on the known costs of goods, rather than
compiled at the time. It is also used to adjust for the differences in real
standard of living for the presence of technology.
How Useful is Monetary Εconometrics in Low Income ... Σελίδα 4 Mr.
Gabriel Di Bella, Mr. David Hauner 2005 In what follows, Section II
discusses some constraints on Εconometric analysis in the Rwandese case,
such as data and institutional limitations to the application of Εconometric
Models for monetary analysis. Section III investigates Models of ...
Identification and Inference for Εconometric Models: ... Σελίδα i. Donald
W. K. Andrews, James H. Stock 2005 The authors of the chapters include
many of the leading Εconometricians of our day, and the chapters address
topics of current research significance in Εconometric theory. The chapters
cover four themes: identification and efficient estimation ...
Impact of Contract Farming on Income: Linking small ... Σελίδα 15
Sachiko Miyata, Nicholas Minot, and Dinghuan Hu Εconometric Analysis
of Participation and Its Effect on Income The Εconometric analysis that
we carry out uses the pooled sample of apple and green onion growers.
This approach was necessary because of the relatively small sample for ...
Improved Methods of Inference in Εconometrics George G. Judge,
Thomas A. Yancey 1986 This book has as its general objective the
improvement of estimation rules for linear statistical Models and the
development of estimating procedures, to be used with a single data set,
that are appropriate to economic decision problems.
39

Innovation and Firm Performance: An Empirical ... Σελίδα 45 Bettina


Peters 2008 3.4. Theoretical. and. Εconometric. Model. The Model
developed by Jaumandreu (2003) and Harrison et al. (2005) allows to
disentangle some of the theoretical employment effects mentioned above
and is highly applicable in analysing ...
Integration, Growth, and Cohesion in an Enlarged European Union John
Bradley, George G. Petrakos, Julia Traistaru 2006 A MacroEconometric
Modelling Framework for the EU Periphery', Economic Modelling 12,
special issue, pp. 221–47. Bradley, J. and K. Whelan (1996) “The Irish
Expansionary Fiscal Contraction: A Tale from One Small European
Economy”...
Intermediate Statistics and Εconometrics: A Comparative ... Σελίδα 585
Dale J. Poirier 1995 Lewis Carroll, Alice in Wonderland 10.1 Introduction
We are socialized to the belief that there is one true Model and that it can
be discovered or imposed if only you will make the proper assumptions
and impute validity to Εconometric results ...
International Macroeconomics and Finance: Theory and ...Nelson Mark
2001 The book begins from the premise that students benefit most from
seeing a balanced treatment of all available views. For instance, this book
provides coverage of both ad hoc and optimizing Models.
Internet Εconometrics S. Allegrezza, A. Dubrocard 2012 The first section
discusses the Εconometric specifications for the basic Internet demand
function. The second section depicts Internet adoption and frequency
differentiation for Internet demand analysis. The third section presentsthe
data ...
Interpretation durch das IS-LM-Modell von Hicks John R. Hicks entwarf
schon 1937 das IS-LM-Modell in seinem Artikel Mr. Keynes and the
Classics: A Suggested Interpretation (Εconometrica, Vol. 5, 1937.
Deutsch in: Barens/ Caspari (Hrsg.) Das IS/LM-Modell – Entstehung und
Wandel, Marburg 1994), um Keynes’ Allgemeine Theorie der
neoklassischen Theorie gegenüberzustellen.[23] Hicks unterschied einen
klassischen, einen mittleren und den Keynesianischen Bereich der
Liquiditätsfalle und beschränkte Keynes' Theorie fälschlicherweise auf
den letztgenannten Bereich.
Interpreting China's Economy Σελίδα 289 Gregory C. Chow 2010 He
received a BA from Cornell, 1951, and a PhD from the University of
Chicago, 1955, and served on the faculty of MIT, Cornell, Harvard and
40

Columbia beforejoining Princeton in 1970 asthe Director ofthe


Εconometric Research Program, ...
Introduction to Applied Εconometrics Kenneth G. Stewart 2005 You’ll
find the "econ" back in Εconometrics with INTRODUCTION TO
APPLIED ΕCONOMETRICS and its accompanying CD.. You’ll have
the opportunity to replicate classic empirical findings using original data
sets and will develop an ...
Introduction to Modern Bayesian Εconometrics Tony Lancaster 2004
Though his Method has extensive applications to the work of economists,
it is only recent advances in computing that have made it possible to exploit
its full power.
Introduction to Spatial Εconometrics James LeSage, Robert Kelley Pace
2009 MATLAB® toolboxes useful for spatial Εconometric estimation are
available on the authors’ websites. This work covers spatial Εconometric
Modeling as well as numerous Applied illustrations of the Methods.
Introduction to Statistics and Εconometrics Takeshi Amemiya 1994 This
outstanding text by a foremost Εconometrician combines instruction in
probability and statistics with Εconometrics in a rigorous but relatively
nontechnical manner.
Introduction to the Mathematical and Statistical ... Σελίδα xv Herman J.
Bierens 2004 This book is intended for use in a rigorous introductory Ph.
D. level course in Εconometrics or in a field course in Εconometric theory.
It is based on lecture notes that I developed during the period 1 997-2003
for the firstsemester Εconometrics ...
Introduction to the Theory and Practice of Εconometrics George G. Judge
1982 Foundations: statistical Model specification, estimation, and
inferencce; The general linear statistical Model; The generalized linear
statistical Model; Simultaneous linear statistical Models; Some procedures
for handling an unknown ...
Introduction to Εconometrics Σελίδα 1 Christopher Dougherty 2011
Why study Εconometrics? Εconometrics is the term used to describe the
application of statistical Methods to the quantification and critical
assessment of hypothetical relationships using data. The term
'Εconometrics' suggests that the Methods ...
Introduction to Εconometrics James H. Stock, Mark W. Watson 2008
Introduction to Εconometrics, Brief, is a streamlined version of their text,
41

including the fundamental topics, an early review of statistics and


probability, the core material of regression with crosssectional data, and a
capstone chapter ...
Introduction To Εconometrics: Principles And Applications, 8/E Madnani
G.M.K. 2008 The primary object of writing this book was to design a text
on Εconometrics which makes most mathematical demands on students.
Introductory Εconometrics for Finance Chris Brooks 2008 The new
edition builds on the successful data and problemdriven approach of the
first edition, giving students the skills to estimate and interpret Models
while developing an intuitive grasp of underlying theoretical concepts.
Introductory Εconometrics: A Modern Approach. Jeffrey M. Wooldridge
2013 Unlike traditional texts, this book's unique presentation demonstrates
how Εconometrics can be used to empirically study and answer questions
across a variety of disciplines.
Introductory Εconometrics: A Practical Approach Hamid Seddighi 2013
Although we have divided the criteria of the evaluation of the regression
results into economic, statistical, and Εconometric criteria, in practice,
these criteria are strongly linked and are collectively used to evaluate the
results. The regression ...
Introductory Εconometrics: EMEA Adaptation Jeffrey Wooldridge 2013
Packed with timely, relevant applications, the text incorporates close to 100
intriguing data sets, available in six formats, with appendices and questions
available online.
Introductory Εconometrics: Using Monte Carlo Simulation ... Σελίδα 374
Humberto Barreto, Frank Howland 2006 Summary This section has
demonstrated, though it does not prove, the GaussMarkov theorem for the
bivariate version of the classical Εconometric Model. The proofs for the
bivariate and multiple regression cases can be succinctly presented ...
Investment and Growth Dynamics: An Empirical Assessment ... Σελίδα 8
Issouf Samaké 2008 The vector autoregression (VAR), a popular class of
Εconometric Models for studying data dynamics, fits our attempt to
address growthinvestment dynamics. It is convenient and nicely describes
the dynamics of the data. It also indicates not ...
Is Military Advertising Effective? An Estimation ... Σελίδα xiii James N.
Dertouzos, Steven Garber 2003 We found that Εconometric literature on
the effectiveness of advertising in promoting sales of consumer products
42

provided limited guidance for our work. This is largely because the
nonproprietary data typically available to researchers for ...
J. R. Hicks: Mr. Keynes and the Classics: A Suggested Interpretation. In:
Εconometrica. 5, Nr. 2, 1937, S. 147–159 (PDF; 1,253 MB Deutsch in:
Barens/Caspari (Hrsg.) Das IS/LM-Modell. Entstehung und Wandel.
Marburg 1994.).
Journal of Εconometrics Τόμοι 107108 Σελίδα 326 2002 Goodnessoffit
tests for regression using kernel Methods. Manuscript. University of
Chicago. Atukorala, R., 1999. The case of an information criterion for
assessing asymptotic approximation in Εconometrics. Ph.D. Thesis,
Monash University.
Lectures in Εconometric Modelling: Mario Faliva, Maria Grazia Zoia
2014 ... (distribuzione) web: www.educatt.it/libri Associato all'AIE –
Associazione Italiana Editori ISBN EDIZIONE CARTACEA :
9788867801398 INDICE Preface CHAPTER 1 Formal Aspects of
Εconometric Models 1.
Les Difficultes de L'enseignement Econometrique (διδακτικαι ...... δύο
διαφόρων γνωμών, δύο κατευθύνσεων, ή δύο στρατοπέδων, άτινα
αντιμάχονται μεταξύ των, δηλαδή περί τών αρχαίων και των νέων. ...
Ημείς δεν σκοποϋμεν ώδε δια τοϋτο, δπως άναλύσωμεν το σύνολον τών
δυσχερειών της Οικονομικής διδασκαλίας. ... μία ματιά έπισκοπήσεως
τών προβλημάτων, άτινα συνθέτουν τήν εΐσα γωγήν της Οικονομετρίας
άπό παιδαγωγικής συγχρόνου οικονομική; σκοπιάς.
Limited Dependent and Qualitative Variables in Εconometrics. G. S.
Maddala 1986 This book presents the Εconometric analysis of
singleequation and simultaneousequation Models in which the jointly
dependent variables can be continuous, categorical, or truncated.
Looking Beyond the Fiscal: Do Oil Funds Bring Macreconomic ...Mr.
Ghiath Shabsigh, Nadeem Ilahi 2007 III. EMPIRICAL.
SPECIFICATION. AND. DATA. A. Εconometric. Specification. We
assess the impact of presence of an oil fund on macroeconomic volatility
through Εconometric estimation. An issue that often plagues such
estimation is that ...
Macroeconomic Forecasting: A Sociological Appraisal Σελίδα 49 Robert
Evans 2002 Conclusion This chapter has discussed the estimation of a
single equation and shown how economic theory, Εconometric tests and
43

the economist's professional judgement are interwoven in the specification


of an equation. From the very ...
Macroeconomic Policy as Implicit Industrial Policy: Its ... Σελίδα 122
John Randolph Norsworthy, Diana H. Tsai 1997 This chapter builds an
Εconometric framework to evaluate the impact of various national policies
on a specific industry. To this end, it links a macroΕconometric Model
(the Fair Model) to a detailed Model of the U.S. machine tool industry.
MacroΕconometric Models Götz Uebe, Joachim Fischer 1992 This is the
second edition, essentially a completely newly written state of the art
introduction into the field of macroΕconometric Models.
MacroΕconometric Models: The Role of Demand and Supply.
MariaCarmen Guisan 2005 THE ROLE OF DEMAND AND SUPPLY
Human Capital, Trade and Development in India, China, Japan and Other
Asian Countries, 1960–2002: Εconometric Models and Causality Tests
MariaCarmen Guisan This article emphasizes the ...
Market Response Models: Εconometric and Time Series Analysis.
Dominique M. Hanssens, Leonard J. Parsons, Randall L. Schultz 2012
Dominique M. Hanssens, Leonard J. Parsons, Randall L. Schultz.
household cleansers; by Cowling (1972) to advertising and sales of various
products; and by Albach (1979) to pricing and sales of prescription drugs.
Threestage least ...
Market Risk Analysis, Practical Financial Εconometrics Σελίδα 301
Carol Alexander 2008 II.7. Advanced. Εconometric. Models. II.7.1.
INTRODUCTION. A regression Model is a tool that is rather like a pair
of spectacles. Like spectacles, regression Models allow you to see more
clearly. Characteristics of the data that cannot be seen ...
Mathematical Statistics for Applied Εconometrics Σελίδα 14 Charles B
Moss 2014 It was highly influenced by the statistical concepts relevant to
national or social accounts and by Keynesian concepts, combined with
market analysis, which later developed into macroeconomic Εconometric
Models. There was still a basic ...
Mathematics for Εconometrics Σελίδα vii Phoebus J. Dhrymes 2013 An
important application is in estimating the parameters of the general linear
structural Εconometric Model, when the identifying restrictions are
imposed by means of Lagrange multipliers. This formulation permits a
near effortless test of the ...
44

Mathias Dewatripont, Lars Peter Hansen, Εconometric Society. World


Congress 2003 This volume contains surveys of the most important topics
in economics.
Matrix Algebra Σελίδα i Karim M. Abadir, Jan R. Magnus 2005 Matrix
Algebra is the first volume of the Εconometric Exercises series. It contains
exercises relating to course material in matrix algebra that students are
expected to know while enrolled in an (advanced) undergraduate or a
postgraduate ...
Matrix Algebra and Its Applications to Statistics and ... Σελίδα vii
Calyampudi Radhakrishna Rao, M. Bhaskara Rao 1998 The impact of
linear algebra on statistics and Εconometrics has been so substantial, in
fact, that a number of books devoted entirely to matrix algebra oriented
towards applications in these two subjects are now available. It has also
become a ...
Matrix Differential Calculus with Applications in ...Jan R. Magnus, Heinz
Neudecker 1999 This text is a selfcontained and unified treatment of
matrix differential calculus, specifically written for Εconometricians and
statisticians.
Maximum entropy Εconometrics: robust estimation with ...Amos Golan,
George G. Judge, Douglas Miller 1996 The authors compare the
generalized entropy techniques with the performance of the relevant
traditional Methods of information recovery and clearly demonstrate
theories with applications including Pure inverse problems that include
first ...
Measuring the Effects of Environmental Regulation in ... Σελίδα 6
International Institute for Environment & Development 2001
Εconometric. issues. As with demand Models of homogeneous products,
the main issue that arises in Models of differentiated products is that prices
are likely to be correlated with the error term generating biased coefficients
under OLS ...
Methods for Estimation and Inference in Modern Εconometrics Stanislav
Anatolyev, Nikolay Gospodinov 2011 Cambridge University Press: New
York. Härdle, W., and O. Linton (1994) Applied nonparametric Methods.
In: R.F. Engle and D. McFadden (eds.), Handbook of Εconometrics, Vol.
4, Elsevier: Amsterdam, Chapter 38, 2295–2339. Horowitz, J.L. ...
MicroΕconometrics: Methods of Moments and Limited ... Σελίδα 440
Myoungjae Lee 2009 The efforts took various forms: single (or multiple)
45

index Models, additive Models, semilinear Models, transformation of


response variables, etc. The Εconometric and statistical literature for
seminonparametric estimation is immense...
Misspecification Tests in Εconometrics: The Lagrange ... Σελίδα 5 L. G.
Godfrey 1991 Indeed, the most widely known general checks of the
adequacy of an Εconometric Model can all be reinterpreted in this way. It
will, therefore, be convenient to discuss tests derived without an alternative
hypothesis (see Section 1.6) after tests ...
Mit Genehmigung der Εconometric Society ist dieser klassische Artikel
auf der Website der Keynes-Gesellschaft mit einigen Kürzungen
reproduziert. Er ist in deutscher Übersetzung zu finden in: Ingo Barens &
Volker Caspari (Hrsg.): Das IS-LM-Modell. Entstehung und Wandel.
Metropolis, Marburg 1994.
Modeling Dependence in Εconometrics Σελίδα vi VanNam Huynh,
Vladik Kreinovich, Songsak Sriboonchitta 2013 The Seventh
International Conference of the Thailand Εconometric Society (TES 2014)
is held in Chiang Mai, Thailand, during January 8th–10th, 2014, and hosted
by the School of Economics, Chiang Mai University, Thailand. The aim of
this ...
Modeling Financial Time Series with SPLUS Eric Zivot, Jiahui Wang
2003
Modelling Economic Series: Readings in Εconometric Methodology.
Clive William John Granger 1991 This book helps economists with the
difficult task of constructing Εconometric Models and will be especially
useful to those taking courses in Applied Εconometrics who need to learn
how to evaluate the validity of the theories and ...
Modern Linear and Nonlinear Εconometrics Σελίδα 79 Joseph Plasmans
2006 Phillips (1987) derived this asymptotic distribution under more
general assumptions about the error terms and the initial condition.
However, as indicated by Maddala and Kim (1998, p. 3) "the Εconometric
literature on unit roots took off after the ...
Modern Εconometric Analysis: Surveys on Recent Developments. Olaf
Hübler, Joachim Frohn 2007 At least three avenues of Εconometric
Methods have been followed to analyze high frequency financial data:
Models in tick time ignoring the time dimension of sampling, duration
Models specifying the time span between transactions and, ...
46

Modern Εconometrics: An Introduction Richard L. Thomas 1997 This


text, aimed specifically at undergraduate students, will provide the basic
background in statistics and matrix algebra giving students the necessary
grounding for a proper understanding of Εconometrics.
Monetary Policy: A Theoretical and Εconometric Approach P. Artus, Y.
Barroux 1990 The purpose of this book is to make available to the public
a choice of the papers that were presented at the conference.
Money, Meat, and Inflation: Using Price Data to Understand ...Rodney
Ramcharan 2002 ΕCONOMETRIC ANALYSIS Economic theory posits
that consumer price Inflation can potentially stem from any combination
of an excess supply of money, excess demand and wage Inflation, as well
as movements in the exchange rate or ...
Mostly Harmless Εconometrics: An Empiricist's Companion. Joshua D.
Angrist, JörnSteffen Pischke 2008 The Applied Εconometric Methods
emphasized in this book are easy to use and relevant for many areas of
contemporary social science.
New directions in Εconometric practice: general to ...Wojciech Charemza,
Derek Deadman 1997 . . the authors are to be congratulated on producing
a highly readable guide to Εconometric Modelling. . . Many novices and
practitioners will find this book a useful introduction to the area of
Εconometric Modelling.
New Perspectives in Εconometric Theory Halbert White 2004 'The book
presents an excellent overview of the research areas Halbert White has
covered during this time [19801998], and it corresponds to the intention of
the editors by collecting these papers to provide access to a modern unified
...
New Tools of Economic Dynamics Σελίδα 273 Lionello F. Punzo, Martin
Puchet, Jacek Leskow 2005 The main objective of this paper is to
illustrate, using Mexican data, how the results yield by modern
Εconometric Methods are dependent upon each specific technique as well
as upon the statistical properties of the series analyzed.
New Εconometric Modelling Research. William N. Toggins 2008 Two
famous Εconometric Models are the Federal Reserve Bank Εconometric
Model and the DRIWEFA Model. This book presents new and important
research in this field.
47

New Εconometric Techniques for Macroeconomic Policy Evaluation


John B. Taylor 1984
Niels Haldrup, Mika Meitz, Pentti Saikkonen. Part III Model Selection and
Εconometric Methodology 7 SemiAutomatic Nonlinear Model Selection
Jennifer L. Castle and David Part III Model Selection and Εconometric
Methodology.
Nonlinear Methods in Εconometrics Stephen M. Goldfeld, Richard E.
Quandt 1972
Nonlinear Εconometric Modeling in Time Series: Proceedings ...William
A. Barnett 2000 Eleventh in this series of international symposia, this
volume is also part of the European Conference Series in Quantitative
Economics and Εconometrics (EC)2.
Nonparametric and Semiparametric Methods in Εconometrics ...William
A. Barnett, James Powell, George E. Tauchen 1991 Estimation. of.
monotonic. regression. Models. under. quantile. restrictions. James L.
Powell 1 Introduction Semiparametric estimation of nonlinear Models has
been the focus of much recent attention in theoretical Εconometric
research.
Nonparametric Εconometric Methods Σελίδα 335. Qi Li, Jeffrey Scott
Racine 2009 NONPARAMETRIC. AND. SEMIPARAMETRIC.
METHODS. IN. R. Jeffrey. S. Racine. ABSTRACT. The R environment
for statistical computing and graphics (R Development Core Team, 2008)
offers practitioners a rich set of statistical Methods ...
Nonparametric Εconometrics Σελίδα 160 Adrian Pagan, Aman Ullah
1999 4.1 Introduction The Εconometric Model considered in Chapter 3
was Y = m(X) + U, where Y is a dependent variable, X is a vector of
regressors, U is the disturbance, and m(x) is the regression function
(conditional mean of Y given X = x).
Nonparametric Εconometrics: Theory and Practice Qi Li, Jeffrey Scott
Racine 2011 The conventional nonparametric approach to dealing with
the presence of discrete variables is acknowledged to be unsatisfactory.
This book is tailored to the needs of Applied Εconometricians and social
scientists.
Nonstandard Spatial Statistics and Spatial Εconometrics Σελίδα vii
Daniel A. Griffith, Jean H. Paul Paelinck 2011 We began this work by
writing the joint paper entitled “An equation by any other name is still the
48

same: on spatial statistics and spatial Εconometrics,” which appears in a


very abridged form in Annals of Regional Science (2007, 41: 209–227).
On Political Economy and Εconometrics: Essays in Honour of ...Yong
Zhou 2014 MICHAL KALECKI POLAND ΕCONOMETRIC MODEL
AND HISTORICAL MATERIALISM THE ΕCONOMETRIC Model
and historical materialism constitute two different approaches to the
development of a society. The former is based on ...
Panel Data Εconometrics: Theoretical Contributions and ... Σελίδα ix
Badi Hani Baltagi 2006 Panel data Εconometrics hasevolved rapidly over
the last decade. Dynamic panel data estimation, nonlinear panel data
Methods and the phenomenal growth in nonstationary panel data
Εconometrics makes this an exciting area of research ...
Perspectives on Εconometrics and Applied Economics: A ... Σελίδα 1
Mark P. Taylor 2014 This special issue of Applied Financial Economics
is dedicated to the memory and the achievements of Professor Sir Clive ...
Having by chance found myself sharing the very slow lift (elevator in US
parlance) from the LSE foyer with a middle ...
Perspectives on Εconometrics and Applied Economics: A ...Mark P.
Taylor 2014 Granger, C. W. J. (1999) Empirical Modeling inEconomics:
Specification and Evaluation, Cambridge University Press, Cambridge.
Granger, C. W. J. and Hendry, D.F. (2005)A dialogue concerninganew
instrument for Εconometric Modeling, ...
Peter Edward Hart, Gordon Mills, John King Whitaker 1964 Economic
growth and transition: Εconometric analysis of ...
Pitfalls in Εconometric forecasting Erich W. Streissler 1970
Preface to Εconometrics: an introduction to quantitative ...Michael Joseph
Brennan 1973
Preliminary data and Εconometric forecasting: an ...Fabio Busetti, Centre
for Economic Policy Research (Great Britain) 2004
Principles of Εconometrics R. Carter Hill, William E. Griffiths, Guay C.
Lim 2007 Principles of Εconometrics clearly shows why Εconometrics
is necessary and provides you with the ability to utilize basic Εconometric
tools.
Principles of Εconometrics, 4th Edition R. Carter Hill, William E.
Griffiths, Guay C. Lim 2010 This text emphasizes motivation,
49

understanding and implementation by introducing very simple economic


Models and asking economic questions that students can answer.
Probability Theory and Statistical Inference: Εconometric ...Aris Spanos
1999 A major textbook for students taking introductory courses in
probability theory and statistical inference.
Probability, Εconometrics and Truth: The Methodology of ... Σελίδα 1
Hugo A. Keuzenkamp 2000 The Methodology of Εconometrics Hugo A.
Keuzenkamp. [S]ome other scientists are liable to say that a hypothesis is
de®nitely proved by observation, which is certainly a logical fallacy; most
statisticians appear to regard observations as a ...
Problems and issues in current Εconometric practice. Karl Brunner 1972.
Problems and Methods of Εconometrics: The Poincaré ... Σελίδα 49
Ragnar Frisch, Olav Bjerkholt, Ariane DupontKieffer 2009 4. Examples.
of. dynamic. Εconometric. theories. Oscillations. in. closed. systems. The.
theory. of. crises. Today I will discuss some examples of the application of
dynamic analyses. I will, in particular, consider closed systems displaying
free ...
Putting Εconometrics in Its Place: A New Direction in ... Σελίδα 45 G.
M. P. Swann 2006 I said at the end of the last chapter that I did not intend
to delve deeper into the various critiques of Εconometrics, except to see
what other techniques we need to use to fill the gaps referred to by the
critics. There is one exception, however.
Quantile Regression Roger Koenker 2005 A comprehensive treatment of
the subject, encompassing Models that are linear and nonlinear, parametric
and nonparametric.
Quantitative Business Analysis: Mathematical and ...2013
Quiet Pioneering: Robert M. Stern and His International ... Σελίδα 37
Robert Mitchell Stern, Keith Eugene Maskus 1997 An Εconometric
assessment of the validity of politicaleconomic theories of protection
involves the examination of the size and sign of coefficients on a list of
variables that represent each theory. The link from the theory to the
selection of ...
Rational Expectations and Εconometric Practice Τόμος 2 Σελίδα 328
Robert E. Lucas, Thomas J. Sargent 1981 Klein, L. R., and Goldberger,
A. S. An Εconometric Model qf the United States, 19291953. Amsterdam:
50

NorthHolland, 1955. Koopmans, T. C., and Hood, W. C. “The Estimation


of Simultaneous Linear Economic Relationships.” In Studies in ...
Rational Expectations and Εconometric Practice de Robert
...Encyclopaedia Universalis 2015 SARGENT. JOHN. SINGER.
(18561925). Type même du peintre américain cosmopolite, Sargent est né
à Florence et mort à Londres, et sa carrière se déroula presque tout entière
en Europe. Il fut à Paris l'élève de Carolus Duran, dont il apprit ...
Rational Εconometric Man: Transforming Structural Εconometrics.
Edward J. Nell, Karim Errouaki 2013 It will be suggested here that it is
not too farfetched to see Hollis and Nell's (1975) Rational Economic Man
as a scientific foundation for reconstructing structural Εconometrics, one
might say, for 'Rational Εconometric Man'. To make this case, ...
RATS handbook for Εconometric time series Walter Enders 1996 Table
of contents Introduction to RATS; Stationary TimeSeries; Modeling
Volatility; Tests for Trends and Unit Roots; Vector Autoregression
Analysis; Cointegration and Error Correction; Statistical Tables;
References and Additional ...
Readings in Εconometric Theory and Practice: A Volume in ... Σελίδα
vii. W.E. Griffiths, H. Lütkepohl, M.E. Bock 2014 PREFACE The
purpose of this book is to honor George Judge and his many, varied and
outstanding contributions to Εconometrics, statistics, mathematical
programming and spatial equilibrium Modeling. George Judge was born
on May 2, ...
Readings in Εconometric theory John Malcolm Dowling, Fred R. Glahe
1970
Recent Developments in Εconometric Methods: An Application
...Christopher S. Adam 1992
Recovering Preferences for Public Goods from a Dualmarket ...2006
Finally, the process yields a consistent Εconometric framework that
provides estimates of the demand for location specific public goods. This
chapter describes the theoretical, empirical, and Εconometric Models of
location choice that allow an ...
Regional Εconometric Modeling Σελίδα 37 M. Ray Perryman, James R.
Schmidt 2012 The impact of the regional Εconometric Model on the
policy formation decision process. In F. G. Adams and N. J. Glickman
51

(Eds), Modeling the Multiregional Economic System. Lexington, MA:


Heath (Lexington Books). Burton, R. P., and ...
Research Opportunities at the Census Bureau: The ... Σελίδα 5 1996 I
Development and application of appropriate economic and Εconometric
frameworks for analyzing detailed Census Bureau data for businesses and
other economic entities. I Analysis of changes in Federal, State, and local
fiscal responsibility ...
Rethinking Economics: From Analogies to the Real World Σελίδα v Stuart
Birks 2014 My initial economics training at Essex University and the
London School of Economics over 40 years ago focused on mathematical
economics and Εconometrics. This was unusual for the time, it being a
time when there was more emphasis on ...
Risk Measurement, Εconometrics and Neural Networks: ...Georg Bol,
Gholamreza Nakhaeizadeh, KarlHeinz Vollmer 1998
Selected Papers of Lawrence R Klein: Theoretical ... Σελίδα 135 Kanta
Marwah 1997 A secondary reason why Εconometric technique can never
test critically a received theory (in this view) is that most (or even all)
theories are underidentified or at least ambiguous. Accordingly, for
Εconometric testing, supplementary ...
Selected readings in Εconometrics from Εconometrica John W. Hooper,
Marc Nerlove 1970 A collection of twentytwo articles that have had and
continue to have a considerable impact on the development of
Εconometrics.
Simulationbased Inference in Εconometrics: Methods and ...Roberto
Mariano, Til Schuermann, Melvyn J. Weeks 2000 The common
denominator in simulationbased inference (SBI) is the use of simulations
for inference when dealing with Εconometric Models which contain
expectations that are intractable numerically and analytically. Here, we
take inference ...
Simulationbased Εconometric Methods Christian Gouriéroux, Alain
Monfort 1997 This book introduces a new generation of statistical
Εconometrics.
Simultaneous inference in Εconometric Models Walter Katzenbeisser
1981
Sng Hui Ying 2010 By augmenting the mathematical and Εconometrical
sophistication of the hypothesis, this book extends the SCurve hypothesis
52

to provide further insights into economic growth and transition,


technological diffusion and technological ...
Solutions Manual and Supplementary Materials for ...Jeffrey M.
Wooldridge 2003 Solutions manual for a widely used graduate
Εconometrics text.
Solutions Manual for Εconometrics. Badi H. Baltagi 1998 This Solutions
Manual is to accompany the Springer textbook "Εconometrics" by Badi
H. Baltagi.
Some Recent Developments in Εconometrics: Lessons for ...David Evan
A. Giles 1989
Spatial and Spatiotemporal Εconometrics James P. LeSage, R. Kelley
Pace 2004 This volume focuses on Εconometric Models that confront
estimation and inference issues occurring when sample data exhibit spatial
or spatiotemporal dependence.
Spatial Εconometric Analysis of Property Valuesthe ... Σελίδα 32 2008 to
be an engine or a propulsive industry, this does not mean sports is not
important to the life and vitality of a city and its economy. Even Baade,
who consistently found little evidence of positive impacts of sports, also
admitted in his rejoinder to ...
Spatial Εconometrics using Microdata Σελίδα 94 Jean Dubé, Dià ̈go
Legros 2014 can be various: imprecision of the estimated variances, which
invalidate significance tests1 and introduction of a bias on the estimated
coefficients [LEG 02]. It is here that the spatial Εconometric Models are
used to correct for such problems.
Spatial Εconometrics: From CrossSectional Data to Spatial ...J Paul
Elhorst 2013 Five panel data Models commonly used in Applied research
are considered: the fixed effects Model, the random effects Model, the
fixed coefficients Model, the random coefficients Model, and the
multilevel Model. Today a (spatial) Εconometric ...
Spatial Εconometrics: Methods and Models L. Anselin 1988 These
characteristics may cause standard Εconometric techniques to become
inappropriate. In this book, I combine several recent research results to
construct a comprehensive approach to the incorporation of spatial effects
in Εconometrics.
Spatial Εconometrics: Statistical Foundations and ... Σελίδα 135
Giuseppe Arbia 2006 This will enable us to see the spatial Εconometric
53

techniques at work and discuss, albeit briefly, some of the problems of


interpretation that may arise in this context. Such is the aim of the present
chapter. It must be noted at the outset that the ...
Specifying and Diagnostically Testing Εconometric Models Houston H.
Stokes 1997 Illustrates a wide variety of complex Εconometric
techniques for Applied Εconometrics researchers in economics, finance,
health economics, and energy and labor economics.
Spillovers to Emerging Equity Markets: An Εconometric ...Tao Sun, L.
Effie Psalida 2009 analysis, contribution analysis, VAR and impulse
response—to investigate spillovers in a comprehensive Εconometric
framework. In particular, the cointegrated panel specification framework
provides us with a broader and flexible approach, ...
Statistical Analysis of Management Data Σελίδα 123 Hubert GATIGNON
2010 This chapter cannot constitute the depth which goes into a
specialized Εconometric book. It is however designed to provide the
elements of Εconometric theory essential for a researcher to develop and
evaluate regression Models. Multiple ...
Statistical and Εconometric Methods for Transportation ...Simon P.
Washington, Matthew G. Karlaftis, Fred L. Mannering 2010 Along with
an entirely new section on other statistical Methods, this edition offers a
wealth of new material.
Statistical Foundations for Εconometric Techniques Asad Zaman 1996
Taking strong positions for and against standard Εconometric techniques,
the book endorses a single best technique whenever possible. In many
cases, the recommended optimal technique differs substantially from
current practice.
Statistical Foundations of Εconometric Modelling. Aris Spanos 1986
This book provides an introduction to Εconometrics through a thorough
grounding in probability theory and statistical inference.
Statistical Inference, Εconometric Analysis and Matrix ... Σελίδα 103
Bernhard Schipp, Walter Krämer 2008 Applications range from survival
analysis over extreme value theory to Εconometrics. In recent years,
copulas have attracted increased attention in financial statistics, in
particular regarding Modelling issues for highdimensional problems
like ...
54

Statistics, Εconometrics and Forecasting Σελίδα 91 Arnold Zellner 2004


Arnold Zellner. Individuals," which includes "all pensions and the net
value of consumer durables, as well as certain capital gains that Commerce
leaves out. In 1987, calculating from these figures (reported in the Council
of Economic Advisers' ...
Stochastic Dynamic Properties of Linear Εconometric Models J. Wolters
2012 The influences of stochastic elements on the dynamic properties of
Εconometric Models are treated in a systematic manner in contrast to
many other applications of Εconometric Models for policy questions. The
original hypothesis is enlarged ...
Structural Sensitivity in Εconometric Models Edwin Kuh, John W. Neese,
Peter Hollinger 1985 The book augments the standard black box approach
to analyzing economic Model structure with more powerful concepts.
Structural Εconometric Models Σελίδα ix. Eugene Choo 2013 This
volume of Advances in Εconometrics series focuses on recent
developments in the use of structural Εconometric Models in empirical
economics. Structural Εconometric Models has recently gained popularity
in a diverse set of fields in ...
Student Solutions Manual for Use with Basic Εconometrics Τόμος 2
Damodar N. Gujarati 2003 The Nature of Regression Analysis
TwoVariable Regression Analysis: Some Basic Ideas TwoVariable
Regression Model: The Problem of Estimation The Normality
Assumption: Classical Normal Linear Regression Model (CNLRM)
TwoVariable ...
Student Solutions Manual to Accompany Gujarati, Basic ...William C.
Beck, Damodar N. Gujarati 1996 Because of the way the book is
organized, it may be used at a variety of levels of rigor. For example, if
matrix algebra is used, theoretical exercises may be omitted. A CD of data
sets is provided with the text.
Student Solutions Manual, Introductory Εconometrics ...Jeffrey M.
Wooldridge 2003
Studies in Εconometric Theory: The Collected Essays of ...Takeshi
Amemiya 1994 This volume brings together 34 of his key articles and
papers on areas such as limited dependent variables, nonlinear
simultaneous equations Models, time series analysis and error components
Models.
55

Studies in Εconometrics, Time Series, and Multivariate ... Σελίδα xiii


Samuel Karlin, Takeshi Amemiya, Leo A. Goodman 2014 In
commemoration of Ted Anderson's 65th birthday, his many friends,
students, and scientific associates offer him their affection, esteem, and
best wishes for everlasting good health and for continued discoveries of
statistical and Εconometric ...
Study Guide for Introductory Εconometrics for Finance Cram101
Textbook Reviews 2014 Introduction CHAPTEROUTLINE:
KEYTERMS,PEOPLE, PLACES, CONCEPTS • Εconometric Model •
CUSUM • Market microstructure • Test market • Autoregressive
conditional duration • Time series • Arbitrage • Credit rating • Statistic •
Data ...
Surveys in Εconometrics Les Oxley 1995 This work comprises ten
surveys on Εconometrics taken from the "Journal of Economic Surveys".
Table 5–3 Summarizes several of the main features of both the
Εconometric and the social utility frameworks. Although the table has
been arranged to facilitate comparison of these two stereotyped
approaches, it should be recognized that in ...
Terence C. Mills, Raphael N. Markellos. standard error, maximum
likelihood estimation is possible and estimates will be asymptotically
normal. Jondeau and Rockinger propose constrained optimisation via a
sequential quadratic programming ...
The Advanced Εconometrics of Tourism Demand Σελίδα xi Haiyan Song,
Stephen F. Witt, Gang Li 2008 An earlier version of this book entitled
Tourism Demand Modelling and Forecasting: Modern Εconometric
Approaches was published by Pergamon in 2000. This has been well
received by researchers, students and practitioners, as it has ...
The American economic review Τόμος 65,Τεύχη 4-5 Σελίδα 1053. 1975
Benjamin Wurzburger, Ph.D. Massachusetts Institute of Technology
1974. Long-run properties of the MIT-PENN-SSRC Εconometric model.
... Studies in money, the national debt, and economic growth. ... An
aggregate model of monetary behavior in Greece: A frame for a non-linear
ratio form money supply hypothesis.
The BEA quarterly Εconometric Model Albert A. Hirsch, Maurice
Liebenberg, George R. Green 1973
56

The Cointegrated VAR Model: Methodology and Applications Katarina


Juselius 2006 This valuable text provides a comprehensive introduction
to VAR Modelling and how it can be Applied.
The Cost of Compliance with Product Standards for Firms in ...Keith
Eugene Maskus, Tsunehiro Otsuki, John S. Wilson 2005 An Εconometric
Study Keith Eugene Maskus, Tsunehiro Otsuki, John S. Wilson. when the
initial setup cost for compliance with foreign standards is increased by 1
percent. In this case 0.060 percent additional labor and 0.056 percent ...
The dynamics of cooperate credit risk. An intensitybased ... Σελίδα 19.
2008 Chapter. 1. The. Εconometrics. of. Irregularly. Spaced. Data: A.
Survey. 1.1 Summary This chapter provides an introduction to the problem
of Modeling irregularly spaced longitudinal data. Although Point Process
theory was developed in the ...
The economics of slavery and other studies in Εconometric ...Alfred H.
Conrad 1964 Alfred H. Conrad. 5 An InputOutput Approach to Evaluating
British Industrial Production in the Late Nineteenth Century I. Introduction
The rate of growth of British industrial production clearly slowed down in
the last quarter of the nineteenth ...
The Foreign Exchange Market: Theory and Εconometric Evidence
Richard T. Baillie, Patrick C. McMahon 1990 Theory and Εconometric
Evidence Richard T. Baillie, Patrick C. McMahon. which will be the sum
of / 1 independent MA processes of order respectively. Under the
definition given by (7.2.6), news, + , will still have a MA(/ 1) and ...
The Formation of Εconometrics : A Historical Perspective: ... Σελίδα 121
Qin Duo 1993 However, the formative period of Εconometrics saw only
slow progress in transforming this general and pragmatic desire into an
operational and formal procedure, in sharp contrast to developments in
estimation and identification the~ cries.
The Foundations of Εconometric Analysis. David F. Hendry, Mary S.
Morgan 1997 A 1995 collection of the classic papers of the pioneer
Εconometricians which form the foundations of Εconometric thought.
The History of Εconometric Ideas. Mary S. Morgan 1992 This book
illustrates how economists first learnt to harness statistical Methods to
measure and test the 'laws' of economics.
The Impact of Tourism on Income Inequality: An Εconometric ...2011
57

The Impact of Tourism on Income inequality: An Εconometric


Assessment 2011.
The Implementation and Constructive Use of ... Σελίδα 318 L. G. Godfrey
1992 ... White (1982, page l1).2 This conjecture A large part of the
material in this chapter is drawn from Orme (1990a), an earlier version of
which was presented at the European Meeting of the Εconometric Society,
Copenhagen, August 1987.
The Methodology and Practice of Εconometrics: A ... Σελίδα 343
Jennifer Castle, Neil Shephard 2009 In analysing these and similar issues,
Εconometric Models are frequently used, and if they are to provide
relevant, reliable, and robust information, empirical Models must be
subjected to rigorous evaluation (Bontemps and Mizon, 2003).
The Methodology of Εconometrics Τόμος 2 Dale J. Poirier 1994 These
two volumes draw together 64 previously published studies in economics
and statistics. The volumes are divided into 12 sections covering
controversial topics ranging from the earliest days of Εconometrics to the
present.
The Oxford Handbook of Applied Nonparametric and ... Σελίδα vii
Jeffrey Racine, Liangjun Su, Aman Ullah 2014 Since the birth of
Εconometrics almost eight decades ago, theoretical and Applied
Εconometrics and Statistics has, for the most part, proceeded along
'Classical lines which typically invokes the use of rigid userspecified
parametric Models, ...
The Oxford Handbook of Bayesian Εconometrics Σελίδα 1 John
Geweke, Gary Koop, Herman van Dijk 2011 This expansion has occurred
not only in Εconometric theory, but also in empirical work. Many Applied
fields have seen a large increase in the use of Bayesian Εconometric
Methods. Researchers interested in learning the basics of Bayesian ...
The Practice of Εconometric Theory: An Examination of the ...Charles G.
Renfro 2009 These were then the two organized centers of Applied and
theoretical Εconometric research and the aspects of their published
findings that deserve some modern attention are not only the ways in which
the particular promulgated techniques ...
The practice of Εconometrics: classic and contemporary : ...Ernst R.
Berndt 1991
58

The Refinement of Εconometric Estimation and Test ... Σελίδα 205. Garry
D. A. Phillips, Elias Tzavalis 2007 8. NonParametric.
SpecificationTesting. of. NonNested. Εconometric. Models. Qi. Li.
andThanasis. Stengos∗. 1 Introduction This chapter proposes a testing
procedure for discriminating between alternative sets of regressors in a ...
The Singapore Economy: An Εconometric Perspective Tilak Abeysinghe,
Keen Meng Choy 2002 This book is a unique introduction to the
Singapore economy and would be of interest to Εconometric Modellers
and policy makers in Singapore as well as advanced undergraduates and
graduate researchers interested in Modelling small open ...
The Structural Εconometric Time Series Analysis Approach. Arnold
Zellner, Franz C. Palm 2004 This volume will prove invaluable to
professionals, academics and students alike. This is the first published
exposition of current Εconometric Methods for the study of duration data.
This book presents statistical Methods for analysis of the duration of
events.
The Theory and practice of Εconometrics George G. Judge 1980 This
broadly based graduatelevel textbook covers the major Models and
statistical tools currently used in the practice of Εconometrics.
The Working of Εconometric Models Σελίδα 73. M. Morishima 1972 i .
Introduction. A 'multiplier' measures the marginal effect of a unit increase
of government expenditure upon one of various measures of national
income, such as national income at factor cost, national income at market
prices, and disposable ...
The Working of Εconometric Models Σελίδα 76 M. Morishima1972
Keynes completely ignored interindustrial phenomena and treated
consumption as a generator of the income ... workers and capitalistsunless
we know the proportion of wages to profits, which depends on the
industrial Distribution of outputs.
The Years of High Εconometrics: A Short History of the ... Σελίδα xiii
Francisco Louçã 2007 Taken in 1968 1.2 Irving Fisher, the first president
of the Εconometric Society 2.1 Second Εconometric Conference in
Europe (Paris, 1–4 October 1932) 2.2 Homage of the Εconometric Society
to Walras, by the centenary of his birth 3.1 Jerzy ...
The Εconometric Analysis of NonUniqueness in Rational ... Σελίδα 199.
L. Broze, A. Szafarz 2014 This Chapter emphasizes the links existing
between consistency of the estimation procedures and the identification
59

concepts introduced in the previous chapter. The first Section is concerned


with the Lucas critique about the 'Εconometric ...
The Εconometric Analysis of Seasonal Time Series. Eric Ghysels, Denise
R. Osborn 2001 The treatment offers a thorough review of developments
in Εconometric analysis of seasonal time series.
The Εconometric Analysis of Time Series Andrew C. Harvey 1990 The
Εconometric Analysis of Time Series focuses on the statistical aspects of
model building, with an emphasis on providing an understanding of the
main ideas and concepts in Εconometrics rather than presenting a series
of rigorous proofs.
The Εconometric Analysis of Time Series. Andrew C. Harvey 1990 The
Εconometric Analysis of Time Series focuses on the statistical aspects of
Model building, with an emphasis on providing an understanding of the
main ideas and concepts in Εconometrics rather than presenting a series
of rigorous proofs.
The Εconometric Analysis of Transition Data. Tony Lancaster 1992
The Εconometric Approach to Development Planning: October ...1965
The Εconometric Modelling of Financial Time Series Σελίδα 204.
Terence C. Mills, Raphael N. Markellos 2008
The Εconometrics of Demand Systems: With Applications to ... Σελίδα 3
David L. Edgerton, Bengt Assarsson, Anders Hummelmose 1996 The
formalised theory of consumer demand has led the way towards
Εconometric applications, and it is such applications that form the main
theme of the present study. We are hereby pursuing a tradition which, from
a Nordic perspective, has ...
The Εconometrics of Disequilibrium Models Σελίδα 2 Vijay Kumar Lal
Srivastava, B. Bhaskara Rao 1990 However, the theoretical and empirical
potential of the disequilibrium Methods of analysis are yet to be fully
explored. Actually, a major difficulty in utilizing this approach in Applied
economic work is that the Εconometrics of the disequilibrium ...
The Εconometrics of Financial Markets John Y. Campbell, Andrew W.
Lo, A. Craig MacKinlay 2012 This exciting new text contains a unique
and accessible combination of theory and practice, bringing stateoftheart
statistical techniques to the forefront of financial applications.
60

The Εconometrics of Individual Risk: Credit, Insurance, ... Σελίδα xi


Christian Gourieroux, Joann Jasiak 2011 This book is an introduction to
the analysis of individual risks as a newly emerging field of Εconometrics.
We believe that there is a sufficient body of literature and a critical mass
of outstanding contributions to explore this field. The aim of this ...
The Εconometrics of macroeconomic Modelling Gunnar Bårdsen 2005
This work describes how the discipline has adapted to changing demands
by adopting new insights from economic theory and by taking advantage
of the Methodological and conceptual advances within time series
Εconometrics.
The Εconometrics of Panel Data: Fundamentals and Recent ...Lászlo
Mátyás, Patrick Sevestre 2008 This was documented, in part, in our
Handbook of Labor Economics chapter (Abowd and Kramarz, 1999a).1
Various new Εconometric Methods have been developed to address the
problems raised by integrating longitudinal employer and ...
The Εconometrics of Sequential Trade Models: Theory and ... Σελίδα 61
Stefan Kokot 2012 Εconometric. Analysis. of. Sequential. Trade. Models
4.1 The EKOP Model and Finite Mixture Models 4.1.1 Motivation In this
Chapter we will motivate the derivation of the sample log likelihood for
several generalizations of the Model ...
The Εconometrics of Sport: Σελίδα 169 Pl¾cido Rodrguez, Stefan
K‰senne, Jaume Garca 2013 10. Estimating. economic. impact. using.
ex. post. Εconometric. analysis: cautionary. tales. Robert Baumann and
Victor A. Matheson iNTroDUCTioN Since the seminal work of Baade and
Dye (1988) over twenty years ago, the analysis of the ...
Theory of Εconometrics A. Koutsoyiannis 2001
Theory, Measurement and Policy: Evolving Themes in ... Σελίδα 41 V.
Pandit, K. R. Shanmugam 2008 Some Explorations in Εconometrics C.R.
RAO Early Applications of Εconometric Methods The first application of
Εconometric Methods in India was in connection with the draft plan frame
for the Second Five Year Plan. Some of the pioneering ...
This book comprises the articles of the 6th Εconometric Workshop in
Karlsruhe, Germany.
Thomas John "Tom" Sargent (born July 19, 1943) is an American
economist, specializing in the fields of macroeconomics, monetary
economics and time series Econometrics. He is currently a Professor of
61

Economics at Seoul National University. As of 2011, he ranks seventeenth


among the most cited economists in the world. He was awarded the
Nobel Prize in Economics in 2011 together with Christopher A. Sims "for
their empirical research on cause and effect in the macroeconomy".
Three Essays on Εconometrics Σελίδα 34 2007 approach is convenient
but may cause some Εconometric problems like functional
misspecification and variable misselection. Recently, with the
development of GIS (Geography Information System), the exact location
of residential houses ...
Time Series and Panel Data Εconometrics M. Hashem Pesaran 2015 This
book is concerned with recent developments in time series and panel data
techniques for the analysis of macroeconomic and financial data.
Time Series Based Εconometrics : Unit Roots and ...Michio Hatanaka
1996 In this book, Professor Hatanaka surveys the field, examines those
portions that are useful for macroeconomics, and responds to the criticism.
Tobin, J. Εconometrica, Vol. 33, (1965), pp. 671–84 "Money and
Economic Growth".
Topics In Advanced Εconometrics: Volume II Linear and ... Σελίδα vii
Phoebus J. Dhrymes 1994 It basically traces the evolution of
Εconometrics beyond the general linear Model (GLM). beginning with the
general linear structural Εconometric Model (GLSEM) and ending with
the generalized Method of moments (GMM). Thus, it covers the ...
Topics in time series Εconometrics: Maria Grazia Zoia 2014
Theorydriven Model building Wedisposeof an informative
economictheory wecan relyon andwecanuse to buildan Εconometric
Model. With referenceto the primary form of a dynamic Model Errore.
Nonsipossono creare oggettidalla modifica di ...
Transportation Systems Planning: Methods and Applications Σελίδα 81
Konstadinos G. Goulias 2002 Regression Methods and Models are also
the techniques dominating Εconometrics — the art and science of
analyzing economic data, which, when considering the leading textbooks
on the subject, is nothing but the study of regression ...
TSP Handbook to Accompany Εconometric Models and Economic ...
Robert S. Pindyck, Daniel L. Rubinfeld 1998
62

Uncertainty Analysis in Εconometrics with Applications Σελίδα v


VanNam Huynh, Vladik Kreinovich, Songsak Sriboonchitta 2012 This
volume contains papers presented at TES 2013 – The Sixth International
Conference of the Thailand Εconometric Society, which is held in Chiang
Mai, Thailand, during January 10th–11th, 2013, and hosted by the School
of Economics, ...
Undergraduate Εconometrics Τόμος 1 R. Carter Hill, William E.
Griffiths, George G. Judge 2001 This text on Εconometrics is designed
specifically for undergraduates it is shorter and more focused on selective
topics, important results are demonstrated in a simple manner, and algebra
and proofs are presented so that instructors can ...
University Research and Regional Innovation: A Spatial ... Σελίδα 10
Attila Varga 1998 A Spatial Εconometric Analysis of Academic
Technology Transfers Attila Varga ... 128 area's economic strength was
supported by the exceptional technological activity of the Massachusetts
Institute of Technology (MIT) [Malecki (1986) p. 52].
Using Cointegration Analysis in Εconometric Modelling Richard I. D.
Harris 1995 Without some form of testing for cointegration, nonstationary
variables can lead to spurious regressions; this book introduces the student
and practitioner to (co)integration testing and techniques at a very
moderate technical level.
Using EViews for Principles of Εconometrics William E. Griffiths, R.
Carter Hill, Guay C. Lim 2011 This book is a supplement to Principles of
Εconometrics, 4th Edition by R. Carter Hill, William E. Griffiths and
Guay C. Lim (Wiley, 2011).
Valuing Environmental and Natural Resources: The ...Timothy C. Haab,
Kenneth E. McConnell 2002 In this book, the authors provide a guide to
the statistical and Εconometric practices that economists employ in
estimating nonmarket values.
Working for Policy Σελίδα 91 Hal K. Colebatch, Robert Hoppe, Mirko
Noordegraaf 2010 5. Policy. Workers. Tinkering. with. Uncertainty:
Dutch. Εconometric. Policy. Advice. in. Action. Annick de Vries, Willem
Halffman and Rob Hoppe Experts and civil servants at work, together
Every year, on the third Tuesday of September, the ...
Working with Microfit 4.0: Interactive Εconometric Analysis M. Hashem
Pesaran, Bahram Pesaran 1997 The accompanying manual, Working with
Microfit 4 contains detailed reviews of the underlying Εconometric and
63

computing Methods, 76 tutorial lessons using more than 25 different data


sets, and original time series data used by CobbDouglas, ...
Γκιλής Οδ. Η ελληνική γλώσσα. Σχετικά βλέπε και : Λεξικό,
αγγλοελληνικό & Ελληνοαγγλικό, εμπορικών-τραπεζικών όρων.
Χρυσοβιτσιώτη-Σταυρακόπουλου, Εκδ. Παπαζήση αθήνα 1966-
1995.(Αντισθένης-αρχή παιδείας η των ονομάτων επίσκεψις).Π.χ. στίς
σελίδες 261-263, αναγράφει απο , Εconometric model μέχρι economy of
scarcity…66 λέξεις με βάση το economic. Στίς σελίδες 606 μέχρι 607
γράφει απο police state μέχρι political union 24 λέξεις.
Εconometric Advances in Spatial Modelling and Methodology: ...Daniel
A. Griffith, C. Amrhein, JeanMarie Huriót 1998 S. Karlin, 1 1th R. A.
Fisher Memorial Lecture, Royal Society, 20 April 1983 We are proud to
offer this volume in honour of the remarkable career of the Father of Spatial
Εconometrics, Professor Jean Paelinck, presently of the Tinbergen ...
Εconometric analysis 1954 A farm level Εconometric Model of the U.S.
apple industry: ... Ronald Roy Piggott 1974
Εconometric analysis and railway costing William G. Waters, A. D.
Woodland, University of British Columbia. Centre for Transportation
Studies 1984
Εconometric Analysis by Control Methods Gregory C. Chow 1981
Εconometric Analysis in Poverty Research: With Case ... Σελίδα 5
Johannes Gräb 2009 With Case Studies from Developing Countries
Johannes Gräb. of axioms each poverty measure should satisfy: focussed,
continuous, monotonic and distribution sensitive.4 The various proposed
measures impose implicitly the need for the ...
Εconometric Analysis of Carbon Markets: The European Union ...Julien
Chevallier 2011 Chapter. 1. Introduction. to. Emissions. Trading. Abstract
This chapter constitutes an introduction to emissions trading. First, we
detail the latest developments in the field of international climate
negotiations. Second, we introduce the main ...
Εconometric Analysis of Count Data Σελίδα 53. Rainer Winkelmann
2013 Εconometric Modeling – Basic Issues 3.1 Introduction Εconometric
Models provide the Applied researcher with suitable instruments (tools)
for confronting economic theories (their predictions or implications) with
data, quantifying relations ...
64

Εconometric Analysis of Cross Section and Panel Data. Jeffrey M.


Wooldridge 2002 A comprehensive stateoftheart text on
microΕconometric Methods.
Εconometric Analysis of Discrete Choice: With Applications ...Axel
BörschSupan 2012 Εconometrics 47 (1978). Hay, J. "An Analysis of
Occupational Choice and Income," Ph.D. Dissertation, Department of
Economics, Yale University (1979). Heckman, J. "The Common Structure
of Statistical Models of Truncation, Sample ...
Εconometric Analysis of Discrete Reforms Τεύχη 20012156 Σελίδα 3.
Alexei Kireyev 2001 This question has been addressed traditionally by
constructing Εconometric Models aimed at capturing the shifts in the
macroeconomic parameters of interest in response to an impulse dummy
variable representing the reform added to the ...
Εconometric Analysis of Financial and Economic Time Series. Dek
Terrell, Thomas B. Fomby 2006 At this interesting Advances in
Εconometrics conference hosted by LSU, we've seen lots of new ideas,
and in our careers we have all had many good ideas. I would like to explore
where they come from and what they look like...
Εconometric Analysis of Health Data Σελίδα 1. Andrew M. Jones, Owen
O'Donnell 2002 Introduction ANDREW M.JONES AND OWEN
O'DONNELL2 University of York, UK and *University of Macedonia,
Greece Εconometric Analysis of Health Data. Edited by Andrew M. Jones
and Owen O'Donnell Section I Latent Variables and ...
Εconometric Analysis of Model Selection and Model Testing Σελίδα 67.
M. Ishaq Bhatti, Hatem AlShanfari, M. Zakir Hossain 2006 4.1
Introduction Much of the literature in Εconometrics is mainly concerned
with the problems of estimation and inference from a sample of data. The
properties of estimation techniques, and the quality of inferences, are
heavily dependent on ...
Εconometric Analysis of Panel Data. Badi Baltagi 2008 " Professor Peter
Schmidt "In this new edition Baltagi covers many of he recent
developments in the literature on Εconometric analysis of panel data
Models. it is aimed at graduate students but many of its introductory
chapters cold also ...
Εconometric Analysis of Regional Systems: Explorations in ... Σελίδα x.
Norman J. Glickman, Edwin S. Mills 2014 Εconometric Models (such as
those constructed earlier by Tinbergen, Klein, and others) have been
65

effectively employed to forecast national growth trends and to analyze


structural problems in the U.S. and other economies. But it is only in the ...
Εconometric Analysis of the Real Estate Market and Investment. Peijie
Wang 2003 This book is on the economic and Εconometric analysis of
real estate investment and real estate market behaviour in the UK. Issues
of fluctuations in real estate and its dynamics are addressed and examined,
to reveal the mechanisms ...
Εconometric Analysis: William H. Greene 2008 .This edition introduces
students to the broad field of Applied Εconometrics including basic
techniques in regression analysis. It provides an effective bridge to both
onthejob problems and to the professional literature.
Εconometric Applications in India. K. L. Krishna 1997 This volume, the
first of its kind in India, uses Εconometric applications to analyse issues
in various sectors of the economy, including agriculture, Indian industry,
the financial sector and foreign trade.
Εconometric Applications of Maximum Likelihood Methods. J. S.
Cramer 1989 This book is a selfcontained introduction to this field. It
consists of three parts.
Εconometric Business Cycle Research Σελίδα 17 Jan Jacobs 1998
Recently, the London School of Economics (LSE) methodology has
been put forward as a panacea to all problems in dynamic Εconometric
modelling, of which EBCR is a subset.2 The list of contributions is long,
see the recent textbook of ...
Εconometric Business Cycle Research. Jan Jacobs 1998 The main
conclusion of the book is that simultaneous equation Models are the best
vehicle for EBCR, if all its goals are to be attained simultaneously.
Εconometric Contributions to Public Policy: Proceedings of ...Richard
Stone, William A. Peterson 1979
Εconometric decision Models: new Methods of Modeling and ...Josef
Gruber, Fernuniversität Hagen 1991
Εconometric dimensions of energy demand and supply A. Bradley Askin,
John Kraft 1976
Εconometric Evaluation of Labour Market Policies Σελίδα v. Michael
Lechner, Friedhelm Pfeiffer 2001 Parallel to the renewed interest in
empirical evaluation studies, researcher have developed improved
66

Εconometric Methods that will probably influence future empirical work


in various other fields of economics as well. This volume contains a ...
Εconometric Evaluation of SocioEconomic Programs: Theory ...Giovanni
Cerulli 2015 This book provides advanced theoretical and Applied tools
for the implementation of modern microΕconometric techniques in
evidencebased program evaluation for the social sciences.
Εconometric Forecasting and Highfrequency Data Analysis Σελίδα 103
Roberto S. Mariano, Yiu Kuen Tse 2008 Roberto S. Mariano, Yiu Kuen
Tse. the purpose is to forecast two years ahead, and one has monthly data,
one can choose to use a Model for the annual data or for the monthly data.
There are less annual data than monthly data, so one has ...
Εconometric Foundations Pack with CD ROM. Ron C. Mittelhammer,
George G. Judge, Douglas J. Miller 2000 The text provides a complete
working knowledge of a rich set of estimation and inference tools for
mastery of such data, including traditional likelihood based and
nontraditional nonlikelihood based procedures, that can be used in ...
Εconometric History Deirdre N. McCloskey 1987
Εconometric inference using simulation techniques Herman K. van Dijk,
Alain Monfort, Bryan W. Brown 1995 This essential work covers the three
main areas of Εconometric inference where the use of simulation
Methods has been successfulBayesian inference, classical inference, the
solution and stochastic simulation of dynamic Εconometric Models, ...
Εconometric Methods and Their Applications in Finance, ... Σελίδα 209
Kaddour Hadri, William Mikhail 2014 It is therefore essential to consider
why such a high proportion of the observations draw together at these two
points, and then to incorporate the likely explanations into the
Εconometric Modeling strategy. The most likely reason for the ...
Εconometric Methods for Analyzing Economic Development Schaeffer,
Peter V. 2013 These Models extend from a simple economic base through
to inputoutput and Εconometric Models and computable general
equilibrium Models. All such Models have strengths and weaknesses.
Dimensions of which impact assessment ...
Εconometric Methods for fractional response variables with ...Leslie E.
Papke, Jeffrey M. Wooldridge, National Bureau of Economic Research
1993 Compared with logodds type procedures, there is no difficulty in
recovering the regression function for the fractional variable, and there is
67

no need to use ad hoc transformations to handle data at the extreme values


of zero and one.
Εconometric Methods for Labour Economics Σελίδα 1. Stephen Bazen
2011 As in other areas of economics, there are a number of Εconometric
techniques and approaches that have come be regarded as 'standard' or part
of the labour economist's toolkit. It is noteworthy that many modern
Εconometric techniques have ...
Εconometric Methods with applications in business and ...C. Heij 2004
Nowadays Applied work in business and economics requires a solid
understanding of Εconometric Methods to support decisionmaking.
Εconometric Methods with Applications in Business and ...Christiaan
Heij, Paul de Boer, Philip Hans Franses 2004 Nowadays Applied work
in business and economics requires a solid understanding of Εconometric
Methods to support decisionmaking.
Εconometric Methods. 2nd Edition 1972
Εconometric Methods. John Johnston 1997 A disk is included that
contains US economic data applications. In writing this new edition we
have had two major objectives. The first is to provide a comprehensive and
accessible account of available Εconometric Methods.
Εconometric Model building: a comparative study of ...Yŏngsik Chang
1973
Εconometric Model Building: Essays on the Causal Chain ... Herman O.
A. Wold 1964
Εconometric Model of India Σελίδα 1Ramgopal Agarwala 2013 The
postwar period has witnessed significant progress in the theory of
economic development as well as in the theory of Εconometrics.
Unfortunately, however, these twins seem to have been living largely
separate lives and insufficient ...
Εconometric Model Performance in Forecasting and Policy ...W. Allen
Spivey, William J. Wrobeleski 1979
Εconometric Modeling and Inference Σελίδα i. Jean Pierre Florens,
Velayoudom Marimoutou, Anne PeguinFeissolle 2007 JeanPierre
Florens, Velayoudom Marimoutou, Anne Peguin Feissolle. Εconometric
Modeling and Inference Thegoalof this book isto present the
mainstatistical tools specifically on modern Εconometric Methodology.
68

Εconometric Modeling of China Σελίδα 67. Lawrence Robert Klein,


Shinʼichi Ichimura 2000 One of the purposes of this Chapter is to explain
the features of the revised Εconometric Model of China as a part of the
ICSEAD World LINK Model. Also the evaluation and examination of our
Model's properties through simulation serves ...
Εconometric Modeling Perspectives 2008 In this book the authors present
a reassessment of some recently proposed Εconometric Methods for the
analysis of continuoustime specifications of economic Models.
Εconometric Modeling: A Likelihood Approach Σελίδα 154. David F.
Hendry, Bent Nielsen 2012
Εconometric Modelling of European Money Demand: ... Σελίδα 23.
Engelbert Plassmann 2012 Εconometric Modelling Summary: The
process of Εconometric Modelling outlined in the present chapter is
summarized in table 2.1. The workflow highlights the interpretation of an
Εconometric Model as a theoryinduced reconstruction of an ...
Εconometric Modelling of Stock Market Intraday Activity Σελίδα ix. Luc
Bauwens, Pierre Giot 2001 Over the past 25 years, Applied Εconometrics
has undergone tremendous changes, with active developments in fields of
research such as time series, labor Εconometrics, financial Εconometrics
and simulation based Methods. Time series ...
Εconometric Modelling of the demand for money in Finland Antti Ripatti
1994
Εconometric Modelling of World Shipping. M. Beenstock, A. Vergottis
1993 This is the first time that a Model of this type has been published.
This book also breaks new ground in explaining the behaviour of vessel
prices, both new and secondhand.
Εconometric Modelling with Time Series: Specification, ... Σελίδα xxxi.
Vance Martin, Stan Hurn, David Harris 2012 This book provides a general
framework for specifying, estimating and testing time series Εconometric
Models. Special emphasis is given to estimation by maximum likelihood,
but other Methods are also discussed, including quasimaximum ...
Εconometric Modelling: Techniques and Applications. Sean Holly,
Martin Weale 2000 The latest techniques used in Modelling the economy
with policy analysis and applications.
Εconometric Models and Economic Forecasts Robert S. Pindyck, Daniel
L. Rubinfeld 1998 This well known text helps students understand the art
69

of Model building what type of Model to build, building the appropriate


Model, testing it statistically, and applying the Model to practical
problems in forecasting and analysis.
Εconometric Models and empirical findings for business ...Robert S.
Chirinko, New York University. Salomon Center 1993
Εconometric Models As Guides for Decision Making Lawrence Robert
Klein 1981
Εconometric Models for the Developing Economies: A Case ...Nikos
Vernardakēs 1979
Εconometric Models in Marketing. Philip Hans Franses, A. L.
Montgomery, Alan Montgomery 2002 Methods that work for small data
sets may not work well in these larger data sets. In addition, new sources
of data, such as clickstream data from a web site, will offer new challenges.
This volume addresses these and related issues.
Εconometric Models of Asian Link Σελίδα 2 Shinichi Ichimura, Mitsuo
Ezaki 2012 ΕCONOMETRIC MODELS FOR DEVELOPING
COUNTRIES Εconometric Models are very widely used not only in the
developed industrial countries but also in many developing countries all
over the world. In Asian developing countries some ...
Εconometric Models of cyclical behavior Τόμος 1 Bert G. Hickman,
National Bureau of Economic Research, Social Science Research Council
(U.S.). Committee on Economic Stability 1972
Εconometric Models of cyclical behavior Τόμος 2 Bert G. Hickman,
Conference on Εconometric Models of Cyclical Behavior (1969,
Cambridge, Mass.) 1972
Εconometric Models of the Euroarea Central Banks Σελίδα 101 Gabriel
Fagan, Julian Morgan 2006 6. The. National. Bank. of. Belgium's.
quarterly. Model. Philippe. Jeanfils. This chapter briefly describes the
main features of the current version1 of the National Bank of Belgium's
quarterly macroeconomic Model. This version of the Model still ...
Εconometric Models of the Japanese economy Kazuo Satō, Columbia
University. Center on Japanese Economy and Business 1986
Εconometric Models of world agricultural commodity ...Francis Gerard
Adams, Jere R. Behrman 1976 Commodity market Models in the world
economy. General specification of the commodity. Εconometric estimates
70

of commodity Models. Εconometric Model performance over.


Εconometric Model multiplier simulations.
Εconometric Models, techniques, and applications Τόμος 9 Michael D.
Intriligator 1978
Εconometric Sourcebook Betty J. Blecha 1989
Εconometric Studies of Economic Reforms in India V. V. N. Somayajulu
2000 Papers presented at the 33rd Annual Conference of Indian
Εconometric Society at University of Hyderabad in March 1997.
Εconometric studies of Japan Richard F. Kosobud, Ryōshin Minami 1977
Εconometric studies to the economic and social factors of ... Σελίδα 133
2009 Chapter 5 Why Are Criminals Less Educated than NonCriminals?
Evidence from a Cohort of Young Australian Twins This chapter is based
on work done at the CPB during 2006–2008, under the supervision of Dr.
Dinand Webbink and Dr.
Εconometric studies to the economic and social factors of ... Σελίδα vii
2009 They both had inspiring research ideas on the question of the
relationship between crime and economics, that led me to ... I thank Steve
for giving me a chance to come to London and to work in the fantastic
environment of the LSE on a ...
Εconometric Studies: A Festschrift in Honour of Joachim Frohn. Joachim
Frohn, Ralph Friedmann, Lothar Knüppel 2001
Εconometric Study of Spatial Population Mobility in India: ...Anju Kohli
2000 This Book Deals With The Need And Importance Of Spatial
Mobility.
Εconometric Study of the Leaf Tobacco Market of Greece A.
Koutsoyiannis 1962
Εconometric tests of asset price bubbles: taking stock Refet S. Gurkaynak,
Board of Governors of the Federal Reserve System (U.S.) 2005
Εconometric Theory and Methods Russell Davidson, James G.
MacKinnon 2004 This comprehensive, yet accessible introductory text
includes all of the major subjects of modern Εconometrics.
Εconometric Theory and Practice: Frontiers of Analysis and ...P. C. B.
Phillips, Dean Corbae, Steven N. Durlauf 2006 10.1 INTRODUCTION
There is a large body of literature in time series Εconometrics on the debate
71

over whether economic time series are best characterized as trend


stationary processes or difference stationary processes. Since the
influential ...
Εconometric Theory ARTHUR S AUTOR GOLDBERGER 1964 Basic
concepts of matrix algebra; Basic conceots of statistical inference;
Classical linear regression; Extension of linear regresion; Linear regression
with stochastic regressors; Systems of simultaneous linear relationship.
Εconometric Theory James Davidson 2000 This book surveys recent
developments in the rapidly expanding field of asymptotic distribution
theory, placing special emphasis on the problems of timedependence and
heterogeneity.
Εconometrica: journal of the Εconometric Society 1959
Εconometrics Σελίδα 3 Jan Tinbergen 2004 Economics Εconometrics
is the name for a field of science in which mathematicaleconomic and
mathematicalstatistical research are Applied in combination.
Εconometrics, therefore, forms a borderland between two branches of
science, with ...
Εconometrics (Routledge Revivals): A Varying Coefficents ...Baldev Raj,
Aman Ullah 2014 A Varying Coefficents Approach Baldev Raj, Aman
Ullah. Experiment«, paper presented at the Εconometric Society Winter
Meetings, New Orleans. (1972),. aestimation. of Actual Response
Coefficients in the HildrethHouck Random ...
Εconometrics and Data Analysis for Developing Countries Σελίδα xvii
Chandan Mukherjee, Howard White, Marc Wuyts 2013 This book grew
out of our frustration as teachers of data analysis and Εconometrics to
postgraduate students in development economics and in population and
development at the Centre of Development Studies (CDS, Trivandrum,
India) and ...
Εconometrics and Economic Theory in the 20th Century ...Steinar Strøm
1998 This collection explores his contributions to Εconometrics and other
key fields in the discipline, as well as the results of new research.
Εconometrics and Structural Change Σελίδα 30 Lyle D. Broemeling 1986
3.1 INTRODUCTION For the most part, the authors will use Bayesian
statistical techniques to analyze structural change in Εconometric and
statistical Models Bayesian statistical Methods are becoming more
important in Εconometrics and ...
72

Εconometrics and the Philosophy of Economics: Theory data ...Bernt P.


Stigum 2003 Jeffrey A. Dubin and Daniel L. McFadden Εconometric
specification and estimation of the demand for electricity have posed a rich
set of problems for the Εconometrician. Early studies recognized that the
demand for electricity was derived ...
Εconometrics Assignment Florian Ziegler, René Linden 2010 Scholarly
Research Paper from the year 2006 in the subject Business economics
Operations Research, grade: 1,7, Nelson Mandela Metropolitan University,
5 entries in the bibliography, language: English, abstract: The assignment
is concerned ...
Εconometrics by Example Σελίδα xx Damodar Gujarati 2014 First, I am
thankful to the students and teachers who used the first edition of
Εconometrics by Example (EBE). Encouraged by their helpful comments
and suggestions, I have now written the second edition. It retains the
userfriendly and ...
Εconometrics For Dummies Σελίδα 302 Roberto Pedace 2013 Testing.
Efficiency. against. Consistency. with. the. Hausman. Test. In practice,
data can always surprise you with a failure of what appear to be even the
most rational assumptions. Additionally, you may not even be able to make
a strong case ...
Εconometrics Fumio Hayashi 2011 Most propositions are proved in the
text. For those who intend to write a thesis on Applied topics, the empirical
applications of the book are a good way to learn how to conduct empirical
research.
Εconometrics in a Formal Science of Economics: Theory and ...Bernt P.
Stigum 2014 I have made an attempt to write an interesting book about
the contrast between Εconometrics in the tradition of Trygve Haavelmo
and formal Εconometrics in the tradition of Ragnar Frisch. To succeed I
needed help. I needed help to analyze ...
Εconometrics Informing Natural Resources Management: ...Phoebe
Koundouri 2004 This fascinating book outlines the fundamental principles
and difficulties that characterise the challenging task of using
Εconometrics to inform natural resource management policies, and
illustrates them through a number of case studies ...
Εconometrics of Anonymized Micro Data Σελίδα 544 Winfried
Pohlmeier 2005 Introduction Discrete data, and in particular binary data,
have been used in Εconometric Models quite frequently.
73

MicroΕconometric Models provide an adequate analysis of dependent


discrete variables leading to the by now wellknown probit ...
Εconometrics of Financial HighFrequency Data Nikolaus Hautsch 2011
This book provides a stateofthe art overview on the major approaches in
highfrequency Εconometrics, including univariate and multivariate
autoregressive conditional mean approaches for different types of
highfrequency variables, ...
Εconometrics of Health Care Σελίδα 59 G. Duru, Jean H. Paul Paelinck
1990 I. Introduction The purpose of this paper is to search, by means of
Εconometric Modelling, for the important determinants of the demand for
medical care in Belgium. The Belgian health insurance scheme consists of
a scheme for blue and white ...
Εconometrics of Information and Efficiency Σελίδα 2 Jati Sengupta 1993
Recently, nonparametric Methods of estimation which are data based and
not dependent on any specific form of the underlying distribution are
increasingly Applied in Εconometric studies. Entropybased information
theory is ideally suitable ...
Εconometrics of Qualitative Dependent Variables Σελίδα i Christian
Gourieroux 2000 Εconometrics of Qualitative Dependent Variables This
text aims to introduce students progressively to various aspects of
qualitative Models and assumes a knowledge of basic principles of
statistics and Εconometrics. Inferring qualitative ...
Εconometrics of Risk Σελίδα v VanNam Huynh, Vladik Kreinovich,
Songsak Sriboonchitta 2014 Εconometrics is the application of
mathematical, statistical, and computational Methods to economic data.
Εconometrics adds empirical content to economic theory, allowing
theories to be tested and used for forecasting and policy evaluation.
Εconometrics reading lists Τόμος 13 Edward Tower 1990
Εconometrics Schmidt 1976 PREFACE This book is essentially a
collection of proofs of fundamental Εconometric results. For some time it
has appeared to me that there has been a need for such a book, since,
although there are now several good Εconometrics texts ...
Εconometrics Stephen J. Schmidt 2005 This text teaches students about
the value of statistical analysis in economics, and give them all the tools
they need to do this analysis themselves.
74

Εconometrics, its abuses and shortcomings Anthony John Westaway


1974
Εconometrics, Macroeconomics and Economic Policy: Selected ...Carl F.
Christ 1996 'Reading this collection is like communicating with an aged
uncle and in general, whilst one may find the Models a little long in the
tooth, the insights Christ offers and the way he approaches
macroeconomics make this a volume worth ...
Εconometrics. Badi H. Baltagi 2011 The book is also well suited for self
study and can be recommended to everybody who is in need to quickly
acquire the basics of the field.” Prof. Walter Krämer, University of
Dortmund
Εconometrics: A Modern Introduction Michael P. Murray 2006
"Εconometrics: A Modern Introduction" conditions students to "think like
Εconometricians" right from the start by opening with a unique Monte
Carlo exercise, and connects Εconometrics to economic theory through a
series of exemplary ...
Εconometrics: A Practical Approach. Hamid Seddighi, K. A. Lawler, A.
V. Katos 2000 This text will be invaluable to students at all levels
venturing into the world of Εconometrics.
Εconometrics: Alchemy or Science?:Essays in Εconometric ...David F.
Hendry 2000 Material new to this revised edition describes recent major
advances in computerautomatedModel selection, embodied in the
powerful new software program PcGets, which establish the operational
success of the Modelling strategy.
Εconometrics: Legal, Practical, and Technical Issues. 2005 This volume
is designed to introduce lawyers to the theoretical and practical issues of
Εconometrics, providing necessary tools for working effectively with
economic experts on both sides of a matter." from the Foreword, p. xv.
Εconometrics: Theory and Applications with EViews Σελίδα 19. Ben
Vogelvang 2005 Introduction. In this chapter, a description is given of the
available data that will be used in the cases. These cases are an introduction
to performing empirical Εconometric research. The cases do not concern
mathematical or statistical ...
Εconometrics: Εconometric Modeling of producer behavior. Dale
Weldeau Jorgenson, Lawrence J. Lau 2000 The Structure of Technology
and Changes of Technology over Time, Federal Republic of Germany,
75

19501973 Klaus Conrad and Dale W. forgenson In this chapter we use


Εconometric Models of production to develop tests of parametric ...
Εconometrics: Εconometrics and the cost of capital : ...Dale Weldeau
Jorgenson, Lawrence J. Lau 2000 During the 1990s, however, the
pioneering work of Dale Jorgenson on the development and application of
largescale, intertemporal Εconometric general equilibrium Models
demonstrated that the most important costs of regulations are often ...

Μάιερσον. Μεταξύ των δημοσιεύσεων του Μάιερσον ξεχωρίζουν οι


παρακάτω: «Προβλήματα στις συναλλαγές μεταξύ δύο πλευρών και
συγκρίσιμη χρησιμότητα (Two-Person Bargaining Problems and
Comparable Utility)», «Econometrica» 45 (1977), 1631-1637…«Η
ασυμβατότητα των κινήτρων και το πρόβλημα των συναλλαγών
(Incentive Compatibility and the Bargaining Problem)», «Econometrica»
47 (1979), 61-73.

Οικονομετρία

Andreas G. Papandreou: ho proodeutikos stochastēs, ho ... Σελίδα 93


Nicolas K. Laos 2004 Όπως γράφει ο Α. Γ. Παπανδρέου, τα μοντέλα
μεγέθυνσης είτε βασίζονται στον Τζων Μέιναρντ Κέινς είτε στον Λεόν
Ουαλρά, «παρέχουν τα αναλυτικά θεμέλια για Οικονομετρική εργασία επί
των δεδομένων που αφορούν στις ...
Architektonikē: hē morphē tēs skepsēs sto physiko chōro Σελίδα 178
Charalampos A. Sphaellos 1991 Στους οικονομικούς αυτούς
συλλογισμούς βασίζονται τα οικονομετρικά πρότυπα που εφαρμόζουν οι
πολεοδόμοι και χωροτάκτες για τη διαρρύθμιση της πόλης και της χώρας.
Χρειάζεται όμως προκαταβολικά λογική δικαιολόγηση της βασικής ...
Chinese 9000+ Greek Greek Chinese Vocabulary Gilad Soffer ... οι
περιπλανήσεις ΕΕ οι πρόγονοί οικείος : οικειοθελώς Ει» οικογένεια
ΕΣΕΕ οικογενή εξής οικοδομικό τετράγωνο θα οικολογικός ΕΕ
Οικονομετρία οικονομικά έή οικονομικά ΕΕ οικονομικός έή
οικοτροφείο 3 Σ ...
Croatian Greek Greek Croatian Vocabulary 20000+Gilad Soffer edip
οιδίπους edvard εδουάρδος efikasnostαποδοτικότητα egida αιγίδα
egoističnog επηρμένος eha ανηχωικό ej γειά eklektičan εκλεκτικός
76

ekološki περιβαλλοντικών ekološki τοπεριβάλλον ekonometrija


Οικονομετρία ekonomija οικονομία ...
Dasika Chronika Τόμοι 1617 Σελίδα 187. 1974 Κατόπιν εισηγήσεως τοΰ
ελληνος αντιπροσώπου συμπεριελήφθη ώς θέμα έρεύνης πού είχεν
παραληφθή ύπό τής προπαρασκευαστικής επιτροπής ή οικονομική,
Οικονομετρική μελέτη τών δραστηριοτήτων δι' άναψυχήν.
Dianomē tou eisodēmatos kai syssōreusē tou kephalaiou: hē ...Giannos
Papantōniou 1979 (1976), Ή Ελλάς στήν Ευρωπαϊκή Κοινότητα. Αθήνα :
Τράπεζα της Ελλάδος Θέος, Κ. (1974), Εργατικά Συνδικάτα. Αθήνα :
Εργατική. Κιντής, Α. Α. (1970), Οικονομετρική Άνάλυσις της Ζητήσεως
Εργασίας εις τήν Έλληνικήν Βιομηχανίαν. Αθήνα ...
Diavazō Τεύχη 291301 1992 Οι συγγραφείς στηρίζουν τα συμπεράσματα
τους σε δύο οικονομετρικά υποδείγματα, ένα για το δημόσιο έλλειμμα
(σελ. 37 επ.) και ένα για τις βιομηχανικές επενδύσεις (σελ. 98 επ.).
Υποστηρίζουν την ορθή άποψη, ότι η ελληνική οικονομία δεν ...
Dutch 21000+ Greek Greek Dutch Vocabulary Gilad Soffer ... αληθώς
echtbreekster μοιχαλίδα echtbreker μοιχός echtelijk συζυγικός echter
ωστόσο echtgenoot σύζυγος echtheid αυθεντικότητα echtscheiding
διαζύγιο eclips έκλειψη ecologisch οικολογικός econometrie
Οικονομετρία economie οικονομία ...
English Greek Greek English Vocabulary 37000+ Gilad Soffer 2015
οικοδεσπότης host οικοδομήσουμε build οικοδομικό τετράγωνο block
οικοδόμος builder οικολογικός ecological οικολόγος ecologist οικονομία
economics οικονομία economy οικονομία saving οικονομίες savings
Οικονομετρία Εconometrics ...
Enkyklopaideia Domē enchrōmē: holes hoi gnōseis gia holous
Οικονομετρία. Διεθνής. όρος. πλασμένος. άπό τά ελληνικά (σωστότερο θά
ήταν οίκο νομομετρία) γιά τόν χαρακτηρισμό κλάδου τής οικονομικής
επιστήμης, ό όποιος εφαρμόζει τις μεθόδους τής οικονομικής αναλύσεως
στά δεδομένα πού ...
Epetēris Σελίδα 38 Anōtatē Scholē Oikonomikōn kai Emporikōn
Epistēmōn (Athens, Greece). Syllogos Epistēmonikou Didaktikou
Prosōpikou 1963 Ναυτικόν Δίκαιον : Ναύλωσις — θαλασσία μεταφορά
εμπορευμάτων — Θαλασσια μεταφορά επιβατών. Διά τούς τεταρτοετείς:
Τετάρτην 45 μ. μ. ΚΕΒΟΡΚ, ΚΩΝΣΤΑΝΤΙΝΟΣ (Υφηγητής)
Οίκονομαρία 1. Είσαγωγή, (Αντικείμενον τής Οικονομετρίας, ...
77

Epilogē: oikonomikē epitheōrēsē Σελίδα 97 1986 Έχει άλλωστε και


στατιστικά έπιβεβαιωθεί άπό τήν Οικονομετρική έρευνα ότι ή κοινωνική
άσφάλιση έπηρεάζει άρνητικά κρίσιμους δείκτες πού διαμορφώνουν μέ τή
σειρά τους τήν οικονομική συγκυρία, Οι σημαντικότερες παρενέργειες
τής ...
Gia mia historia tou hellēnikou syndikalistikou kinēmatos: ... Σελίδα 183.
Giōrgos Ph Koukoules 1983 Οικονομετρική μελέτη πού δείχνει την άνιση
κατανομή τών καρπών της ανάπτυξης. Καράγιωργα Δ., «Οί ΟΙκονομικές
Συνέπειες της Στρατιωτικής Δικτατορίας», 'Αντί Νο 1, Σεπτέμβριος 1974.
Καράγιωργα Δ., «Ή Προνομιακή Μεταχείριση τοϋ ...
Greek 9000+ Azerbaijani Azerbaijani Greek Vocabulary Gilad Soffer ...
οικειοθελώς könüllü οικειότητα yaxınlıq οικιακός daxili οικογένεια ailә
οικοδέσποινα sahibә οικοδεσπότες host οικονομία iqtisadiyyat
Οικονομετρία ekonometrika οικονομικά iqtisadi οικονομικά maliyyә
οικονομικός iqtisadi οικονομικών maliyyә ...
Hē agrotikē koinōnia stē synchronē Hellada: paragōgikē kai ...Antōnēs
Mōysidēs 1986 ... κύρια από στενά οικονομική και Οικονομετρική
οπτική, από την οπτική της ποσοτικής αύξησης της παραγωγής και της
γενικότερης κρατικής αγροτικής πολιτικής.2 Μοναδική εξαίρεση στην
περίοδο αυτή αποτελούν οι κοινωνιολογικές ...
Hē anaptyxē tōn Hellēnikōn poleōn: diepistēmonikes ... Σελίδα 255
Dēmētrēs Oikonomou, George Petrakos 1999 ΤΟ ΟΙΚΟΝΟΜΕΤΡΙΚΟ
ΥΠΟΔΕΙΓΜΑ ΚΑΙ ΤΑ ΑΠΟΤΕΛΕΣΜΑΤΑ ΤΗΣ ΕΚΤΙΜΗΣΗΣ ΤΟΥ Σε
αυτό το τμήμα επιχειρούμε να εξετάσουμε με τη χρήση ενός
οικονομετρικού υποδείγματος την κατεύθυνση και τη στατιστική
σημαντικότητα της επίδρασης ...
Hē anōtatē ekpaideusē stēn Hellada: Σελίδα 243 Andreas A. Kintis 1980
ΑΛΛΑ. ΕΡΓΑ. ΤΟΥ. ΣΥΓΓΡΑΦΕΑ. Ι. Πραγματείες — Συγγράμματα. 1.
(Διδ/κή διατριβή, Παν/μιο, 1968). 2. Οικονομετρική Ανάλυση της
ζητήσεως εργασίας ...
Hē nomismatikē politikē stēn Hellada: hē empeiria tēs ... Σελίδα 158.
Dēmētrēs Panagiōtopoulos 1984 ... Οικονομετρική διερεύνηση μέ
τριμηνιαία στοιχεία, 19621981, που δημοσιεύθηκε στο περιοδικό
«ΣΠΟΥΔΑΙ». 9 3, 4, 1983). να δημιουργηθούν οι προσομοιωμένες τιμές
της εξαρτημένης μεταβλητής για την ΚΕΦΑΛΑΙΟ ...
Historiography of modern and contemporary Greece 18332002: Paschalis
Kitromilides, Τ. Ε Σκλαβενίτης, Κεντρο Νεοελληνικων Ερευνων (Εθνικον
78

Ιδρυμα Ερευνων) 2004 ... οικονομετρικά μοντέλα, θέση η οποία οφείλεται


όχι στην απόρριψη της θεωρίας αλλά στην ανησυχία του για την ιστορική
σχετικότητα της επικρατούσας οικονομικής θεωρίας. 21 . Τη γένεση και
εξέλιξη του Ιστορικού Αρχείου της Εθνικής ...
Ho ergatikos syndikalismos stēn Hellada: oikonomikē ... Σελίδα 65.
Rosetos E. Phakiōlas 1978 Για να αποδειχτεί ή να άπορριφτεΐ ή ορθότητα
των παραδοχών και των συμπερασμάτων μιας θεωρίας, απαιτείται βέβαια
συστηματική Οικονομετρική διερεύνηση. Μέχρις δτου προκύψουν σαφή
αποτελέσματα από μετρήσεις και έλεγχο διαφόρων ...
Ho Panagoulēs kai hoi "alloi" Σελίδα 103 Giannēs Voultepsēs 2003 ..
οικονομετρικών μοντέλων. Εδίδασκε δηλαδή πώς οι χώρες της Λατινικής
Αμερικής δέν είναι υπανάπτυκτες γιατί άποτελούν άντικείμενο
εκμεταλλεύσεως τού βορειοαμερικανικού κεφαλαίου, αλλά γιατί δέν έχει
γίνει επαρκής επένδυση ...
Ho programmatismos tou tomea hygeias stēn Hellada: ... Σελίδα 171
Giannēs Hyphantopoulos (N.) 1985 Οι προβλέψεις αυτές βασίζονται σε
ορισμένες υποθέσεις που αναφέρονται στο ρυθμό ανάπτυξης του ΑΕΠ
καθώς και στην «προβλεπτική» ικανότητα των οικονομετρικών
υποδειγμάτων που χρησιμοποιούνται εδώ. Οι εκτιμήσεις για τους
ρυθμούς ...
Introduction a Une Sociologie Des Doctrines Economiques ...Ύπό
ΛΑΖΑΡΟΥ Θ. ΧΟΥΜΑΝΙΔΗ (Α.Σ.Ο.Ε.Ε.) "Εναντι των οικονομετρικών
συμβολών εις ...
Les Difficultes de L'enseignement Econometrique ... Σελίδα 462 Μάλλον
δέ έπιθυμοΰμεν νά ρίψω μεν μία ματιά έπισκοπήσεως τών προβλημάτων,
άτινα συνθέτουν τήν εΐσα γωγήν της Οικονομετρίας άπό παιδαγωγικής
συγχρόνου οικονομική; σκοπιάς. Τοϋτο βμως μήπως δεν θά άποτελή αρά
γε και ένα ...
Lexicon of money, banking and finance Σελίδα 460 Andreas D.
Staphylidēs, Dēmētrēs A. Staphylidēs 1990
Mathēmatika protypa energeiakōn zētēseōn kai epharmoges Σελίδα 9
EmmanouēlIēsous Samouēlidēs 1979 Στό Κεφάλαιο 3 περιγράφονται
αρχικά οι κατηγορίες των οικονομετρικών υποδειγμάτων πού
χρησιμοποιήθηκαν γιά τήν ανάλυση τής περιόδου 195875. Στή συνέχεια
παρουσιάζεται ό αλγόριθμος επιλογής υποδειγμάτων πού εφαρμόσθηκαν
γιά ...
79

Miscellany in honor of Charalambos N. Fragistas on the ...1969 ... της


νεομαθηματικής κατευθύνσεως περιλαμβάνων τάς διαρθρώσεις είναι ή
Οικονομετρική έρευνα. Οι Οικονομέτρα εξετάζουν τάς τιμάς τών
διαφόρων άγαθών έντός του χρόνου, την ελαστικότητα ζητήσεώς των και
προσφοράς των, το μέγεθος ...
Nea estia Τεύχη 14281432 Σελίδα 10 1987 ... άν θεωρηθούν ενδεικτικές
τοϋ επικρατέστερου χαρακτήρα της πόλεως. 'Αλλά αύτά τά στοιχεία δέν
μπορούν νά συγκριθούν και άπό τή φύση τους και άπό έλλειψη
οικονομετρικών δεδομένων. Ωστόσο οί έννοιες «άγροτικός»,
«καταναλωτικός», ...
Oikonomika Τόμος 3 Σελίδα 212 Angelos Theodōrou Angelopoulos
1992 Όπως είπαμε ήδη, σύμφωνα με την μελέτη των οικονομετρικών
μοντέλων που έκαμε ο ΟΟΣΑ, η τιμή του εγχώριου πολλαπλασιαστή για
μια «μέση» χώρα του ΟΟΣΑ είναι περίπου 1,75, ενώ αν ληφθεί υπ' όψη ο
διεθνής πολλαπλασιασιαστικός ...
Oikonomikos tachydromos Τόμοι 23702373 Σελίδα 53 1999 αξιοπιστία
ίων οικονομετρικών μοντέλων, η αδιαμφισβήτητη χρησιμότητα των
οποίων δεν σημαίνει ότι αποτελούν και πανάκεια για την επίλυση των
σύγχρονων οικονομικών προβλημάτων, βασίζεται αφ' ενός στη
μαθηματική και στατιστική ...
P. Cornelii Taciti ... Annalium libri sedecim Σελίδα 557 Publius Cornelius
Tacitus 1551 ... με φοιεβ κινε ακεραμοποιίτο και τη φονικά στις
αιτεροηereolet, βίαιτανοητη εάν σεβάνει, αν δεν Iίκη, αν και κη, ο Brκικη,
αν ανήθικη, οι ΛΛεβαίαν φιοι φίλοι αναμειακές εκροί, όκεροι αρνήσεις για
πολίτες, που πιάτο, και μιας Οικονομετρία .
Periphereiakes anisotētes kai eklogikē symperiphora Σελίδα 59 Andreas
Athēnaios 1983 Γ : Προχωρεί στη φάση της ανάλυσης των στατιστικών
στοιχείων που έχει εξασφαλίσει στη φάση Β, χρησιμοποιώντας τα
οικονομετρικά εργαλεία που έχει διαλέξει στη φάση (Α2), ακολουθώντας
τις κατευθύνσεις της θεωρητικής σύνθεσης της ...
Praktika Epistēmonikou Symposiou Iōannēs Kapodistrias: 170 ...Anníta
[forme avant 2007] Prassá, Epistēmoniko Symposio Iōannēs Kapodistrias:
170 Chronia Meta 1827 1997 (1997, Nauplion) 1998
Praktika tēs Akadēmias Athēnōn: epimeleia tou grammateōs ...Akadēmia
Athēnōn 1986 'Αλλά αυτά τά στοιχεία δέν μπορούν νά συγκριθούν και
άπό τή φύση τους και άπό έλλειψη οικονομετρικών δεδομένων. Ωστόσο
80

οί έννοιες «άγροτικός», «καταναλωτικός», άκόμη «μεταποιητικός»,


«έμπορικός», «πιστωτικός» ή, σ' άλλη σφαίρα, ...
Proceedings of the 4th International Conference: ... Σελίδα 27 Prof.
Christos C. Frangos 2015 ... Οικονομετρία, την Επιχειρησιακή Έρευνα,
τη Δημογραφία. Στοιχεία Ποσοτικών Μεθόδων χρησιμοποιούνται στην
Οικονομία, στο Μάρκετινγκ, στη Διοικητική Επιστήμη, στη αξιολόγηση
προσωπικού, στην οργανωτική θεωρία και πρακτική, στις ...
Prosopikotētes apo ton politiko kosmo tēs Hellados: ...Koula
PapadakēKakarē 1975 Σπούδασε Οικονομικές Επιστημες στην Ανωτάτη
Σχολή Οικονομικών και Εμπορικών Επιστημών ( ΑΣΟΕΕ ) και
Οικονομετρία στη...
Research Monograph Series Τεύχος 10 Σελίδα 20 1964 Τό δεύτερον
μέρος περιλαμβάνει σύντομον επισκόπηση* τών οικονομετρικών
προβλημάτων, τά όποία άνακύ πτουν κατά τόν ύπολογισμόν της
συναρτήσεως παραγωγής. Ή πρωτοτυπία τοϋ τμήματος τούτου συνίσταται
εις τήν διατύπωσιν της ...
Scientific annals of the Faculty of Agriculture of the ...1993 Στην εργασία
αυτή κατά την εκτίμηση των οικονομετρικών υποδειγμάτων
χρησιμοποιήθηκε η επαναληπτική μέθοδος του για την εξάλειψη του
προβλήματος της αυτοσυσχέτισης με την υπόθεση ότι έχουμε
αυτοσυσχέτιση ...
Seira Eidekon Meleton Τόμοι 911 Σελίδα 91. Trapeza tēs Hellados.
Dieuthynsē Oikonomikōn Meletōn 1964 Trapeza tēs Hellados. Dieuthynsē
Oikonomikōn Meletōn. ίΡΑΠΕΖΑ ΤΗΣ ΕΛΛΑΔΟΣ ΔΙΕΥΘΥΝΣΙΣ
ΟΙΚΟΝΟΜΙΚΩΝ ΜΕΛΕΤΩΝ ΣΕΙΡΑ ΕΙΔΙΚΩΝ ΜΕΛΕΤΩΝ 10 Η
ΖΗΤΗΣΙΣ ΙΑΡΚΩΝ ΚΑΤΑΝΑΛΩΤΙΚΩΝ ΑΓΑΘΩΝ
ΟΙΚΟΝΟΜΕΤΡΙΚΗ ΔΙΕΡΕΥΝΗΣΙΣ ...
Technika chronika Τόμος 48,Τεύχη 18 Σελίδα 71 1979 ... σύνθετες και
αποφασιστικές πλευρές του, μας ειδοποιούν για τα όρια και τις κρυφές
υποθέσεις, πού κρύβονται πίσω από τα αναλυτικά μας εργαλεία
(οικονομετρικά και άλλα); Μην ξεχνάμε ότι αυτά δεν είναι «αθώα» από
ιδεολογικές επιρροές».
Turkish 27000+ Greek Greek Turkish Vocabulary Gilad Soffer ...
ekolojik οικονομία ekonomi οικονομία ekonomibilimi οικονομία tasarruf
οικονομίες tasarruf Οικονομετρία ekonometri οικονομικά ekonomik
οικονομικά mali οικονομικά maliye οικονομικός ekonomik οικονομικών
mali οικονομολόγος ekonomist ...
81

Vivliographikos hodēgos ... Σελίδα 130 1981 136 σ. (03746). Τό χρήμα.


Από ποϋ ήρθε και ποϋ πήγε (μτφρ. Σπ. θεοδωρόπουλος ) . Α1976,
Παπαζήσης. 340 σ. (03747). ΓΚΑΜΑΛΕΤΣΟΣ, θ., Εφηρμοσμένη
Οικονομετρία. Τόμος Α' . Α1972, Παπαζήσης. 96 ο. (03748). Θέματα
Οικονομετρίας.
αλήθειες 23 που δεν μας λένε για τον καπιταλισμό HaJoon Chang 2011
Αν δεν είσαι τόσο καλός, ασχολείσαι με την Οικονομετρία, όπου κατά
βάση παίζεις με τα στατιστικά δεδομένα αν βρίσκεσαι στον πάτο”, τότε
μόνο σε ενδιαφέρει ο πραγματικός κόσμος». Πού αποδίδει αυτή την
παράδοξη ιεράρχηση, η οποία ...
Βάσεις Δεδομένων και SQL : Μια πρακτική προσέγγιση Αθανάσιος
Σταυρακούδης Μια πρακτική προσέγγιση Το βιβλίο αυτό έρχεται να
καλύψει ένα κενό στην ελληνική βιβλιογραφία: την ανάγκη για ένα βιβλίο
σύντομο ...
Για την επανάσταση στη στάθμιση του ποιοτικού για πολιτικούς λόγους,
την επέλαση του ποσοτικού στο φορμαλισμό της Οικονομικής Ιστορίας
και την αναδρομική Οικονομετρική ιστορία στη νεώτερη εκδοχή της
έρευνας του κοινωνικού, ...
Δεκα Ετη Δραστηριοτητοσ Του Ινστιτουτου Εφηρμοσμενησ ... Σελίδα 34
2) Άκτινοειδής Οικονομετρία (Στατιστικαί μέθοδοι προσσαρμογής). 3)
Θεωρία τών μεθόδων (Έφαρμογαϊ εις τήν κοινωνικήν λογιστικήν). 4)
Θεωρία τών παιγνίων (ώς έλέχΟη άνωτέροι αΰτ/] περιλαμβάνει τάς
συγχρόνους προεκτάσεις της θεωρίας ...
Διαφθορά και κοινωνία: Δημήτρης Πρόντζας 2015 Το δεύτερο στάδιο
αφορά μια πραγματικότητα, ότι δηλαδή το φαινόμενο συνιστά μετρήσιμο
και συγκρίσιμο ποσοτικό μέγεθος όπως αποδεικνύουν οι ποσοτικές
αναλύσεις και συσχετίσεις και η κατασκευή οικονομετρικών
υποδειγμάτων για τη ...
ΔΙΕΘΝΕΙΣ ΣΤΑΤΙΣΤΙΚΑΙ ΣΥΝΕΛΕΥΣΕΙΣ Ρ'ιον Ιανέ'ι'ρον Σελίδα 248
Μ.. Οικονομετρική και Δημογραφία :...
Ε, Πρόεδρε! Μίμης Ανδρουλάκης 2012 Οι αποκλίσεις αυτές υπήρξαν
καθοριστικές στο διεθνή χρηματοπιστωτικό τομέα με τις κολοσσιαίες
αμοιβές των «golden boys». Ακαδημαϊκοί –και μάλιστα, νομπελίστες
έδωσαν οικονομετρικά και «μαθηματικά» άλλοθι στο πιο τυχοδιωκτικό
πάρτι ...
82

ΕΙΣΑΓΩΓΗ ΤΗΣ ΛΟΓΙΣΤΙΚΗΣ ΜΕΘΟΔΟΥ ΕΝ ΤΗ ΕΛΛΗΝΙΚΗ


ΑΓΡΟΤΙΚΗ ..."Αν και αί σύγχρονοι άνάγκαι της αγροτική; πολιτική; τών
κρατών, αί νεώιεριι κατευθύνσεις ορθολογικής όργανοίσεως τών
επιχειρήσεων, γενικοΊτερον δε ή ΰλη τάσις άριθμοποιήσεως τής
οικονομίας [Οικονομετρία:], επέβαλον — εις τάς ...
Ελλάδα αποικία χρέους Ευρωπαϊκή Αυτοκρατορία και ...Νίκος Κοτζιάς
2013 Όλοι το γνωρίζουν. Αυτοί που είναι άθλιοι είναι οι Έλληνες αρμόδιοι
που συμμετέχουν σ' αυτό το παιχνίδι σε βάρος του παρόντος και του
μέλλοντος της χώρας. Να το θέσω διαφορετικά: Πράγματι υπάρχουν
οικονομετρικά λάθη στον σχεδιασμό ...
Ένα νησί: Τέσσερα κείμενα για τον Παπαδιαμάντη Ν.Δ.
Τριανταφυλλόπουλος 2012 Εξίσου αισιόδοξο είναι και το έξώφυλλο: «Το
καλοκαίρι θα αρχίσει σαν οικονομετρικό υπόδειγμα και θα τελειώσει σε
απόλυτη σύγχυση με τη γραμμή τού όρίζοντα». Η έκπληξη για τη
ΛήδαΜίρκαΡέα Φραντζή θα έρθει το 1991, το καλοκαίρι τώρα ...
Ένας κόσμος χωρίς την Wall Street: Προτάσεις για ένα νέο ...Francois
Morin Μέσα σε ένα θεωρητικό πλαίσιο, το οποίο παγιώθηκε σταδιακά
γύρω από τις έννοιες της ισορροπίας της αγοράς, του ανταγωνισμού και
των κινήτρων, οι εμπειρικές αντιπαραθέσεις περιορίζονται μόνο στα
οικονομετρικά τεστ, δηλαδή μόνο σε ...
Ενδεικνυομεναι Κατευθυνσεισ Τησ Πολιτικησ Τησ Βιομηχανικησ
...Σχετικαί οικονομετρικά! ερευναι κατέ= δειξαν δτι αΰτη μόλις φθάνει τό
1)5 της, μέσης παραγωγικόητος τής βιομηχανίας τών Ηνωμένων
Πολιτειών και τό 1) 3 τής Μεγάλης Βρεττανίας. Τό πρό ιβλημα είναι
ιδιαιτέρως ζωτικόν οχι μόνον διότι αφορά ...
Επισκοπησεισ Δεκαετιων Του "αρχειου"τομων Α'μ' (19211960) Κίς όλα
τά πεδία αί οικονομετρικά! και στατιστικαί σπουδαί επεκτείνουν και
διευρύνουν τήν Κευνσια νην έπανάστασιν. ΙΙερίοδος λοιπού ένεργοΰ και
κατά τό δυνατόν δημιουργικής εποχής εις τήν οίκονομικήν διανοίγεται προ
ήμών και αύτη ...
Έτσι κάνουν όλες: Ο ερωτικός βίος του καθηγητή «Νοστράδαμου» Μίμης
Ανδρουλάκης 2011 Το δικό του βιβλίο ήταν επιστημονικό Οικονομετρικά
μοντέλα, ομάδες διαφορικών εξισώσεων, καμπύλες, διαγράμματα. Το δικό
μου απέκρυψε την Οικονομετρική μου μετριότητα. Άφησα για ένα τεχνικό
παράρτημα τους υπολογισμούς και τις ...
Εφαρμοσμένη οικονομετρία: μεθοδολογικά και άλλα σημαντικά ...1997
83

Η γεύση της μνήμης Επίκουρος 2014 Επέστρεψα στην Οικονομετρία με


μεγαλύτερη ζέση. Ευτυχώς για τη μαγειρική θριάμβευσα στις εξετάσεις κι
έτσι δεν χρειάστηκε να ξαναμαγειρέψω σουφλέ ούτε να γίνω διάσημος
σεφ. Σύντομα επέστρεψα για καλοκαιρινές διακοπές στην Ελλάδα, ...
Η εκδίκηση των δούλων και η εφεδρεία των μακαριτών: Νίκος
Κουτσιαράς 2015 289290). 6. Μολαταύτα, η συνεχής και σοβαρή πρόοδος
των οικονομετρικών μεθόδων έχει ως αποτέλεσμα την ποσοτική
διατύπωση των Κεϋνσιανών ιδεών, προσδίδοντας (ορισμένη) τεχνική
εγκυρότητα στις εξηγητικές υποδείξεις της θεωρίας και ...
Η Καταρτισισ Οικονομετρικου Υποδειγματοσ Του Ελασσονοσ
...Εμπειρική έπαλήθευσις τοϋ υποδείγματος καί πρόβλεψις τών μεγεθών
τοϋ 1958 καί 1959. 1. '// έ/ιπειοιχ») έπαλήΟευπις τον υποδείγματος. Αί
συναρτήσεις τοΰ καταρτισθέντος οικονομετρικού υποδείγματος σκοπίμως
έβασίσθησαν επί δεδομένων ...
Η μεταρρυθμιση της Κοινης Αγροτικης Πολιτικης: μια νεα ... Σελίδα 121.
Δημητρης Μπουρδαρας, Ινστιτουτο Αγροτικων Ερευνων 2006 Ακόμη και
το πιο σοφό οικονομετρικό μοντέλο δεν θα μπορούσε να υπολογίσει με
ακρίβεια τις επιπτώσεις της μεταρρύθμισης, δεδομένου ότι η
πραγματικότητα είναι τόσο σύνθετη που δεν μπορεί να περιγραφεί από τον
ανθρώπινο νου....
Η Οικονομικη Επιστημη Εισ Την Ελλαδα Κατα Την ... Σελίδα 264 ...
άντιστοιχοϋσαι εις ισάριθμα νέα μαθήματα : Οικονομετρία, "Ερευνα
Αγοράς και Άνάπτυξις Πωλήσεων, Ποσοτική Άνάλυσις, Όργάνωσις και
Διοίκησις Επιχειρήσεων. Έπί πλέον, εισήχθησαν και άλλα μαθήματα
ύπαχθέντα εις ύφισταμένας έδρας.
Η ονειρική υφή της πραγματικότητας: κείμενα για την ... Σελίδα 634
Chrēstos Vakalopoulos, Kōstas Livieratos 2005 Μια παρόμοια σκέψη
εμφανίζεται στους Πτυχιούχους, όπου το επίμαχο αντικείμενο μπορεί να
είναι ένα τσιγαριλίκι ή το μάθημα της Οικονομετρίας: «Συμβαίνει κάτι
ανάμεσά μας ή μας ενώνουν διάφορα παράξενα αντικείμενα;» [Π 158]
ρωτάει η ...
Η στιγμή της στροφής για την ελληνική οικονομία: Σελίδα 224 Θεόδωρος
Κ. Πελαγίδης, Μιχάλης Μητσόπουλος 2014 Σχετικά με την τάξη
μεγέθους που θα έπρεπε να έχει αυτή η μείωση της επιβάρυνσης στα
μεσαία μισθολογικά κλιμάκια, μια Οικονομετρική ανάλυση από τον
ΟΟΣΑ δείχνει ότι η επιβάρυνση της εργασίας με φόρους και εισφορές
μειώνει την ...
84

Η Συναρτησισ Τησ Παραγωγησ Και Η Στασιμοτησ Τησ ... Σελίδα 712 Λί


μακροχρόνια", σειραί έφ' όσον και εις ήν έκτασιν αύται είναι δυνατόν νά
καταρτισθούν, υφιστάμενα1, στατιστικήν και οικονομετρικών έπεξερ
γασίαν, είναι ένδεχόμενον νά μας άποκαλύψουν ώρισμένας τάσεις εις τήν
παρα γωγήν άγαΟών καΐ ...
Η Συναρτησισ Των Επενδυσεων Σελίδα 492 Π. ΣΤΑΤΙΣΤΙΚΗ
ΔΙΕΡΕΥΝΗΣΙΣ ΤΩΝ ΘΕΩΡΙΩΝ ΕΠΕΝΔΥΣΕΩΣ Εις τό παρόν τμήμα θά
άναλύσωμεν τά στατιστικά άποτελέσματα κεχω ρισμένως διά μίαν
έκάστην τών (ανεξαρτήτων) μεταβλητών τών περιλαμβανομένων εις
διάφορα οικονομετρικά ...
Θεοδωρος Κ Πελαγιδης 2006 Η Θεωρια Των Κυκλικων Κυμανσεων
Σελίδα 579 Ή Οικονομετρική Κατεύθυνσις της Θεωρίας των Περιοδικών
Κυμάνσεων Ή Οικονομετρική κατεύθυνσις της Θεωρίας των Περιοδικών
Κυμάνσεων δεν είναι ιδιαιτέρα θεωρία έξηγήσεως του φαινομένου άλλα
μέθοδος ελέγχου των διαφόρων ...
Κλασσικαι Μεθοδοι Ερευνησ Των Συνθηκων Τησ Αγορασ Σελίδα 229
Περαιτέρω, όμως, ή σύγχρονος Ιπιχείρησις υποβοηθείται δια τών
οικονομετρικών μεθό δ ω ν, περί ών γίνεται ειδικός λόγος εις τάς
παραδόσεις μας εισαγωγής εις τήν μεθοδολογίαν της οικονομικής έρεύνης.
Ούτως, ή έρευνα καθίσταται πλέον ...
Μεθοδοι Και Προβληματα Τησ Τιμολογησεωσ Των ... Σελίδα 60 Εις τήν
Γαλλίαν λ. χ. υφίσταται σχολή μαθηματικών οικονομολόγων, ήτις
συνενώνει είς τό γαλλικόν τμήμα της Διεθνοΰς Εταιρίας Οικονομετρίας
και καθηγητάς, διοικητάς επιχειρήσεων, διευθυντάς υπηρεσιών και ...
Μια Συναρτησισ Τησ Τιμησ Πωλησεωσ Προ'ι'οντοσ Και Η ... Σελίδα 569
... ύπό της οϊκονομομετρικής (και ούχί Οικονομετρική, διότι ό
έπικρατήσας ούτος δρος ούδέν σημαίνει) κατά τήν άνάλυσίν της
καθορισμός των τιμών τών δύο δυνάμεων ώς καί της παραμέτρου, ώστε
νά είναι Υ = 1,01 Κ°>25Ν°·75 νομίζω ότι είναι ...
Ο Οικονομικοσ Προγραμματισμοσ Εισ Την Χωροταξικην Μελετην ... Εοο
ηοπιϊοθ) ήτοι της συγχρόνου οικονομικής άναλύσεως στηριζομένης εις
τ/]ν μαΟηματικήν άνάλυσιν καί τον μαΟηματικόν προ γραμματισμόν.
Είναι Οικονομετρική τεχνική, μέρος τής Κ α ν ο νιστικής Οικονομίας
Ο ρόλος του κρατικού παρεμβατισμού στην οπωροκαλλιέργεια: ...1977
Οδηγός Μηχανογραφικού 2015 Παναγιώτης Καρκατζούλης, Νικήτας
Σπυρόπουλος 2015 ... Ποσοτικές Μέθοδοι Οικονομικής Ανάλυσης,
85

Μέθοδοι Περιφερειακής Ανάλυσης, Οικονομική της Εργασίας,


Νομισματική & Πιστωτική Θεωρία & Πολιτική, Οικονομετρία,
Οικονομικό Δίκαιο, Εφαρμοσμένη Στατιστική, Εισαγωγή στην Επιστήμη
του ...
Οικονομετρία Βικιπαίδεια. Οικονομετρία. Τις σχέσεις που απεικονίζουν
την επίδραση ενός παράγοντα σε ένα άλλο τις αποκαλούμε συναρτησιακές
σχέσεις. Οι παραπάνω σχέσεις περιγράφουν πραγματικά γεγονότα, που
συνήθως μπορούμε να τα ανακαλύψουμε μόνο με ...
Οικονομετρία: Θεωρία. τ. 5 1984
Οικονομετρικη Αναλυσισ Του Εξωτερικου Εμπορικου Τομεωσ Τησ ...Ή
Οικονομετρία θεμελιωδώς βασίζεται εις τό γεγονός ότι συμπεριφορά
υπόκειται εις διαταράξεις ή τυχαίας άποκλίσειί αί όποΐαι ποικίλλουν άπό
στιγμής εις στιγμήν νά προβλεφθούν 100 ο/ο. Εις τήν Θεωρητικήν ...
ΟΙΚΟΝΟΜΕΤΡΙΚΗ ΑΝΑΛΥΣΙΣ ΤΟΥ ΕΞΩΤΕΡΙΚΟΥ ΕΜΠΟΡΙΚΟΥ
ΤΟΜΕΩΣ ΤΗΣ ...ΘΕΟΦΑΝΙΔΗΣ Σ.
ΟΙΚΟΝΟΜΙΚΗ ΠΡΟΓΝΩΣΙΣ. Ο ΡΥΘΜΟΣ ΕΙΣ ΤΗΝ ΟΙΚΟΝΟΜΙΑΝ
Συμβολή ... Τον παλαιύν θεωρητικόν έξοπλισμόν της Οικονομικής
Επιστήμης, έτόνωσαν νέαι γόνιμοι ΐδέαι και κατευθύνσεις. Αϊ
Οικονομετρικά! και στατιστικά! σπουδαί, εν συνδυασμώ μέ την
Οίκονομικήν θεω ρίαν, προάγουν την ...
Πληθωρισμοσ Και Οικονομικη Αναπτυξισ Σελίδα 220 Διά τό πρόβλημα
τής σχέσεως καταναλώσεως άποταμιευ , ^ Λ ά ζ α ρ η Λ. : Οικονομετρική
διερεύνησις τής σχέσεως μεταξύ άποταμιεύσεωί ά ναλώσεως, Αθήναι
1961. Διά τά διάφορα είδη αλληλεξαρτήσεων ΐδε πλείον.
Στατιστικη Και Επιχειρησιακη Ερευνα Εισ Την Οικονομιαν Τησ ..."Οπως
τά οικονομετρικά πρότυπα, οΰτω, και περισσότερον άπό αύτά, τά πρότυπα
τά όποια χρησιμοποιεί ή λειτουργική έρευνα είναι πρότυπα εμπειρικά,
συνεπώς μόνον περιγραφικά, στατιστικά, στερούμενα πάσης
προβλεπτικής άξίας.
Συγκρισισ Αποψεων Παλαιοτερων Και Συγχρονων Συγγραφεων ...Δέν θά
ήδυ νάμεθα νά κάμωμεν κριτικήν της προσπάθειας αύτής επιλογής, έφ'
δσον δλαι «ί θεωρίαι και δλα τά σύγχρονα οικονομετρικά υποδείγματα
βασίζονται επί τής άρχής αύτής, ήτοι τής επιλογής εκείνων των
οικονομικών μεγεθών, τά όποια ...
Χρησιμοτησ Και Αδυναμιαι Τησ Οικονομετρικησ Αναλυσεωσ Σελίδα
815 Ή τοιαύτη ποσοτική άνάλυσις τών οικονομικών σχέσεων αποτελεί τό
86

άντι κείμενον τής Οικονομετρίας. Κατά τόν όρισμόν τόν δοθέντα ύπό τοϋ
αύτη συνίσταται είς τήν έφαρμογήν ειδικών μεθδδων είς το πεδίον τής
οικονομικής ...

ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ

BiblioNet : Εφαρμοσμένη οικονομετρία / Τσιώνας, Ευθύμιος Γ


Εφαρμοσμένη οικονομετρία / Τσιώνας, Ευθύμιος Γ. Η Εφαρμοσμένη
οικονομετρία δεν ... θεατής των αποδείξεων και των εννοιών της
Θεωρητικής Οικονομετρίας.
Charalampos A. Sphaellos - 1991 - Στους οικονομικούς αυτούς
συλλογισμούς βασίζονται τα οικονομετρικά πρότυπα που εφαρμόζουν οι
πολεοδόμοι και ... ΔΙΑΡΡΥΘΜΙΣΕΙΣ ΧΩΡΟΥ ΜΕ ΖΕ- ΝΙΘΙΑΚΟ
ΦΩΤΙΣΜΟ 72. θεωρητικό σχήμα μουσείου με απεριόριστη ανάπτυξη τον
Ζ-ί ...
Diarthrōtikes scheseis tēs hellēnikēs oikonomias kai prooptikes
...Anastasios V. Katos - 1978 - Γιά τό λόγο αύτό, δταν έχουμε έκτιμήσει
ένα οίκονομετρικό υπόδειγμα, θά πρέπει νά δοΰμε πώς συμπεριφέρεται ...
τών στοιχείων αύτών καί τών άντιστοίχων θεωρητικών πού προέρχονται
άπό τή δυναμική προσομοιωση τοΰ ύποδείγματος άπό τό ...
Diavazō - Τεύχη 206-218 - Σελίδα 116 1989 - Η Οικονομετρία, για
παράδειγμα, θεωρήθηκε χυδαία οιχονομιχή ανάλυση. ... του συγγραφέα
στην εξελικτική πορεία της θεωρητικής γνώσης της Λαογραφίας, τον
ώθησε σε μια εξονυχιστική έρευνα μελέτης και αξιολόγησης της
ονοματοθεσίας της, ...
Econometrics Notes.pdf οικονοµετρικών τεχνικών για την εκτίµηση των
συντελεστών των µεταβλητών µας και ... έννοιες της οικονοµετρίας, το
θεωρητικό υπόβαθρο αυτής καθώς και η ...
Enkyklopaideia Domē enchrōmē: holes hoi gnōseis gia holous ...
συστήματος μέ θεωρητικά «πρότυπα», προσαρμοσμένα όσο μπορεί
περισσότερο στή συγκεκριμένη πραγματικότητα. Γιά τή γνώση τής
πραγματικότητος αυτής ή «Οικονομετρία»* εφαρμόζει στά οικονομικά
γεγονότα τις τεχνικές τής στατιστικής.
Epetēris - Σελίδα 90 Anōtatē Scholē Oikonomikōn kai Emporikōn
Epistēmōn (Athens, Greece). Syllogos Epistēmonikou Didaktikou
Prosōpikou - 1963 - ... ψιλήν κυριότητα καί έπικαρ- * Τά μαθηματικά
Οεωροϋμεν διηρημένα είς θεωρητικά ή άφηρημένα μαθηματικά καί είς ...
87

διαιρουμεν είς Μαθηματκά τών Οίκονομικών Συναλλαγών και είς τήν


Οίκονομετρικήν ή Οίκονομετρικήν ή Οίκονομετρικήν .
Epilogē: oikonomikē epitheōrēsē - Σελίδα 951986 - Παραμένει άπλώς μιά
θεωρητική μάλλον λύση, ή όποία μεταξύ άλλων άποβλέπει καί στήν
ένίσχυση τής άπασχόλησης μέσω ... Από διάφορες οικονομετρικές
έρευνες θεμελιώνεται ότι ή πιθανή διεύρυνση τής βάσης ύπολογισμού τών
εισφορών θά ...
Hē anaptyxē tōn Hellēnikōn poleōn: diepistēmonikes prosengiseis
...Dēmētrēs Oikonomou, George Petrakos - 1999 - .. εκτός αν
παρεμβάλλονται ειδικές κοινωνικοπολιτικές επιρροές, φάνηκε να
ολοκληρώνεται ένα θεωρητικό και εμπειρικό πλαίσιο ... Για μια
συστηματική οικονομετρική ανάλυση των επιδράσεων πολιτικών,
κοινωνικών, διεθνών και δημογραφικών ...
Hē entaxē tēs Helladas stēn Eurōpaikē Koinotēta: epiptōseis ston
...Napoleōn Maravegias - 1989 - ... έπρεπε να γίνει με βάση μια
«κατασκευασμένη» θεωρητικά πραγματικότητα, «ως εάν δεν είχε συμβεί
η ένταξη στην ΕΟΚ». ... Εοοηοιηκ Κενιενν (14) 1980 προχωρεί σε
προβλέψεις για τις επιπτώσεις της ΚΑΠ με βάση οικονομετρικό
υπόδειγμα.
Hē nomismatikē politikē stēn Hellada: hē empeiria tēs teleutaias
...Dēmētrēs Panagiōtopoulos - 1984 - ... του θεωρητικού πεδίου καθαυτό,
αλλά μέσω της οικονομετρικής διερευνήσεως της συναρ- τησιακής αυτής
σχέσεως2. ... που δημοσιεύθηκε στο περιοδικό -ΣΠΟΥΔΑΙ» με τίτλο: Η
Ζήτηση Χρήματος στην Ελλάδα, Οικονομετρική διερεύνηση με ...
Hellēnika vivlia - Σελίδα 61 Kyriakos Ḏelopoulos - 1976 - Αθήνα, 1975.
8ο (21έκ.) 181 σ. 402. ΔΑΣΚΑΡΟΛΗΣ, ΑΛΕΞΑΝΔΡΟΣ Δ. Όργάνωσις
ναυτιλιακών επιχειρήσεων. Πειραιεύς, Αδελφοί Ι. Λιοντή, χχ. 8ο (24έκ.)
84σ. Είκ. 403. ΔΡΕΤΤΑΚΗΣ, ΜΑΝΟΛΗΣ, θεωρητική οίκονομετρία.
Αθήνα, 1975. 8ο (24έκ.) ...
Historica - Τεύχος 47 - Σελίδα 496 2007 - ... Ή συλλογή καί αποκάθαρση
των δεδομένων, άκριβώς δπως γίνεται σήμερα γιά τήν κατασκευή
οικονομετρικών μοντέλων, ... μέ έπιτυχία τίς άρετές τής προσγείωσης καί
τής έπαφής μέ τήν πραγματικότητα, μέ τήν υψηλή θεωρητική κατάρτιση.
Les Difficultes de L'enseignement Econometrique (διδακτικαι ...Ό όρος
((Οικονομετρία» δεν έχει ακόμη δικαίωμα πολιτογραφήσεως εις τά ...
μέρος τοΰ οικοδομήματος τών νεωτέρων θεωρητικών επιστημών τής
Οικονομικής.
88

Les Difficultes de L'enseignement Econometrique (διδακτικαι ...Ό όρος


((Οικονομετρία» δεν έχει ακόμη δικαίωμα πολιτογραφήσεως εις τά
επιστημονικά μαθήματα τοΰ Δικαίου και των ... ή Οικονομετρία, ως
βασικον δηλονότι μέρος τοΰ οικοδομήματος τών νεωτέρων θεωρητικών
επιστημών τής Οικονομικής.
Lexicon of money, banking and finance - Σελίδα 398 Andreas D.
Staphylidēs, Dēmētrēs A. Staphylidēs - 1990 -
Mathēmatika protypa energeiakōn zētēseōn kai epharmoges - Σελίδα 58
Emmanouēl-Iēsous Samouēlidēs - 1979 - Οι εγγενείς αυτές αδυναμίες των
κλασσικων οικονομετρικών μεθόδων εχουν κάνει απαραίτητη τήν
εισαγωγή νέων μαθηματικών εργαλείων, ικανών νά περιγράψουν περισ ...
Τό θεωρητικό υπόβαθρο γιά τήν όποιαδήποτε εφαρμογή του περιέχεται ...
Neoellēnikos politismos - Τόμος 2 - Σελίδα 304 1983 - ... κριτικής
κινηματογράφου, κριτικής τηλεόρασης, σέ θεωρητικά θέματα
κινηματογράφου καί σέ καλύψεις έλληνικών καί ξένων ... είναι τακτικός
καθηγητής τής οίκονομετρίας στήν Ανώτατη Σχολή Οίκονομικών καί
Εμπορικών Επιστημών (ΑΣΟΕΕ).
Oikonomia kai politikē stē synchronē Hellada - Τόμος 2 - Σελίδα 152
Iōannēs S. Vavouras, Theodōros D. Sakellaropoulos - 2004 - Οι ΰίΙε5
(1999) και ΒΗ3ΐΐ3οΗ3Γνν3 (1999), χρησιμοποιώντας σύγχρονες
οικονομετρικές τεχνικές, βελτιώνουν το υπόδειγμα του σε ... Οι
θεωρητικοί πρόδρομοι της μεθόδου αυτής είναι οι ννεοκ (1983),...
Oikonomikos tachydromos - Τόμοι 2370-2373 - Σελίδα 53 1999 -
αξιοπιστία ίων οικονομετρικών μοντέλων, η αδιαμφισβήτητη
χρησιμότητα των οποίων δεν σημαίνει ότι αποτελούν και πανάκεια ... και
στατιστικό επίπεδο είτε σε καθαρά θεωρητική βάση, αφού οι δυνατότητες
που παρέχουν δεν είναι απεριόριστες.
Paragōgikotēs: Organon tou hellēnikou Kentrou Paragōgikotētos Τό
θεωρητικόν αυτό σχήμα έχει την καταγωγήν του εις την Γερμανίαν και
παρ' δλον δτι εις την χώραν αύτήν ενεφανίσθη ... (λογιστικήν, κόστος,
έλεγχον διοικήσεως), ταυτοχρόνως δε και διάφορα οικονομετρικά
σχήματα, τό κοινωνικόν σχέδιον, ...
Periphereiakes anisotētes kai eklogikē symperiphora - Σελίδα 59 Andreas
Athēnaios - 1983 - Γ : Προχωρεί στη φάση της ανάλυσης των στατιστικών
στοιχείων που έχει εξασφαλίσει στη φάση Β, χρησιμοποιώντας τα
οικονομετρικά εργαλεία που έχει διαλέξει στη φάση (Α2), ακολουθώντας
τις κατευθύνσεις της θεωρητικής σύνθεσης της ...
89

Prosopikotētes apo ton politiko kosmo tēs Hellados: archēgoi ...Koula


Papadakē-Kakarē - 1975 - Ε.), από την όποια πήρε το πτυχίο Β.δΟΙ. και
μετά το πτυχίο Μ.δβ. και το Διδακτορικό του στην Οικονομετρία. Ενώ
σπούδαζε εργαζόταν σέ Τρά- ζες στην Ελλάδα και ... περιοδικά πάνω σέ
θέματα θεωρητικής και έφαρμοσμένης Οικονομετρίας.
proxy variable = υποκατάστατη μεταβλητή - Lexilogia Για χρήση σε
οικονομικά/οικονομετρικά κείμενα, το proxy variable έχει ... επίσημα από
την Τράπεζα της Ελλάδος "υποκατάστατη μεταβλητή".
SemiFind.gr - Σεμινάριο E-Learning: Εφαρμογές Οικονομετρίας στα
...Οικονομετρία αποτελεί ένα σύγχρονο εργαλείο ανάλυσης των
οικονομικών και ... -χρησιμοποιώντας εμπειρικά δεδομένα – τις
θεωρητικές σχέσεις που προτείνει η ...
Technika chronika - Τόμος 48,Τεύχη 1-8 - Σελίδα 71 1979 - Μπορούν, να
υπάρξουν γενικές θεωρητικές διατυπώσεις, γιατί ή μία ή άλλη διάρθρωση
της παραγωγής, οδηγεί σε ... από τα αναλυτικά μας εργαλεία
(οικονομετρικά και άλλα); Μην ξεχνάμε ότι αυτά δεν είναι «αθώα» από
ιδεολογικές επιρροές».
To βιβλίο Θεωρητική Οικονομετρία Τομος Γ' Θέματα Οικονομετρίας
στις καλύτερες τιμές της αγοράς. Χαμηλά μεταφορικά. Παράδοση στο
χώρο σας με ...
Vivliographikos hodēgos ... - Σελίδα 130 1981 - ΓΚΑΜΑΛΕΤΣΟΣ, θ.,
Εφηρμοσμένη Οικονομετρία. Τόμος Α' . Α1972, Παπαζήσης. 96 ο.
(03748). - Θέματα Οικονομετρίας. Π[;], Καραμπερό- πουλος (03749). -
Θεωρητική Οικονομική. Τόμος Α' . Α 1974, Παπαζήσης. 480 σ. (03750). -
Θεωρητική ...
ΑΔΑ: ΒΙΚΖ469Β7Α-ΒΟ0 17 Μαρ 2014 - Αναπλ. Καθηγητής
Μικροοικονoμία, Εφαρμοσμένη και Θεωρητική Οικονομετρία, ...
Μακροοικονομία, Θεωρητική Οικονομετρία, Μαθηματική.
Ανοικτό Πανεπιστήμιο Κύπρου - Open University of Cyprus
...ΓΝΩΣΤΙΚΕΣ ΠΕΡΙΟΧΕΣ. Γνωστικό αντικείμενο: «Εφαρμοσμένη και
Θεωρητική Οικονομετρία». Επιβλέπουσα: Αναπληρώτρια Καθηγήτρια
κα Χριστίνα Χρίστου, ...
Βενέτης Ιωάννης | Τμήμα Οικονομικών Επιστημών Κύρια ερευνητικά
ενδιαφέροντα: (α) Θεωρητική Οικονομετρία με έμφαση σε θέματα μη-
στασιμότητας και μη-γραμμικότητας σε υποδείγματα χρονολογικών
σειρών, ...
90

ΒΙΟΓΡΑΦΙΚΟ ΣΗΜΕΙΩΜΑ Μετάφραση αυτής της σελίδας της


εφαρμοσμένης και θεωρητικής χρηματοοικονομικής Οικονομετρίας
(ultra-high ... Στατιστική, (Εφαρμοσμένη, Θεωρητική και
Χρηματοοικονομική) Οικονομετρία,.
Γραμμική παλινδρόμηση - ΤΕΙ Δυτικής Μακεδονίας Η Οικονομετρία
χωρίζεται σε δύο μεγάλους κλάδους: – Τη Θεωρητική Οικονομετρία. –
Την Εφαρμοσμένη οικονομετρία. • Η Θεωρητική Οικονομετρία
διερευνά:.
Δήμητρα Κυριακοπούλου ΕΡΕΥΝΗΤΙΚΑ ΕΝΔΙΑΦΕΡΟΝΤΑ:
Θεωρητική Οικονομετρία. Ανάλυση Χρονοσειρών. Ποσοτικές
Εφαρμογές στα Χρηματοοικονομικά. ΤΙΤΛΟΣ ΔΙΔΑΚΤΟΡΙΚΗΣ ...
Διατριβή: Σουμπετεριανή θεωρία, τεχνολογική αλλαγή και ελληνική
...Διατριβή: Σουμπετεριανή θεωρία, τεχνολογική αλλαγή και ελληνική
οικονομία: μια θεωρητική και οικονομετρική διερεύνηση - Κωδικός:
16335 ...
Εισαγωγή στην Οικονομετρία από Κ Βαλάκου - 2015 που έχουν
αναπτυχθεί από την Θεωρητική Οικονομετρία κα αφορά είτε τη
σημαντικότητα μιας συγκεκριμένης θεωρίας είτε την επιλογή μεταξύ
ανταγωνιστικών ...
Επισκοπησεισ Δεκαετιων Του "αρχειου"τομων Α'μ' (1921-1960) Κατά τα
τελευταία εΐκοσιν έτη, ή θεωρητική οικονομική έκαμε τόσας
επαναστατικά; προόδους, τών οποίοι πάντες σχεδόν οί ... Κίς όλα τά πεδία
αί οικονομετρικά! και στατιστικαί σπουδαί επεκτείνουν και διευρύνουν
τήν Κευνσια- νην έπανάστασιν.
Εφαρμοσμένη οικονομετρία - Τμήμα Οικονομικών Επιστημών
Εφαρμοσμένη οικονομετρία, PDF · Εκτύπωση · E-mail ... Αντικείμενο
του μαθήματος της Εφαρμοσμένης Οικονομετρίας είναι η ανεύρεση της
... από μέλη διδακτικού προσωπικού με σημαντικές θεωρητικές και
εμπειρικές γνώσεις στη σύγχρονη ...
ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ Τ. Β' ΣΥΝΑΡΤΗΣΕΙΣ
ΠΑΡΑΓΩΓΗΣ ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ Τ. Β'
ΣΥΝΑΡΤΗΣΕΙΣ ΠΑΡΑΓΩΓΗΣ ... 22,82€. ΘΕΩΡΗΤΙΚΗ
ΟΙΚΟΝΟΜΕΤΡΙΑ Τ. Γ' · ΓΚΑΜΑΛΕΤΣΟΣ ΘΕΟΔΩΡΟΣ. 1. 2. 3. 4. 5.
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ (ΔΕΥΤΕΡΟΣ ΤΟΜΟΣ) /
ΓΚΑΜΑΛΕΤΣΟΣ ...ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ (ΔΕΥΤΕΡΟΣ
91

ΤΟΜΟΣ). Το περιεχόμενο του τόμου αυτού αποτελεί μέρος της


διδασκόμενης ύλης στους τελειοφοίτους σπουδαστές ...
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ (ΠΡΩΤΟΣ ΤΟΜΟΣ) /
ΓΚΑΜΑΛΕΤΣΟΣ Γ ...
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ (ΠΡΩΤΟΣ ΤΟΜΟΣ). Το περιεχόμενο
του τόμου αυτού αποτελεί μέρος της διδασκόμενης ύλης στους
τελειόφοιτους σπουδαστές του ...
θεωρητικη οικονομετρια ιι / μανωλη δρεττακη Δημιουργός/οι,
ΔΡΕΤΤΑΚΗΣ, ΜΑΝΩΛΗΣ. Τίτλος, ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ ΙΙ /
ΜΑΝΩΛΗ ΔΡΕΤΤΑΚΗ. Γλώσσα, ΕΛΛΗΝΙΚΗ ...
Θεωρητική Οικονομετρία Τόμος Α΄ - ΓΚΑΜΑΛΕΤΣΟΣ ΘΕΟΔΩΡΟΣ
To βιβλίο Θεωρητική Οικονομετρία Τόμος Α΄ στις καλύτερες τιμές της
αγοράς. Χαμηλά μεταφορικά. Παράδοση στο χώρο σας με αντικαταβολή!
Θεωρητική Οικονομετρία Τομος Γ' Θέματα Οικονομετρίας
...Οικονομετρίας_p-368...
Θωμάκος Δ. - MBA AUEB ... με ειδίκευση στην Θεωρητική και
Εφαρμοσμένη οικονομετρία. Η ερευνητική του δραστηριότητα
επικεντρώνεται στην χρηματοΟικονομετρία και Εφαρμοσμένη ...
Ιωάννης Α. Βενέτης - Google Sites (α) Θεωρητική Οικονομετρία
χρονοσειρών με έμφαση στις μοναδιαίες ρίζες, δομικές μεταβολές στην
τάση, παραμετρικά μη-γραμμικά υποδείγματα (τύπου ...
Οικονομετρία - Βιβλία - Skroutz.gr Βιβλία για την κατηγορία
'Οικονομετρία'. ... Οικονομετρικά υποδείγματα και εφαρμογές με το
EVIEWS · 0. 0. ISBN: 9605160463 ... Θεωρητική Οικονομετρία.
ΟΙΚΟΝΟΜΕΤΡΙΑ I 1 Εισαγωγή στα Οικονομετρικά Υποδείγματα Είδη
Οικονομετρικών Υποδειγμάτων. ... Γ) Γ. ΧΡΗΣΤΟΥ 'ΕΙΣΑΓΩΓΗ ΣΤΗΝ
ΟΙΚΟΝΟΜΕΤΡΙΑ ΤΟΜΟΣ ΙΙ' ΣΕΛ.3-10.
Οικονομετρία Βιβλία απο Γκαμαλέτσος Θεόδωρος Γ. ebooks.gr
Οικονομετρία Βιβλία απο Γκαμαλέτσος Θεόδωρος Γ. | ebooks.gr. ...
Θεωρητική Οικονομετρία. Συγγραφέας, : Γκαμαλέτσος, Θεόδωρος Γ.
Εκδόσεις, : Σταμούλη ...
ΟΙΚΟΝΟΜΕΤΡΙΑ Οικονομετρία: Κλάδος της οικονομικής επιστήμης
που εφαρμόζει τις. μεθόδους της ..... Η Θεωρητική Οικονομετρία έχει ως
αντικείμενο την ανάπτυξη της.
92

Οικονομετρικη Αναλυσισ Του Εξωτερικου Εμπορικου Τομεωσ Τησ


Ελλαδοσ ...Έφ' δσον, ώς ελέχθη, ή Οικονομετρία άντλεΐ τό προς £Ρευν*
^ό^ΐ μενον άπό τήν ο'.κονομικήν θεωρίαν, είναι φυσικόν ή ... Πρ*Υ^ 0$,
δος ούτος τής οικονομικής είναι μία πλουσία πηγή θεωρητικών υ όποΐαι
δύνανται νά διατυπωΟοΰν υπό μορφήν ...
Σουμπετεριανή θεωρία, τεχνολογική αλλαγή και ελληνική οικονομία: μια
...από Π Μιχαηλίδης - 2006 ... θεωρία, τεχνολογική αλλαγή και ελληνική
οικονομία: μια θεωρητική και οικονομετρική ... Γερμανική Ιστορική
Σχολή; Επιρροές; Κλαδική ανάλυση; Οικονομετρία.
Συγκρισισ Αποψεων Παλαιοτερων Και Συγχρονων Συγγραφεων Περι
Σταδιου ...... της προσπάθειας αύτής επιλογής, έφ' δσον δλαι «ί θεωρίαι και
δλα τά σύγχρονα οικονομετρικά υποδείγματα βασίζονται επί τής ... Ή
θεωρητική σύλληψις τοΰ δευτέρου αύτοϋ σταδίου, άπδ τδν Βϋοΐιει·,
βασίζεται είς μεγαλύτερον βχθμδν άπδ τδ ...
Συμεωνίδης Σπυρίδων - Αναπληρωτής Καθηγητής Ερευνητικά
ενδιαφέροντα: Θεωρητική Οικονομετρία, Οικονομετρικές Εφαρμογές,
Ανάλυση Χρονολογικών Σειρών, Χρηματοοικονομική ανάλυση.
Επαγγελματική ...
Χρησιμοτησ Και Αδυναμιαι Τησ Οικονομετρικησ Αναλυσεωσ - Σελίδα
815 -διαφέρον. Κατά τον ΤίπΙηβΓ 8 ή θεωρητική οικονομική, ανήκει μεν
εις τήν κατηγορία. ... 'Ετκ τοϋ όριαμοΰ αυτού προκύπτει δτι ή
Οικονομετρία συνδυάζει τήν οίκονομικήν θεωρίαν, τήν μαθηματικήν
οίκονομικήν και τήν στα- τιστίκήν άνάλυσ'.ν.

Εφηρμοσμένη οικονομετρία- Applied Econometrics

Applied Econometric Techniques - All Chapters - University of Leicester


Applied Econometric Techniques - All Chapters. Introduction · 1. Review
of the General Linear Model · 2. Maximum Likelihood Estimation · 3.
Time series ...
Applied Econometrics - Newcastle University Business School ...17 Νοε
2016 - We also focus on the study of methodological issues in Applied
Econometrics using Econometric theory and computer simulation
analysis.
93

Applied Econometrics - Unifr Applied Econometrics. Autumn semester


2016 (AS 2016) Wednesday: 10:15 - 13:00. Location: Pérolles 21 (see the
schedule in the course description)
Applied Econometrics - University of Warwick 28 Φεβ 2017 - Principal
Aims. The course aims to provide students with important skills which are
of both academic and vocational value, being an essential ...
Applied Econometrics - UvA Course catalogue - Course description This
course is about regression analysis, which in Applied economics is a
powerful tool to analyse empirical relationships. First, estimation and
testing of the ...
Applied Econometrics (Εφαρμοσμένη οικονομετρία) | Athens
...Applied Econometrics (Εφαρμοσμένη οικονομετρία). url:
https://eclass.aueb.gr/courses/DEOS238/. code: DEOS238. teachers:
BILIAS YANNIS. access:.
Applied Econometrics | Department of Economics Software packages for
Econometric analysis. Types of models and data. Econometric
modelling. Applications to households: demand analysis. Applications
to ...
Applied Econometrics | Public 'Applied Econometrics' takes an intuitive,
hands-on approach to presenting modern Econometrics. Wide-ranging yet
compact, the book features extensive ...
Applied Econometrics | Social Sciences: Economics | University of
...Learn more about the Applied Econometrics Undergraduate module
within Economics at the University of Southampton.
Applied Econometrics | Teaching | Lehrstuhl für Statistik und ...4 Απρ
2017 - In Winter term 2016/2017 the lecture and the seminar "Applied
Econometrics" (B.Sc. Economics) will be offered by E. Gevrek and R.
Applied Econometrics and International Development - USC APPLIED
ECONOMETRICS AND INTERNATIONAL DEVELOPMENT.
Congratulations for the 10th Birthday of the Journal: For the period 2001-
2010 the journal ...
Applied Econometrics Home Page - Nabe.com pplied Econometrics. Has
it been a few years since you brushed up on your Econometrics? Stay at
the top of your game - enroll in NABE's Applied ...
94

Applied Econometrics I 6 Credits - Carnegie Mellon ...Course Number:


94-834. Applied Econometrics I. Units: 6. This course introduces students
to Applied Econometric analysis, focused on the basic and most ...
Applied Econometrics: Econ 508 This course is intended to be an
introduction to specification, estimation, prediction, and evaluation of
Econometric models. After a brief review of some aspects ...
Applied Econometrics: EUR.nl - Erasmus Universiteit Rotterdam
Applied Econometrics. This course provides students with necessary
empirical skills. The course aims at preparing students to adequately
analyze data ...
Applied Econometrics: Mostly Harmless Big Data | Economics | MIT
...This course covers empirical strategies for Applied micro research
questions. Our agenda includes regression and matching, instrumental
variables, ...
BiblioNet : Εφαρμοσμένη οικονομετρία / Τσιώνας, Ευθύμιος Γ
Εφαρμοσμένη οικονομετρία / Τσιώνας, Ευθύμιος Γ. Η Εφαρμοσμένη
οικονομετρία δεν είναι παρά μια υγιής σχέση ανάμεσα στην
πραγματικότητα των οικονομικών ...
Chair of Applied Econometrics - Utrecht University School of ...The
general goals of the chair of Applied Econometrics, are to further advance
and profile U.S.E.'s teaching and research towards high quality
multidisciplinary ...
D̲alnka, d̲alnka (kymata, kymata): hē martyria henos Tourkou ...Sophia
Iordanidou - 1998 - επιστημη και λογοτεχνία (συλλογή δοκιμίων για τη
φιλοσοφία, την επιστήμη και την αισθητική). - Επιλεγμένες τεχνικές
μελέτες (συλλογή μελετών στον εμπειρικό τομέα και στην Εφαρμοσμένη
οικονομετρία). «Ο Μυστικός Δείπνος τον Ντα Βίντσι» ...
Econometrics I: Applied Econometrics - NYU Stern This is an
intermediate level, Ph.D. course in Applied Econometrics. Topics to be
studied include specification, estimation, and inference in the context of
models ...
Economics & Applied Econometrics (M.S.) | Lerner | University of ...The
M.S. in economics and Applied Econometrics includes
theory/Econometrics courses and a range of electives, including
development, regulation, and more.
95

Economics/Applied Econometrics, 7.5 c , Studentportalen - Uppsala


...Economics/Applied Econometrics, 7.5 c. Current semester - Spring
2017. Economics/Applied Econometrics, 7.5c 100% DAG NML, Spring
2017 ...
Enkyklopaideia Domē enchrōmē: holes hoi gnōseis gia holous
Οικονομετρία. Διεθνής. όρος. πλασμένος. άπό τά ελληνικά (σωστότερο θά
ήταν οίκο- νομομετρία) γιά τόν χαρακτηρισμό κλάδου τής οικονομικής
επιστήμης, ό όποιος εφαρμόζει τις μεθόδους τής ... αντίθετα, μιλάμε γιά
«Εφαρμοσμένη οί.
Essays on Applied panel data Econometrics από I Polycarpou - 2015
Δοκίμια στην Εφαρμοσμένη οικονομετρία των δεδομένων πάνελ ... πλέον
σύγχρονες οικονομετρικές μεθόδους να αναλυθούν οι διαφορετικές
πτυχές της διακριτής ...
International Association for Applied Econometrics | International
...International Association for Applied Econometrics. IAAE is pleased to
announce that the 2018 IAAE Annual Conference will take place in
Montreal, Canada in ...
Journal "Applied Econometrics"APPLIED ECONOMETRICS.
Published since 2006, frequency - 4 issues per year. ISSN 1993-7601. The
journal publishes papers in the fields of theoretical and ...
Journal of Applied Econometrics - Wiley Online Library Bi-monthly
journal on the application of Econometric techniques to a wide variety of
problems in economics. Contains links to abstracts and full papers, and
to ...
Journal of Applied Econometrics Data Archive The Journal of Applied
Econometrics takes no responsibility for the accuracy of any data,
computer programs, or other material provided by authors and posted ...
Journal of Applied Econometrics on JSTOR The Journal of Applied
Econometrics is a bi-monthly international journal which publishes
articles of high quality dealing with the application of existing as...
MA στην Εφαρμοσμένη οικονομετρία και πρόβλεψης, Lisboa ... - Master
MA στην Εφαρμοσμένη οικονομετρία και πρόβλεψης de ISEG - Lisbon
School of Economics & Management , .Αποκτείστε όλες τις πληροφορίες
για το προγράμμα ...
96

Master of Applied Econometrics - Courses and Programs - The ...Master


of Applied Econometrics (MAppEmet(#32)) ... View the Course list for
courses that can be studied as part of the Master of Applied Econometrics.
Master of Applied Econometrics — Melbourne Business School The
Master of Applied Econometrics at University of Melbourne combines
coursework and research to teach you how to make economic decisions in
a ...
Master of Applied Econometrics (3822) - Postgraduate Course ...2016
Postgraduate Handbook entry for Master of Applied Econometrics (3822),
managed by the the Faculty of Business and Economics.
Minor Applied Econometrics: A Big Data Experience for All minor
Applied Econometrics: A Big Data Experiene for All. An excellent
opportunity to experience Econometrics The Department of
Econometrics & Operations ...
Nea estia - Τεύχη 1103-1108 - Σελίδα 832 1973 - ... ΔΕΛΤΙΟΝ □ Βιοτεχνία
— ΟΙκοδομαΙ— Ναυτιλία— Βιομηχανία { ΓΚΑΜΑΛΕΤΣΟΓ
ΘΕΟΔΩΡΟΙ* Γ. «'Εφηρμοσμένη Οικονομετρία». Τόμο; Α' ...
Αρχιτεκτονική — Εφαρμοσμένες τέχνες — Εικαστικές τέχνες —
Βιομηχανικό σχέδιο — Γραφικές τέχνες.
Nea Hestia - Τόμος 93 - Σελίδα 833 1973 - 3223.136 ΒΙΒΛΙΟΓΡΑΦΙΚΟΝ
ΔΕΛΤΙΟΝ Βιοτεχνία— ΟίκοδομαΙ— Ναυτιλία— Βιομηχανία
ΓΚΑΜΑΛΕΤΣΟΓ ΘΕΟΔΩΡΟΓ Γ. «Έφηρμοσμένη Οικονομετρία». Τόμο;
Α'. ... Αρχιτεκτονική — "Εφαρμοσμένες τέχνες — Εικαστικές τέχνες —
Βιομηχανικό ...
Oikonomikos tachydromos - Τόμοι 2243-2247 - Σελίδα 99 1997 - Το 1987
έγινε μέλος του διδακτικού προσωπικού στο Πρόγραμμα Εφαρμοσμένων
και Υπολογιστικών Mαθηματικών, ενώ από το ... Σπούδασε στο
Πανεπιστήμιο του Manchester Οικονομικά και Οικονομετρία, από το
οποίο πήρε πτυχίο το 1979.
Opanotes.gr • Προβολή Δ. Συζήτησης - Εφαρμοσμένη οικονομετρία
(1807) 8 Απρ 2011 - Ευρετήριο Δ. Συζήτησης » Οικονομικό Πανεπιστήμιο
Αθηνών » Τμήμα Οικονομικής Επιστήμης » 8ο εξάμηνο » Εφαρμοσμένη
οικονομετρία ...
Prosopikotētes apo ton politiko kosmo tēs Hellados: archēgoi ...Koula
Papadakē-Kakarē - 1975 - Ε.), από την όποια πήρε το πτυχίο Β.δΟΙ. και
μετά το πτυχίο Μ.δβ. και το Διδακτορικό του στην Οικονομετρία. Ενώ
97

σπούδαζε εργαζόταν σέ Τρά- ζες στην Ελλάδα και ... περιοδικά πάνω σέ
θέματα θεωρητικής και έφαρμοσμένης Οικονομετρίας.
QNT301-Εφαρμοσμένη οικονομετρία - Τμήμα Οικονομικών Επιστημών
Εξάμηνο: Β΄. Διδάσκων: Δημήτριος Μόσχος. Σκοπός: Το μάθημα
επικεντρώνεται στη χρήση οικονομετρικών μεθόδων, για την εμπειρική
ανάλυση συγκεκριμένων ...
Tachydromos - Τεύχη 36-39 - Σελίδα 57 1991 - ΕΙΔΙΚΟΤΗΤΕΣ: •
Διοίκηση Επιχειρήσεων ο Μarketing • Λογιστικά και Χρηματοοικονομική
Ανάλυση • Οικονομετρία ο Διεθνή ... Χημεία/Μηχανική • Εφαρμοσμένα
Μαθηματικά ο Στατιστική • Επιχειρησιακή Ερευνα ο Εφαρμοσμένη
Φυσική • Χημεία ο ...
The State of Applied Econometrics-Causality and Policy Evaluation από
S Athey - 2016 - Γίνεται αναφορά σε 12 - 3 Ιουλ 2016 - We focus on three
main areas, where in each case we highlight recommendations for Applied
work. First, we discuss new research on ...
Vivliographikos hodēgos ... - Σελίδα 130 1981 - Εφαρμοσμένη
οικονομική θεωρία και πολιτική. Α1977, Παπαζήσης. 344 σ. (03739). -
Κριτική ανάλυση τής θεωρίας τοϋ ... ΓΚΑΜΑΛΕΤΣΟΣ, θ., Εφηρμοσμένη
Οικονομετρία. Τόμος Α' . Α1972, Παπαζήσης. 96 ο. (03748). - Θέματα
Οικονομετρίας.
Επιλογή Φοιτητών : Εφαρμοσμένη οικονομετρία | Ανακοινώσεις
...Επιλογή Φοιτητών : Εφαρμοσμένη οικονομετρία. Στην κατηγορία
Οικονομικών Επιστημών. Επιλογή φοιτητών OIK4102 «Εφαρμοσμένη
οικονομετρία»: econ3105 ...
Εφαρμοσμένες τεχνικές οικονομετρικής προβλεψιμότητας στις ...από Ν
Γεόμελος - 2012 Ειδικότερα, τα τελευταία χρόνια η ανάπτυξη της
εφαρμοσμένης οικονομετρίας παρέχει αρκετά εργαλεία, ώστε να
προσεγγιστεί με τον ορθολογικότερο τρόπο, ...
Εφαρμοσμένη οικονομετρία - www.dardanosnet.gr Ανδρέας Κιντής.
Εφαρμοσμένη οικονομετρία. Μεθοδολογικά και άλλα σημαντικά θέματα.
Εκδόσεις: Gutenberg. Τιμή καταλόγου: €19,11. Τιμή: €17,20 και
δωρεάν ...
Εφαρμοσμένη οικονομετρία - Τμήμα Κοινωνιολογίας - Πάντειο
...Εφαρμοσμένη οικονομετρία. Κατηγορία: Προπτυχιακά Εξάμηνο: ΣΤ
Τομέας: Κατηγορία: Μάθημα Χαρ.: Υπ./Ε. Διδακτικές Μονάδες: 4.
Διδάσκων: Καραγάνης ... λέσματα (0,41 δευτερόλεπτα)
98

Εφαρμοσμένη οικονομετρία - Τμήμα Οικονομικών Επιστημών


Αντικείμενο του μαθήματος της Εφαρμοσμένης Οικονομετρίας είναι η
ανεύρεση της κατάλληλης οικονομετρικής μεθόδου για την εκτίμηση
ενός οικονομικού ...
Εφαρμοσμένη οικονομετρία | Public Βρες εδώ το βιβλίο Εφαρμοσμένη
οικονομετρία - Συγγραφέας: Κιντής Ανδρέας Α...
Εφαρμοσμένη οικονομετρία | Skroutz.gr Τιμές καταστημάτων και
απόψεις χρηστών για το βιβλίο 'Εφαρμοσμένη οικονομετρία'.
Εφαρμοσμένη οικονομετρία | Τμήμα Οικονομικών Επιστημών
Εισαγωγικά. Το απλό υπόδειγμα παλινδρόμησης. Το πολλαπλό υπόδειγμα
παλινδρόμησης. Το πολλαπλό υπόδειγμα παλινδρόμησης: έλεγχος
υποθέσεων και ...
Εφαρμοσμένη οικονομετρία I - Open Courses Εφαρμοσμένη
οικονομετρία I. Ο στόχος του μαθήματος είναι να εξοικειώσει και να
διδάξει στους φοιτητές την αξιόπιστη εφαρμογή του βασικού
οικονομετρικού ...
Εφαρμοσμένη οικονομετρία Ι - UNIVERSITY STUDENTS SYSTEM
Κωδικός: ΛΧ3008. Τμήμα: Τμήμα Λογιστικής και Χρηματοοικονομικής.
Τίτλος: Εφαρμοσμένη οικονομετρία Ι. Κατεύθυνση:
Χρηματοοικονομικής και Ασφαλιστικής.
Εφαρμοσμένη οικονομετρία Μάθημα, Εφαρμοσμένη οικονομετρία.
Kωδικός αριθμός μαθήματος: ΟΚ2700. Tύπος μαθήματος: Επιλογής.
Eπίπεδο μαθήματος: Προπτυχιακό. Έτος σπουδών:.
Εφαρμοσμένη οικονομετρία στη - ECONOMICS - 165 - Course Hero
Εφαρμοσμένη οικονομετρία στη θεωρία παραγωγής Εκτίμηση
υποδείγματος χωρίς περιορισμούς. Dependent Variable: LTC Method:
Least Squares Sample: ...
Εφαρμοσμένη οικονομετρία Τόμος Α΄ Ανάλυση της Ζήτησης ...To
βιβλίο Εφαρμοσμένη οικονομετρία Τόμος Α΄ Ανάλυση της Ζήτησης στις
καλύτερες τιμές της αγοράς. Χαμηλά μεταφορικά. Παράδοση στο χώρο
σας με ...
η-Τάξη Πανεπιστημίου Πειραιώς | ΘΕΜΑΤΑ ΕΦΑΡΜΟΣΜΕΝΗΣ
...ΘΕΜΑΤΑ ΕΦΑΡΜΟΣΜΕΝΗΣ ΟΙΚΟΝΟΜΕΤΡΙΑΣ. Χρήστος
Αγιακλόγλου ...Τάξη Πανεπιστημίου Πειραιώς | ΘΕΜΑΤΑ
ΕΦΑΡΜΟΣΜΕΝΗΣ ΟΙΚΟΝΟΜΕΤΡΙΑ... logo ...
99

Κατρακυλίδης Κωνσταντίνος | Σχολή Οικονομικών και Πολιτικών


...2/2013-Σήμερα: Καθηγητής στην Εφαρμοσμένη οικονομετρία, Τμήμα
Οικονομικών Επιστημών, Α.Π.Θ.. Διδασκόμενα μαθήματα προπτυχιακού
κύκλου σπουδών ...
Μάθημα [800005]: ΜΑΘΗΜΑΤΙΚΑ I - Εύδοξος Βιβλίο [12582312]:
Εισαγωγή στην οικονομετρία - Ενιαίο, Χρήστου Γεώργιος Κ.
Λεπτομέρειες ... Μάθημα: ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ.
Εξάμηνο 6 ...
Οδηγός Μηχανογραφικού 2015 - Αποτέλεσμα Google Books Παναγιώτης
Καρκατζούλης, Νικήτας Σπυρόπουλος - 2015 - Education
ΟΙΚΟΝΟΜΕΤΡΙΑ Οικονομετρία: Κλάδος της οικονομικής επιστήμης που
εφαρμόζει τις. μεθόδους της ..... Η Εφαρμοσμένη οικονομετρία
χρησιμοποιεί τις μεθόδους της. θεωρητικής ...
Παλαιότερα Θέματα: Εφαρμοσμένη οικονομετρία – ΔΑΠ
ΟΙΚΟΝΟΜΙΚΟΥ 14 Σεπ 2016 - Διέδωσε τα νέα... Share on Facebook
Tweet about this on Twitter Share on LinkedIn Email this to someone
Share on Google+ Print this page ...
Συγκρότηση Επταμελούς Επιτροπής για θέση Αν. Καθηγητή στην ...25
Φεβ 2015 - Συγκρότηση Επταμελούς Επιτροπής για θέση Αν. Καθηγητή
στην «Εφαρμοσμένη οικονομετρία». Κατά την 302η/25-10-13 Συνέλευση
του ...
τα)
ΤΕΙ Ηπείρου - Τμήμα Λογιστικής και Χρηματοοικονομικής ...Αρχική
Σελίδα · ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ; Έγγραφα.
ΕΦΑΡΜΟΣΜΕΝΗ ΟΙΚΟΝΟΜΕΤΡΙΑ. Έγγραφα. Αρχικός κατάλογος ·
Τύπος · Όνομα Κάτω, Μέγεθος ...
Τμήμα Αγροτικής Ανάπτυξης:: Εφαρμοσμένη οικονομετρία Όνομα
μαθήματος: Εφαρμοσμένη οικονομετρία Κατεύθυνση Τύπος μαθήματος
Διαχείρισης Φυτικής Παραγωγής -Φυτοπροστασίας && Περιβάλλοντος
Αγροτικής ...
Τμήμα Αγροτικής Ανάπτυξης:: Εφαρμοσμένη οικονομετρία Όνομα
μαθήματος: Εφαρμοσμένη οικονομετρία Κατεύθυνση Τύπος μαθήματος
Διαχείρισης Φυτικής Παραγωγής -Φυτοπροστασίας & Περιβάλλοντος
Αγροτικής ...
100

Τμήμα Οικονομικών Μαμουνέας Θεοφάνης, Καθηγητής, Εφαρμοσμένα


Οικονομικά, Οικονομετρία και Δημόσια Οικονομικά, Υποδομή R&D,
Εξωτερικότητες και Παραγωγικότητα.

Pawel Ciompa and the meaning of Econometrics

Pawel Ciompa and the meaning of Econometrics: A comparison of two


concepts. Karl-Friedrich Israel GRANEM, Universitι d’Angers
septembre 2016

Document de travail du GRANEM n° 2016-06-052 Pawel Ciompa and


the meaning of Econometrics: A comparison of two concepts Karl-
Friedrich Israel Document de travail du GRANEM n° 2016-06-052
septembre 2016.

Classification JEL : B23, B31, B53, C10 Mots-clιs : economιtrie, Pawel


Ciompa, Ragnar Frisch, ιconomie autrichienne.

Keywords: Econometrics, Pawel Ciompa, Ragnar Frisch, Austrian


economics.

Rιsumι : Une comparaison entre la conception de l'economιtrie par Pawel


Ciompa et la conception moderne selon Ragnar Frisch et les autres
membres de la Sociιtι d’economιtrie est prιsentιe dans cet article. Ciompa
est le premier ιconomiste ΰ avoir utilisι et dιfini le terme allemand «
Oekonometrie » en 1910, seize ans avant Frisch, qui a introduit le terme
ιquivalent « economιtrie » en franηais. Ciompa concevait l'economιtrie
comme entiθrement descriptive, comme un ensemble d'outils dιdiιs ΰ la
transmission d'informations dans le domaine de la comptabilitι. Frisch, en
revanche, considιrait l'economιtrie comme une approche quantitative ΰ la
thιorie ιconomique, c’est-ΰ-dire comme l’unification de la thιorie
ιconomique avec les mιthodes statistiques et mathιmatiques. Une
justification de l'usage de cette derniθre conception requiert des
considιrations d'ordre mιthodologiques et ιpistιmologiques, alors que
l’application de la conception de Ciompa est seulement une question de
style et d'exposition. Il manque cependant une justification satisfaisante
pour l'usage de la conception de l'economιtrie moderne, notamment ΰ la
lumiθre des critiques ιmises par les ιconomistes dits Autrichiens. Leur
argument principal, qui avance que le principe de constance n’est pas
satisfait en ιconomie, est illustrι ici par une simulation informatique. J'en
101

conclus que l’economιtrie moderne devrait renouer avec sa nature


descriptive telle que Ciompa lui avait attachιe au dιpart.
Abstract: Pawel Ciompa’s conception of Econometrics is compared with
the modern mainstream interpretation of the term that originated with
Ragnar Frisch and other members of the Econometric Society. Ciompa
was the first to use the German language term “Oekonometrie” in 1910,
sixteen years prior to Frisch, who used the French equivalent
“economιtrie”. Ciompa conceived of Econometrics as being entirely
descriptive. He considered it to be a set of tools for facilitating the
conveyance of information in the field of accounting. In contrast, Frisch
regarded it as a quantitative approach to economic theorizing, i.e. as the
unification of economic theory, mathematics and statistics. A justification
for applying the latter conception of Econometrics requires
methodological and epistemological considerations, whereas applying the
former conception is merely a matter of style. However, a satisfactory
justification for applying Econometrics in the commonly accepted sense
is lacking, and strong arguments against it have been brought forward
among others by economists of the Austrian School. The argument that the
constancy principle is not satisfied in the field of economics is illustrated
by means of a computer simulation. I conclude that modern Econometrics
should be pushed back towards the descriptive character that Pawel
Ciompa originally attached to the term.
Karl-Friedrich Israel Facultι de Droit, Economie et Gestion Universitι
d’Angers
Pawel Ciompa and the meaning of Econometrics: A comparison of two
concepts Karl-Friedrich Israel Introduction
Pawel Ciompa’s conception of Econometrics seems to be long forgotten,
if it has ever exerted any noteworthy effect on the broader discipline of
economics at all. There is no entry on Ciompa in any of the major English,
French or German language encyclopedias. There is only a very short
entry in the first volume of the third edition of the Polish Wielka
Encyklopedia Powszechna PWN from 1983 (Wiśniewski 2016, p. IX).
Yet, in the more recent editions of its successor, the Wielka Encyklopedia
PWN, the entry on Pawel Ciompa has been removed.1 It is true, his name
is sometimes mentioned when it comes to the origins of the term
“Econometrics”, but usually not more than the equivalent of a brief
footnote is devoted to his work. Not even Ragnar Frisch, the originator of
Econometrics in the modern sense (Bjerkholt 1995), who famously
defined the “new discipline” in 1926, was initially aware of Ciompa’s
work and his use of the same term for something rather distinct some
sixteen years earlier. Frisch has admitted this in a brief note in his journal
Econometrica (Frisch 1936).
102

It was professor Tomasz Lulek of the university of Cracow, who informed


the editor of Econometrica about the fact that the term Econometrics has
already been used and defined by Ciompa in 1910 as the “geometrical
representation of value”,2 which was considered to be closely related to
the principles of accounting. It is interesting to note that Frisch (1936, p.
95) laments:
2 In the German original: „die geometrische Darstellung des Wertes.“
(Ciompa 1910, p. 5) We will go into much more detail in the second
section of this paper.
[(Frisch 1926b)]. Pawel Ciompa seems to emphasise too much the
descriptive side of what is now called Econometrics.
In the above quote, Frisch in effect points to the fundamental difference
between the two conceptions of Econometrics, which shall constitute a
central concern of this paper. Should we think about Econometrics as
being merely descriptive, as Ciompa did, or can we reasonably attach more
to its meaning and scope, following Frisch and the majority of modern
economists?
First of all, Ciompa’s vision of Econometrics is presented in the next
section of this paper, followed by a discussion of Frisch’s conception of
the term, which essentially represents the modern mainstream view.
Thereafter, a central point of criticism against the modern interpretation of
Econometrics from the point of view of Austrian economics is discussed
and illustrated by means of a computer simulation. The lack of constancy
in economics that the Austrians stress, suggests a return to a more
Ciompanian view. It is however important to make clear from the outset
that I do not subscribe to Ciompa’s theory in all its details. The point I
wish
to emphasize and support is that Ciompa thought of economic theory as
being prior to, and more fundamental than, Econometrics, which is based
on economic theory, but does not provide the means to alter it. The paper
ends with some concluding remarks.
Pawel Ciompa’s Conception of “Oekonometrie” Polish economist
Pawel Ciompa (1867-1913) was a professor at the Higher School of
Economics in Cracow and director of accounting at the federal state bank
of Galicia based in Lemberg. The full name of his home region was
Kingdom of Galicia and Lodomeria and the Grand Duchy of Cracow
with the Duchies of Auschwitz and Zator. It was also known as the
Halychyna or Austrian Poland and was part of the dual-monarchic Austro-
Hungarian Empire at that time. Hence, “ruler of Galicia
and Lodomeria” was part of the ceremonial titles of the princes of Hungary.
Today the region
103

belongs partly to Poland and partly to the Ukraine. Its former capital
Lemberg is today called Lviv and part of western Ukraine, whereas Cracow
lies in Southern Poland.
Ciompa published his German language book Grundrisse einer
Oekonometrie und die auf der Nationaloekonomie aufgebaute natόrliche
Theorie der Buchhaltung (Outline of Econometrics and the natural theory
of accounting based on economics, from now on simply referred to as
Grundrisse) in 1910, in which he defended an economic, as opposed to a
juridical, approach to the theory of accounting (Mattessich 2008, p. 270).
In the Grundrisse, one finds the earliest mention and definition of the
term Econometrics, more precisely, its German language equivalent
“Oekonometrie” (also “Okonometrie”), as far as we know. Ciompa
describes the new term vividly:
Just like mechanical, acoustical, dynamic, and other such phenomena in
physics, and mass phenomena in geometry, also economic phenomena
should be represented and displayed following a doctrine, which I envision
as a sort of economographics. This economographics would constitute a
descriptive economics; it would have to be based on economics,
mathematics and geometry. The foremost task of such a doctrine would be
the geometrical representation of value. This part of economographics I
call Econometrics. The practical application of Econometrics to the
mathematical representation of values and their changes would be
accounting. Put differently, Econometrics would then just be the theory of
accounting. [emphasis added]3
Econometrics in Ciompa’s vision, and what it adds to the more general
field of economics, would therefore be strictly descriptive in nature. Its
purpose is to describe and depict the changes and evolution of economic
values. More specifically, he thought of it as being a collection of
mathematical and graphical tools by which we could describe and depict
the evolution of assets and liabilities in business accounting. He further
explains the scientific status of economographics and Econometrics as
follows:
3 All quoted passages from the Grundriss in this paper have been translated
by myself. In the German original (Ciompa 1910, p. 5) we read: Wie die
mechanischen, akustischen, dynamischen und dgl. Erscheinungen durch
die Physik oder wie die Massenerscheinungen durch die Geometrie, so
sollten auch die volkswirtschaftlichen Erscheinungen durch eine Lehre, die
ich mir als eine Art Oekonomographie vorstelle, zur Darstellung gebracht
werden. Diese Oekonomographie waere eine Art darstellende
Nationaloekonomie, sie muesste auf der Nationaloekonomie, Mathematik
und Goemetrie aufgebaut werden. Einer solchen Lehre wuerde dann
104

vor allem die geometrische Darstellung des Wertes zufallen. Diesen Teil
der Oekonomographie nenne ich Oekonometrie. Die praktische
Anwendung dieser Oekonometrie auf die mathematische Darstellung der
Werte und deren Veraenderungen ist dann die Buchhaltung. Umgekehrt ist
dann die Oekonometrie nur die Theorie der Buchhaltung.
In the remainder of the paper, the original German quotations only are
provided, when my English translations are running the risk of becoming
too inaccurate for a proper understanding of what Ciompa actually wrote.
Similar to trigonometry which is a subfield of geometry, Econometrics
would be a subfield of economographics. Accounting and Econometrics
would be related to each other just like mathematics and algebra. (pp. 5-6)
Ciompa considered Econometrics to be the apparatus which we should
use in order to communicate and illustrate information in accounting.
In order to clarify the subject matter of business accounting, and hence of
Econometrics, Ciompa starts the Grundrisse with a brief discussion of
economic value theory and the theory of goods.
Although he is a bit imprecise in his exposition, we find several classical
definitions and wellknown classifications of economic concepts: a good is
simply defined as any means, material or immaterial, that is conducive to
the satisfaction of human wants. Goods are classified into economic goods
that have an exchange value, free goods that have no exchange value, and
services, which are defined as any outflow of human activity that has an
exchange value (Ciompa 1910, pp. 1-2).4 Ciompa points out, that only
economic goods, which according to his own definitions subsume services,
are relevant for business accounting.
Obviously, according to this classification, services are just a subgroup of
economic goods. Technically speaking, the classification is therefore not a
partition. It is not clear why Ciompa mentions services at all on this level
of his classification scheme, but this should not disturb us too much. In the
remainder of the book, he is almost always only referring to economic
goods, which includes services.
Next, Ciompa makes the twofold distinction of value into use value and
exchange value, both of which can be either of subjective or objective
nature.5 From these distinctions he obtains the terms subjective use value
that is assigned to a good in accordance with the subjective importance of
the wants that it satisfies, subjective exchange value, which is assigned to
a good in accordance with the importance of the wants that can be satisfied
by those goods that can be obtained in exchange for it, objective use value
that describes the factual or natural scientific potential of a good to satisfy
wants, and objective exchange value, which is simply the market value or
the price of the good as the result of the subjective evaluations of buyers
and sellers. Ciompa further points out, that value is not inherent in the
good, but contingent on needs, inclinations, the economic situation of the
105

individual, and also the social environment. It is therefore subject to


constant change, and the only way to reliably gain information about the
value of a good is through exchange. It is then the objective exchange value
with which accounting is primarily concerned (p. 4).
What Ciompa defines as the normal value [Normalwert] of a good or
service corresponds to its cost of production. A rent or a profit is earned
whenever the realized objective exchange value on the market exceeds the
normal value. A loss is incurred whenever the realized objective exchange
value is below the normal value of the good. In order to be able to
uniformly quantify and express objective exchange values, profits and
losses, Ciompa has emphasized the importance of money and money
prices. He simply defines money as just another good, and prices as
proportions of values, and here surely means objective exchange values.6
He writes:
This classification scheme is known for example from Ciompa’s fellow
countryman Carl Menger (2007 [1871], pp. 121ff. and 226ff.), but at least
the distinction between use and exchange value has a much longer tradition
in the history of economic thought, for example over Pufendorf (1744) to
the scholastic doctors of the Middle Ages, all the way back to the old
Greeks (Rothbard 2006 [1995], ch. 1; Schumpeter 2006 [1954], part II,
ch. 2).
This is another example of an imprecision in Ciompa’s exposition.
Although, he made the above mentioned distinctions into different kinds
of values, he is in the remainder of his book usually only writing about “the
value” as if there was only one. These inaccuracies notwithstanding, here
again, we might argue that Ciompa follows his countrymen C. Menger and
E. von Bohm-Bawerk, although he is not referencing to them and their
work directly.
The next fundamental distinction that Ciompa makes is between wealth
[Vermogen] and capital [Kapital]. Wealth is understood as the set of all
economic goods that one freely disposes of (p. 9). Wealth turns into capital
if it is put to some productive use. Therefore, capital is understood as
productive wealth, or as the resultant of the “combination of wealth and
labor” (p. 10).7 It is then clear that we might also think about capital as
being a subset of wealth. There can be no capital without wealth, but there
can be wealth without capital.8 Wealth is, in fact, “the basis for all
economic life” (pp. 9-10). Economic life in Ciompa’s vision is composed
of economic actions [wirtschaftliche Handlungen], all of which are
directed towards the use of some economic goods, or some capital, in order
to consume or create new wealth and capital. He is now able to pin down
the proper function of accounting and Econometrics as follows:
In Ciompa’s view, economic life can be broken down into individual
economic actions like the one schematically described in the above
106

quotation. In order to provide an impression of his Econometrics, a brief


presentation of what he called the Econometric Quadrigon, as well as the
wealth and capital accounts that emerge out of it, seems advisable. We take
the numeric example that Ciompa uses himself: V1=-C1=6, v1=-c1=3,
v2=-c2=4 measured in money units K [Krone]. 10 Notice, Ciompa
considered capital to be a negative quantity, hence the minus sign in the
equations, which is intuitively plausible, because capital is the part of the
wealth that is put to productive use, and hence, is used up in the production
processes. We assume an initial wealth endowment of V1=K6, which
corresponds to a potential capital of -C1=K6, from which v1=-c1=K3 is
used up in a hypothetical economic action. Figure 1 illustrates the situation
so far.
The Econometric Quadrigon is always symmetric, as we know it from
balance sheets in modern accounting. Its upper left side captures the initial
wealth of V1=K6, and the upper right side corresponds to the potential
capital -C1=K6. Both are illustrated as six equally shaped rectangles.
Dasselbe geschieht mit dem Kapital dieses Vermogens; im ersten Falle
nimmt es gleichzeitig ab und es verbleibt C2=C1-c1, im zweiten Falle
nimmt es mit dem Vermogen gleichzeitig zu: C3=C2+c2. (Ciompa 1910,
p. 14)
The Krone became the official currency in the Austro-Hungarian Empire
in 1892 when the gold standard was adopted. It replaced the Gulden, which
was defined in terms of silver.
that the action yields new wealth of v2=K4, which corresponds to new
potential capital of –c2=K4. Figure 2 shows the complete Econometric
Quadrigon for this case.
The upper left side in Figure 2 also contains the new wealth, or what we
might call the revenue of the economic action, v2=K4. By symmetry, the
new wealth corresponds to potential capital of -c2=K4, as shown on the
upper right side of the Quadrigon, which is now available for further
economic action.
Figure 1: Ciompa’s Econometric Quadrigon from [Ciompa (1910, Fig.
16b, p. 15)] Figure 2: Ciompa’s complete Econometric Quadrigon
[(Ciompa 1910, Fig. 17, p. 16)]
igure 3: Econometric Quadrigon capturing multiple economic actions
[(Ciompa 1910, Fig. 100, p. 95)] This Quadrigon captures three instances
of revenue generation, ΄΄΄x=K6, ΄΄x=K4, ΄x=K6, as well as three instances
of cost expenditures, x,=K2, x,,=K6, x,,,=K4. The net total in this case
corresponds to K4. In the remainder of Part I [Oekonometrische primδre
Gleichungen und oekonometrische Verhδltnisse] and in Part II
[Oekonometrische sekundδre und tertiδre Gleichungen] of the Grundrisse,
Ciompa elaborates on 11 The two tables correspond to Fig. 21 and Fig. 22
in Ciompa (1910, p. 17).
107

this basic example of an economic action. He adds a couple of


complications, such as variations in the per unit price of goods, or in the
quantity of goods (like losses from inadequate storage), and explains how
these cases enter into his Econometric accounting scheme. Ciompa also
presents an Econometric Quadrigon that captures more than one economic
action of selling and buying certain quantities of a good. The graphical
representation thereby becomes increasingly complicated as illustrated in
Figure 3.
Ciompa emphasizes again, that accounting and Econometrics must be
based on economic theory, and in particular on the economic theory of
value (p. 134).
As pointed out in the introduction of the paper, my purpose is neither to
describe nor to defend Ciompa’s work in every detail. I believe that there
are many shortcomings and inaccuracies in his exposition. However,
without evaluating his doctrine in its specificities, the important point that
merits emphasis is that his conceptions of Econometrics and
economographics are entirely descriptive. They are attempts to build upon
economic theory, without transforming it. Thus, it stands in sharp contrast
to the modern conception of Econometrics, which is discussed next.
Ragnar Frisch and the Modern Conception of Econometrics
The celebrated originator of the modern conception of Econometrics is
Norwegian economist Ragnar Frisch (1895-1973), who was the first
recipient of the Nobel Memorial Prize in 12 Ciompa notes that “the truth
and clarity of our balances is sinking further into a muddy subsoil.
economics together with Dutchman Jan Tinbergen in 1969. Needless to
say, we know much more about the life and work of Ragnar Frisch than
we know of Pawel Ciompa.13
… and political economy, we find a new discipline, which, for lack of a
better name, may be called Econometrics. It is the aim of Econometrics
to subject abstract laws of theoretical political economy or ‘pure’
economics to experimental and numerical verification, and thus to turn
pure economics, as far as possible, into a science in the strict sense of the
word. [emphasis in the original]15 Thus, in stark contrast to Ciompa,
Frisch did not only attempt to add a new layer to the existing body of
economic theory, but sought much more than that. He called for a genuine
transformation of economics into a “science in the strict sense.” The
guiding ideal for his scientific vision of Econometrics is to be found in the
natural sciences, and in particular in physics and astronomy.16 In order to
push this transformation further, Frisch has built upon, and was…inspired
by, the ideas of several renowned economists, among which are Leon
Walras (1834-1910), William Sranley Jevons (1835-1882), Alfred
Marshall (1842-1924), Vilfredo Pareto (1848-1923), Knut Wicksell (1851-
1926), Irving Fisher (1867-1947), and Joseph Schumpeter (1883-14 An
108

English translation of the article has been published in Chipman (1971, pp.
386-423) under the title “On a Problem in Pure Economics”. Having no
access to the volume, quotations have been translated into English by
myself. I follow the same policy of providing the French original only for
passages that are of particular importance. All quotations come from the
republication of the original French article in Metroeconomica in 1957.
15 In the French original, we read:
(Frisch 1930, ch. 1.1, as cited in Bjerkholt and Dupont 2010, p. 57) It
would be false, however, to reduce Frisch’s ideal conception of
Econometrics
to empiricism and little else, although, this is exactly what this particular
statement suggests. In his lectures there are several other references to
Newtonian physics and Einstein’s theory of general relativity.
1950).17 All of these economists were, to a greater or lesser extent, and if
only occasionally, driven by the attempt at formalizing and quantifying
elements of economic theory, such as the concept of utility. 18 Frisch
himself considered the quantification of utility a primary objective of
Econometrics:
… the University of Oslo, cofounder of the Econometric Society and editor
of its journal Econometrica, he refers again to Jevon’s dream of being
“able to quantify at least some of the laws and regularities of economics”,
and claims that, “since the break-through of Econometrics – this is not a
dream anymore but a reality.” (Frisch 1970a, p. 12) What then did the
break-through look like? How did the dream become true?
Schumpeter may of course be seen as the exception. He was not actively
involved in this endeavor in his own writings, but enthusiastically
supported the efforts of his mathematically inclined colleagues.
Schumpeter, together with Frisch and Fisher, was a founding member of
the Econometric Society in 1930 and its president from 1940-1941.
This is what Frisch refers to as the combination of the theoretical-
quantitative
(mathematical model framework) and the empirical-quantitative
(statistical estimation methods) in his editorial comment to the first issue
of Econometrica (Frisch 1933, p. 1). Elsewhere, he describes the general
approach as follows:
The attempt at quantification in Econometrics comprises two aspects of
equal importance. The true unification of these quantitative elements
is the foundation for Econometrics. (Frisch 2013 [1933], Lecture 1)
Thus, in his response to Professor Lulek, Frisch (1936, p. 95) defines
Econometrics as the “unification of economic theory, statistics, and
mathematics”. At the heart of this unification are the underlying axioms
and assumptions that comprise the mathematical model framework. These
109

assumptions can be altered to the discretion of the Econometrician, the


only ultimate restriction being the laws of formal logic It is clear, that
Econometrics in the modern instrumentalist sense is of a completely
different caliber than Ciompa’s Econometrics. Whereas the latter, strictly
speaking, does not attempt to contribute any new theoretical knowledge to
the existing body of economics, but merely tries to illustrate and convey
information based on it, the former concept of Econometrics tries to
change the method of economic reasoning, and therefore the whole nature
of the discipline. Ciompa’s Econometrics is merely a matter of style and
pedagogy and must be judged accordingly. Yet, the transformation of
economics, which Frischian Econometrics strives for, and has to a large
extent successfully brought about, opens itself to all kinds of fundamental
criticisms, and must in fact be defended and justified on methodological
and epistemological grounds. We shall have a closer look at Frisch’s
justification, as well as a critique of his Econometrics from the perspective
of Austrian economics in the next section.
Frisch’s Epistemological Views and the Case for a Purely Descriptive
Econometrics In justifying the theoretical and empirical quantification of
economics, Frisch makes an important claim: “As long as economic theory
still works on a purely qualitative basis without attempting to measure the
numerical importance of the various factors, practically any ‘conclusion’
can be drawn and defended.” (Frisch 1970a, p. 17) This statement suggests
that the instrumentalistEconometric approach to economic analysis as
advocated by Frisch and his numerous intellectual
Now, what are the conclusions that Ragnar Frisch draws from this trivial
mathematical insight? At first, he declares:
It is clear that if the Jacobian [the transformation matrix] […] is singular,
something important happens. In this case the distribution of y1 and y2 in
a (y1y2) diagram is at most one-dimensional, and this happens regardless
of what the individual observations x1 and x2 are - even if the distribution
in the (x1x2) diagram is a completely chaotic distribution. […]
The above simulation examples are just an illustration of the critique that
Austrian economists have leveled against the modern mainstream
conception of Econometrics (Hoppe 1983, 2006 [1993], ch. 10, 2007
[1995], 2010 [1988], ch. 6; Mises 1933, 1962, 2007 [1957]). The essence
of their critique is that inductive statistical methods require some constancy
in the way that perceived causal factors exert their effects, in very much
the same way as the robustness of the empirical finding in the first
simulation example, depended on the constancy of the parameters of
the underlying probability distributions…
In fact, Frisch conceived of Econometrics as being essentially an
approximation. In a letter to F. C. Mills from 21 February 1928, he explains
in a somewhat peculiar manner: We engage in this kind of approximation
110

work without knowing exactly what we are trying to approximate. We


engage seriously in target shooting without having any target to shoot at.
It is not to be confused with the axiomatization in the tradition of the
Austrian school, which came to full fruition in Rothbard (2009 [1962], p.
lvi), who claims:
the purpose of describing human behavior and action. By extension, this is
exactly what Frischian Econometrics tries to approximate. It tries to
accomplish this approximation by mathematically relating some
quantifiable external factors, which it conceives of as the causes, to some
other quantifiable external factors, which are seen as the effects of human
action.
Not the verification or falsification of economic theory, that is, the
generalization of empirical facts, but rather the finding of empirical facts
is the proper role of Econometrics. As long as modern Econometricians
engage in unwarranted generalizations, the “cycles of empiricism and
rationalism” in economics that Frisch (1930) refers to are likely to
continue. Sooner or later those generalizations may yield unsatisfactory
conditions if put into practice, which induces a renunciation from
empiricism, in the same way as deranged theoretical propositions may
induce a return to empiricism. Frisch himself has seen the danger of
Econometrics becoming more of a “playometrics” (Frisch 1970a).
The “new fusion of theory and observation” that Frisch called for could be
found in a purely descriptive Econometrics, that recovers the empirical
facts and problems, which then have to be explained by economic theory.
A particularly important field for Econometrics would then be economic
history (Mises 2007 [1957]). Many of the statistical techniques that modern
Econometricians have developed are completely compatible with such a
more Ciompanian conception of Econometrics. In particular, his broader
conception of economographics as “descriptive economics” could be
developed further into this direction.
Concluding Remarks
In the first part of this paper, Pawel Ciompa’s (1910) concept of a purely
descriptive Econometrics that is closely related to the theory of accounting
has been presented. It is important to notice that Econometrics for Ciompa
was a mere application of economic theory, not a way to develop it further.
In sharp contrast, the modern Frischian conception of Econometrics,
which has been discussed subsequently, calls for a reformulation, even a
genuine
transformation, of economic theory in mathematical and quantifiable
terms.
Schumpeter explains:
Analytic work begins with material provided by our vision of things, and
this vision is ideological almost by definition. It embodies the picture of
111

things as we see them, and wherever there is any possible motive for
wishing to see them in a given rather than another light, the way in which
we see things can hardly be distinguished from the way in which we
wish to see them. (p. 40) Ragnar Frisch was convinced that Econometrics
is in fact a set of tools for solving social and economic problems (Frisch
1944) as it provides the guidelines for economic planning. Having
Pawel Ciompa’s vision of Econometrics and economographics, as a
descriptive economics, in mind, I would suggest that it should rather be
seen as a set of tools for identifying and describing the empirical
manifestations of social and economic problems, nothing more and nothing
less. The solution of these problems, if they are solvable at all, must
ultimately come from reason.

Bibliography

Bjerkholt, Olav. 1995. “Ragnar Frisch: The Originator of


Econometrics.” In Foundations of Modern Econometrics: The Selected
Essays of Ragnar Frisch, ed. Olav Bjerkholt. London: Edward Elgar.
Bjerkholt, Olav, and Ariane Dupont. 2010. “Ragnar Frisch’s Conception
of Econometrics.” History of Political Economy 42(1): 21–73.
Bohm-Bawerk, Eugen von. 1930. The Positive Theory of Capital. New
York: G. E. Stechert and Co.
Chipman, John S., ed. 1971. Preferences, Utility, and Demand: A
Minnesota Symposium. New York: Harcourt Brace Jovanovich.
Ciompa, Pawel. 1910. Grundrisse einer Oekonometrie und die auf der
Nationaloekonomie aufgebaute natiurliche Theorie der Buchhaltung: ein
auf Grund neuer φkonometrischer Gleichungen erbrachter Beweis, dass
alle heutigen Bilanzen falsch dargestellt werden. Lviv (Lemberg): Artur
Goldman.
Evans, Michael K., and Lawrence R. Klein. 1967. The Wharton
Econometric Forecasting Model. University of Pennsylvania: Wharton
School of Finance and Commerce.
Fisher, Irving. 1892. Mathematical Investigations in the Theory of Value
and Prices. Transactios of the Connecticut Academy,VOL. IX.
Friedman, Milton. 2008. “The Methodology of Positive Economics.” In
The Philosophy of Economics - An Anthology, ed.
Daniel M. Hausman. Cambridge: Cambridge University Press, 145–78.
Frisch, Ragnar. 1926a. Sur les semi-invariants et moments employιs dans
l’ιtude des distributions statistiques. Oslo: Norwegian Academy of
Science, Part II: History and philosophy, nr. 3.
———. 1926b. “Sur un probleme d’economie pure.” Norsk Matematisk
Forenings Skrifter Series 1(16): 1–40.
112

———. 1930. “A Dynamic Approach to Economic Theory.” Lectures at


Yale University beginning September 1930.
Typewritten manuscript, Frisch Archive, Department of Economics,
University of Oslo.
———. 1933. “Editor’s Note.” Econometrica 1(1): 1–4.
———. 1936. “Note on the Term ‘Econometrics.’” Econometrica 4(1):
95.
———. 1944. “The Responsibility of the Econometrician.”
Econometrica 14(1): 1–4.
———. 1950. “Alfred Marshall’s Theory of Value.” The Quarterly
Journal of Economics 64(4): 495–524.
———. 1952. “Frisch on Wicksell.” In The Development of Economic
Thought, ed. Henry William. New York: Spiegel,
652–99.
———. 1957. “Sur un probleme d’economie pure.” Metroeconomica 9(2):
79–111.
———. 1970a. “Econometrics in the World Today.” In Induction,
Growth, and Trade: Essays in Honour of Sir Roy Harrod,
eds. W. A. Eltis, F. Scott, and J. N. Wolfe. Oxford: Clarendon Press, 152–
66.
———. 1970b. “From Utopian Theory to Practical Applications: The Case
of Econometrics.” Lecture to the memory of
Alfred Nobel.
———. 1970c. “Ragnar Anton Kittil Frisch.” Les Prix Nobel 1969: 204–
6.
———. 2013. Problems and Methods of Econometrics: The Poincarι
Lectures of Ragnar Frisch, 1933. eds. Olav Bjerkholt and
Ariane Dupont-Kieffer. New York: Routledge.
Klein, Lawrence R., and Arthur S. Goldberger. 1955. An Econometric
Model of the United States, 1929-1952. Amsterdam:
North-Holland Publishing Company.
Lucas, Robert E. 1983. “Econometric Policy Evaluation: A Critique.” In
Theory, Policy, Institutions: Papers from the Carnegie-Rochester
Conference Series on Public Policy, eds. Karl Brunner and Alan Meltzer.
North-Holland: Elsevier Science Publishers B.V., 257–84.
Schumpeter, Joseph A. 2006. History of Economic Analysis. Routledge -
Taylor and Francis e-Library.
Walras, Leon. 1874. Ιlιments d’ιconomie politique pure (Thιorie de la
richesse sociale). Lausanne: L. Cordaz.
Webb, Roy H. 1999. “Two Approaches to Macroeconomic Forecasting.”
Economic Quarterly-Federal Reserve Bank of
Richmond 85(3): 23–40.
113

Wiśniewski, Jerzy Witold. 2016. MicroEconometrics in Business


Management. Chichester: John Wiley and Sons, Ltd.
Woodford, Michael. 2003. Interest and Prices: Foundations of a Theory of
Monetary Policy. Princeton and Oxford: Princeton
University Press.
Les autres documents de travail du GRANEM accessibles sur le site Web
du laboratoire ΰ l’adresse suivante :
Pawel Ciompa and the meaning of Econometrics: A comparison of two
concepts Karl-Friedrich Israel Economie politique septembre 2016

Econometrics by Fumio Hayashi From the Publisher


Hayashi's Econometrics promises to be the next great synthesis of modern
Econometrics. It introduces first year Ph.D. students to standard graduate
Econometrics material from a modern perspective. It covers all the
standard material necessary for understanding the principal techniques of
Econometrics from ordinary least squares through cointegration. The
book is also distinctive in developing both time-series and cross-section
analysis fully, giving the reader a unified framework for understanding and
integrating results.
Econometrics has many useful features and covers all the important topics
in Econometrics in a succinct manner. All the estimation techniques that
could possibly be taught in a first-year graduate course, except maximum
likelihood, are treated as special cases of GMM (generalized methods of
moments). Maximum likelihood estimators for a variety of models (such
as probit and tobit) are collected in a separate chapter. This arrangement
enables students to learn various estimation techniques in an efficient
manner. Eight of the ten chapters include a serious empirical application
drawn from labor economics, industrial organization, domestic and
international finance, and macroeconomics. These empirical exercises at
the end of each chapter provide students a hands-on experience applying
the techniques covered in the chapter. The exposition is rigorous yet
accessible to students who have a working knowledge of very basic linear
algebra and probability theory. All the results are stated as propositions, so
that students can see the points of the discussion and also the conditions
under which those results hold. Most propositions are proved in the text.
For those who intend to write a thesis on Applied topics, the empirical
applications of the book are a good way to learn how to conduct empirical
research. For the theoretically inclined, the no-compromise treatment of
the basic techniques is a good preparation for more advanced theory
114

courses.Topics: Statistics, Informative, and Guides. Published: Princeton


University Press on Dec 12, 2011

Econometrics: A Simple Introduction by K.H. Erickson

From the Publisher

Econometrics: A Simple Introduction offers an accessible guide to the


principles and methods of Econometrics, with data samples, regressions,
equations and diagrams to illustrate the analysis. Examine a linear and
multiple regression model, ordinary least squares method, and the Gauss-
Markov conditions for a best linear unbiased estimator.Understand
hypothesis testing, with a null hypothesis, t, F or chi-square test statistics
and distributions, and interpret regression results. Dummy variables model
qualitative data and Chow tests assess regression equivalence. Explore
heteroscedasticity with the White method and with generalized least
squares, Goldfeld-Quandt, Breusch-Pagan, and White tests. Assess
autocorrelation with Durbin-Watson, Durbin h, and Breusch-Godfrey tests,
lagged variables and auxiliary regressions. Assess the impact of omitted
variables, incorrect variables or functional form, and a non-normal
distribution with Ramsey RESET and Jarque-Bera tests. Model random
variables with the Method of Moments’ estimators, instrumental variables
and Hausman test. Published: K.H. Erickson on Mar 2, 2014.

Applied Econometrics: A Simple Introduction by K.H. Erickson


From the Publisher
Applied Econometrics: A Simple Introduction offers a detailed guide to
some of the central methods and applications of Applied Econometrics,
with theory, models, calculations, and graphs to support analysis. S&P 500
equities, GSCI commodities, and US Treasury Bill risk-free rate datasets
are assessed for their data distributions, autocorrelation, and stationarity.
The Engle-Granger 2 step method, Johansen test and the Vector Error
Correction Model test for and correct cointegration. ARMA models
determine the optimal AR and MA processes to model returns data, and
GARCH models assess the optimal p and q number of lags to model
variance, using the Akaike Information Criterion. Alternative GARCH
versions are examined.
115

Mostly Harmless Econometrics: An Empiricist's Companion by


Joshua D. Angrist and Jörn-Steffen Pischke

From the Publisher

The core methods in today's Econometric toolkit are linear regression for
statistical control, instrumental variables methods for the analysis of
natural experiments, and differences-in-differences methods that exploit
policy changes. In the modern experimentalist paradigm, these techniques
address clear causal questions such as: Do smaller classes increase
learning? Should wife batterers be arrested? How much does education
raise wages? Mostly Harmless Econometrics shows how the basic tools of
Applied Econometrics allow the data to speak. In addition to
Econometric essentials, Mostly Harmless Econometrics covers important
new extensions--regression-discontinuity designs and quantile regression-
-as well as how to get standard errors right. Joshua Angrist and Jörn-Steffen
Pischke explain why fancier Econometric techniques are typically
unnecessary and even dangerous. The Applied Econometric methods
emphasized in this book are easy to use and relevant for many areas of
contemporary social science. An irreverent review of Econometric
essentials A focus on tools that Applied researchers use most Chapters on
regression-discontinuity designs, quantile regression, and standard errors
Many empirical examples A clear and concise resource with wide
applications Topics: Statistics, Informative, and Guides. Published:
Princeton University Press on Dec 1, 2008

Bibliography of Econometric

Υπάρχει ένας αριθμός, περίπου, 1700 βιβλιογραφικών αναφορών από


βιβλία και άρθρα σε περιοδικά.

A Bayesian Treatment of Duhem's Thesis: The Case of the 'Farm Problem'


in Agricultural Economics.David Dearmont & David A. Bessler - 1997 -
Economics and Philosophy 13 (2):149-158.In this paper we consider a
Bayesian treatment of ‘Duhem's thesis’, the proposition that theories are
never refuted on empirical grounds because they cannot be tested in
isolation from auxiliary hypotheses about initial conditions or the operation
of scientific instruments. Sawyer, Beed, and Sankey (1997) consider
116

Duhem's thesis (and its restatement in stronger and weaker forms as the
‘Duhem-Quine thesis’) and its role in hypothesis testing, using four
theories from economics and finance as examples. Here we consider
Duhem's thesis in (...)Bayesian econometrics is a branch of econometrics which
applies Bayesian principles to economic modelling. Bayesianism is based on a degree-of-
belief ..

A companion to Econometric analysis of panel data / by Badi H. Baltagi


-- West Sussex: John Wiley & Sons, 2009 -- xii, 295 p. : ill. ; 25 cm.
A companion to theoretical Econometrics / edited by Badi H. Baltagi --
Malden, Mass.: Blackwell, 2001 -- xviii, 709 p. : ill. ; 26 cm. -- (Blackwell
companions to contemporary economics)
A Competing Risks Model with Semiparametric Unobserved
Heterogeneity,” Review
A concise introduction to Econometrics: an intuitive guide / Philip Hans
Franses -- Cambridge: Cambridge University Press, c2002 -- xi, 117 p. ;
23 cm.
A Course in Econometrics by Arthur S. Goldberger, Harvard University
Press (1991, 432pp) --- A shorter option than most modern graduate
textbooks, but it provides a concise and rigorous treatment of the
material. Google preview. Publisher website.
A Cox Regression Analysis,” Journal of Empirical Finance, 6, 121–152.
A graphical model is a graph that represents a set of conditional
independence relations among the vertices (random variables). The graph
is often given a causal interpretation as well. I describe how graphical
causal models can be used in an algorithm for constructing partial
information about causal graphs from observational data that is reliable in
the large sample limit, even when some of the variables in the causal graph
are unmeasured. I also describe an algorithm for estimating from
observational data (...)
A guide to Econometrics / Peter Kennedy -- 4th ed. -- Oxford: Blackwell
Publishers, c1998 -- xii, 467 p. : ill. ; 23 cm.
A Guide to Econometrics / Peter Kennedy -- 5th ed. -- Malden, MA:
Blackwell Publishing Ltd., c2003 -- xiii, 623 p. : ill. ; 23 cm.
A guide to Econometrics / Peter Kennedy -- 6th ed. – Malden, MA:
Blackwell Pub., 2008 – xii, 585 p. : ill. ; 26 cm.
A Guide to Econometrics 6th edition by Peter Kennedy, Wiley-Blackwell
(2008, 600pp) --- This book is Kennedy's sixth edition of the "Guide",
which has been a widely used reference since its early editions. The
"Guide" is not a replacement for your favorite Econometrics textbook, but
it is a useful reference to have on your bookshelf. A large part of the book
117

(roughly 200 pages) is devoted to the classical regression model and the
various violations of its assumptions. The book then hits the big ideas
within several additional topics, including limited-dependent variable
models, panel-data models, and time-series models. Additional
resources: book website, datasets, book preface.
A guide to modern Econometrics / Marno Verbeek -- 2nd ed. --
Chichester: John Wiley & Sons, 2004 -- xv, 429 p. : ill. ; 25 cm.
A guide to modern Econometrics / Marno Verbeek -- 3rd ed. --
Chichester: John Wiley & Sons, c2008 – xv, 472 p. : ill. ; 25 cm.
A history of Econometrics / Roy J. Epstein -- Amsterdam: Elsevier, 1987
-- x, 254 p. ; 24 cm. -- (Contributions to economic analysis ; 165) Main
Library 330.015 /EP63-H
A Kuhnian Perspective on Econometric Methodology.Steven Cook - 2003
- Journal of Economic Methodology 10 (1):59-78.
A Metaphysical Mix: Morphing, Mal, and Mining.Hud Hudson - 2011 -
Philosophical Perspectives 25 (1):223-239.
A Misconception of the Semantic Conception of Econometrics?Hsiang‐
Ke Chao - 2005 - Journal of Economic Methodology 12 (1):125-135.
A Multinomial Logit Model with Errors in Classification,” Review of
Economics and
A Practical Introduction to Econometric Methods: Classical and Modern
by Patrick Watson. University of the West Indies Press | January 15, 2003
The text is aimed at final-year undergraduate students or those at the
graduate level doing Econometrics for the first time. It is an introductory
course in the theory and practice of classical and modern Econometric
methods.
A rational expectations approach to macroEconometrics: testing
policy ineffectiveness and efficient-markets models / Frederic S.
Mishkin -- Chicago: University of Chicago Press, 1983 -- xii, 172 p. ; 24
cm. -- (A National Bureau of Economic Research monograph)
A Rejoinder to Cook and Response to Chao: Moving the Textbook/LSE
Debate Forward.George C. Davis - 2005 - Journal of Economic
Methodology 12 (1):137-147.The reply by Cook and comment by Chao
demonstrate Kuhn's thesis that different scientists place different values on
different components of their common discipline. This fact is demonstrated
by first succinctly summarizing Cook's and my original points within the
framework of a simple choice model. I then respond to Cook and Chao. I
close by offering some suggestions on how the Textbook/LSE debate could
be moved forward.
118

A Review of Jan R. Magnus and Mary S. Morgan's Methodology and Tacit


Knowledge: Two Experiments in Econometrics. [REVIEW]A. C. Darnell
- 2001 - Journal of Economic Methodology 8 (2):344-348.
A Review,” Review of Economics and Statistics, forthcoming.
A Semantic Interpretation of Haavelmo's Structure of
Econometrics.George C. Davis - 2000 - Economics and Philosophy 16
(2):205-228. Trygve Haavelmo's 1944 article ‘The Probability Approach
in Econometrics’ is considered by most to have provided the foundations
for present day Econometrics (Morgan, 1990, Chapters 8 and 9). Since
Haavelmo (1944), extraordinary advances have been made in
Econometrics. However, over the last two decades the efficacy and
scientific status of Econometrics has become questionable. Not
surprisingly, the growing discontent with Econometrics has been
accompanied by a growing interest in Econometric methodology.
A Survey of Methods for Analyzing Clustered Binary Response Data,”
International Statistical
A textbook of Econometrics / Klein Lawrence Robert – Evanston, Ill.:
Row Peterson, [c1953] -- 355 p. : ill. ; 24 cm.
A User's Guide to Measure Theoretic Probability by David Pollard,
Cambridge University Press (2001, 320pp).
A. P. Dawid, and A. F. M. Smith (Eds.), Volume 4, 169–193, Oxford,
Oxford University
A. R. Sampson, and T. H. Savits (Eds.), IMS Lecture Notes-Monograph
Series, Volume 16,
A. S. Goldberger, eds., Latent Variables in Socio-economic Models.
Amsterdam: North-
A_t-Sahalia, Y. (1996). Testing continuous-time models of the spot interest
rate. Review
A_t-Sahalia, Y. and J. Yu (2009). High frequency market microstructure
noise estimates
A_t-Sahalia, Y. and P. A. Mykland (2009). Estimating volatility in the
presence of market
A_t-Sahalia, Y., J. Fan, and H. Peng (2009). Nonparametric transition-
based tests for
A_t-Sahalia, Y., L. P. Hansen, and J. A. Scheinkman (2010). Operator
methods for
A_t-Sahalia, Y., P. A. Mykland, and L. Zhang (2005). How often to sample
a continuoustime
A_t-Sahalia, Y., P. Mykland, and L. Zhang (2011). Ultra high frequency
volatility estimation
119

Abe, M. (1999), “A Generalized Additive Model for Discrete-Choice


Data,” Journal of Business and Economics Statistics, 17, 271–284.
Abowd, J. M., and D. Card (1989), “On the Covariance Structure of
Earnings and Hours Changes,” Econometrica, 57, 411–445.
Abramowitz, M., and I. A. Stegun (1971), Handbook of Mathematical
Functions, New York, Dover Press.
Accounting and Causal Effects: Econometric Challenges by Douglas A
Schroeder. English | 2010 |While there is a substantial literature in labor
economics and microEconometrics directed toward endogenous causal
effects, causal effects have received relatively limited attention in
accounting. This volume builds on Econometric foundations, including
linear, discrete choice, and nonparametric regression models, to address
challenging accounting issues characterized by microeconomic
fundamentals and equilibrium reporting choices.
Active Labor Market Programs,” in Handbook of Labor Economics, O.
Ashenfelter, and D.
ADVANCED ECONOMETRIC MODELS with MATLAB by Smith
H. English | 21 Oct. 2016 | This book focuses on in-depth treatment of
multi-equation and single-equation Econometric models.
Advanced Econometrics: a bridge to the literature / Edward Greenberg,
Charles E. Webster -- New York: John Wiley & Sons, c1983 -- xiii, 344 p.
: ill. ; 25 cm. -- (Wiley series in probability and mathematical statistics)
Advanced lectures in quantitative economics II / edited by Aart J. de
Zeeuw -- London: Academic Press, c1993 -- xvi, 250 p. : ill. ; 23 cm.
Advances in Econometrics / Fifth World Congress ; edited by Truman F.
Bewley ; Econometric Society. World Congress (5th: 1985: Cambridge,
Mass.) -- Cambridge: Cambridge University Press, 1987 -- 2 v. : ill. ; 24
cm. -- (Econometric Society monographs ; 13, 14) ain Library 330.015
/AD224
Advances in Econometrics and modelling / edited by Baldev Raj --
Dordrecht: Kluwer Academic Publishers, c1989 -- xiii, 194 p. : ill. ; 25 cm.
-- (Advanced studies in theoretical and applied Econometrics ; 15)
Advances in Econometrics: a research annual / ed. R. L. Basmann,
George F. Rhodes, Daniel J. Slottje, Thomas B. Fomby -- Greenwich: JAI
Press Inc., 1982-1987 -- 6 v. ; 24 cm
Advances in Econometrics: invited papers for the Fourth World
Congress of the Econometric Society at Aix-en-Provence September
1980 / edited by Werner Hildenbrand ; Econometric Society. World
Congress (4th: 1980: Aix-en-Provence, France) -- Cambridge: Cambridge
University Press, 1982 -- xi, 301 p. ; 24 cm. -- (Econometric Society
monographs in quantitative economics ; 2)
Advances in economic theory: fifth World Congress / edited by Truman
F. Bewley -- Cambridge: Cambridge University Press, 1987 -- vii, 428 p. ;
120

25 cm. -- (Econometric Society monographs ; 12) Main Library 330.1


/AD244
Advances in Economics and Econometrics: Theory and Applications 3
Volume Paperback Set: Seventh World Congress.David M. Kreps &
Kenneth F. Wallis (eds.) - 1997 - Cambridge University Press. This three
volume set contains papers presented at the Seventh World Congress of the
Econometric Society. The first volume contains three papers presented at
the Seventh World Congress of the Econometric Society which
summarize and interpret key recent developments and discuss current and
future directions in a wide range of topics in economics and Econometrics.
They cover both theory and applications. Authored by leading specialists
in their fields, these volumes provide a unique survey of progress in the
discipline. The second (...)
Advances in economics and Econometrics: theory and applications:
eighth World Congress / edited by Mathias Dewatripont, Lars Peter
Hansen, Stephen J. Turnovsky -- Cambridge: Cambridge University Press,
2003 -- 3 v. : ill. ; 24 cm. -- (Econometric Society monographs ; 35-37)
after Fourteen Years: An Evaluation,” Journal of Labor Economics, 6,
472–492.
Aggregation,” in Disaggregation in Economic Modelling, T. S. Barker and
H. M. Pesaran
Ahn, S. C., and P. Schmidt (1995), “Efficient Estimation of Models for
Dynamic Panel Data,”
Ahn, S. C., and P. Schmidt (1999), “Estimation of Linear Panel Data
Models Using GMM,”
Ainslie, A. and P. E. Rossi (1998), “Similarities in Choice Behavior across
Product Categories,”
Aitchison, J., and S. D. Silvey (1958), “Maximum-Likelihood Estimation
of Parameters Subject
Aitken, M., and D. B. Rubin (1985), “Estimation and Hypothesis Testing
in Finite Mixture
Akaike, H. (1973), “Information Theory and an Extension of the Maximum
Likelihood Principle,”
Albano, G. L. and F. Jouneau-Sion (2004), “Bayesian Inference in
Repeated English Auctions,”
Albert, J. and S. Chib (1993b), “Bayesian Analysis of Binary and
Polychotomous Response
Albert, J. and S. Chib, (1993a), “Bayes Inference via Gibbs Sampling of
Autoregressive
Albert, J. H. (1988), “Computational Methods for Using a Bayesian
Hierarchical Generalized
121

Albert, J. H., and S. Chib (1993), “Bayesian Analysis of Binary and


Polychotomous Response
Alice to the Red Queen: imperious Econometrics
All Variables,” Econometrica, 52, 163–183.
Allan W. Gregory and Gregor W. Smith

Allen, R. G. D. (1956) 1963 Mathematical Economics. 2d ed. New York:


St. Martins; London: Macmillan. Divisia, FranÉois 1953 La Société
d’Économétrie a atteint sa majorité. Econometrica 21:1–30.

Allen, R. G. D., and A. L. Bowley (1935), Family Expenditure, London, P.


S. King and Son.
Allenby, G. M. and P. E. Rossi (1999), “Marketing Models of Consumer
Heterogeneity,”
Allenby, G. M., and P. E. Rossi (1991), “There Is No Aggregate Bias: Why
Macro Logit Models
Allison, P. D. (1984), Event History Analysis: Regression for Longitudinal
Event Data, Beverly
Allison, P. D. (1995), Survival Analysis Using the SAS System: A Practical
Guide, Cary, NC,
Allison, P. D. (2002), Missing Data, Beverly Hills, CA, Sage Publications.
Al-Osh, M. A., and A. A. Alzaid (1987), “First Order Integer Valued
Autoregressive (INAR(1))
Alternative computational approaches to inference in the multinomial
probit model
Alternative,” Econometric Theory, 10, 821–848.
Altman, N. S. (1992), “An Introduction to Kernel and Nearest-Neighbour
Nonparametric
Altonji, J. G., and L. M. Segal (1996), “Small Sample Bias in GMM
Estimation of Covariance
Aman Ullah and H.D. Vinod (1981): Recent Advances in Regression
Models, Marcel Dekker.
Amemiya, T. (1973), “Regression Analysis When the Dependent Variable
is Truncated Normal,”
Amemiya, T. (1974), “The Nonlinear Two-Stage Least Squares
Estimator,” Journal of Econometrics,
Amemiya, T. (1979), “The Estimation of a Simultaneous Equation Tobit
Model,” International
Amemiya, T. (1980), “Selection of Regressors,” International Economics
Review, 21, 331–345.
Amemiya, T. (1981), “Qualitative Response Models: A Survey,” Journal
of Economic Literature,
122

Amemiya, T. (1983), “Nonlinear Regression Models,” in Handbook of


Econometrics, Z.
Amemiya, T. (1984), “Tobit Models: A Survey,” Journal of Econometrics,
24, 3–61.
Amemiya, T. (1985), Advanced Econometrics, Cambridge, MA, Harvard
University Press.
Amemiya, T. (1985), Advanced Econometrics. Cambridge, MA: Harvard
University Press.
Amemiya, T., and Q. H. Vuong (1987), “A Comparison of Two Consistent
Estimators in the
Amemiya, T., and T. E. MaCurdy (1986), “Instrumental Variable
Estimation of An Error Component
Amemiya, Y. (1985), “Instrumental Variable Estimator for the Nonlinear
Error in Variables
American Actuarial Journal, 1, 1–25.
American economic journal: Applied economics -- Nashville, TN:
American Economic Association, c2009- Holdings: v.1 (2009)-
An Alternative Definition of Market Efficiency and Some Comments on
its Empirical Testing
An Application of Integration by Monte Carlo,” Econometrica 46: 1–20.
An Application of the Dirichlet Process Prior,” Journal of Applied
Econometrics
an Application to the Patents - R and D Relationship,” Econometrica, 52,
909–938.
An Econometric model of the export sector: UK visible exports and
their prices 1955-73 / L. Alan Winters -- Cambridge: Cambridge
University Press, 1981 -- x, 251 p. ; 24 cm. -- Cambridge studies in applied
Econometrics ; 4)
An executive's guide to Econometric forecasting / edited by Al Migliaro,
C.L. Jain -- 2nd ed. -- Flushing, N.Y.: Graceway Pub., c1987 -- vi, 154 p.
: ill. ; 28 cm. Main Library 330.011 2 /EX96
An Introduction to Analysis of Financial Data with R by Ruey Tsay, Wiley
(2012, 416pp) --- Author's webpage with errata, datasets, and more.
An introduction to applied Econometrics: a time series approach /
Kerry Patterson -- New York: Palgrave, c2000 -- xxvii, 795 p. : ill. ; 26 cm.
An Introduction to Bootstrap Methods with Applications to R by Michael
R. Chernick and Robert A. LaBudde, Wiley (2011, 240pp) --- This
relatively short book provides a comprehensive guide to implementation
of the bootstrap in the open-source statistical platform R.
An Introduction to Classical Econometric Theory by Paul A. Ruud,
Oxford University Press (2000, 976pp) --- Prof. Ruud provides some of the
123

most rigorous treatments of topics within first-year graduate


Econometrics. His use of projections and graphical intuition for
regression is very appealing. Author's textbook website (with solutions,
errata, and datasets).
An introduction to modern Econometrics using Stata / Christopher F.
Baum -- College Station, Tex.: Stata Press, 2006 -- xviii, 341 p. : ill. ; 24
cm.
An Introduction to Modern Econometrics Using Stata by Christopher F.
Baum, Stata Press (2006, 340pp) --- This book provides an excellent guide
to Econometrics using the Stata software package. Author's webpage for
the book (including datasets, programs, and errata).
An Introduction to Survival Analysis Using Stata by Cleves, Gould,
Gutierrez, and Marchenko, Stata Press (2010, 706pp)
An Introduction to the Bootstrap by Bradley Efron and R. J. Tibshirani,
Chapman & Hall (1994, 456pp) --- This book provides an easy-to-read
introduction to the bootstrap.
Analyses of Stratified Samples,” Journal of the American Statistical
Association,
Analysis of economic data / by Gary Koop -- 2nd ed. -- Hoboken, N.J.:
John Wiley & Sons, 2004 -- xii, 241 p. ; 24 cm.
Analysis of economic data / by Gary Koop -- New York: John Wiley,
c2000 -- xii, 226 p. : ill. ; 24 cm. + 1 computer disk (3 1/2 in.)
Analysis of financial time series / Ruey S. Tsay -- 2nd ed. -- Hoboken,
N.J.: Wiley, 2005 – xxi, 605 p. : ill. ; 24 cm. -- (Wiley series in probability
and statistics)
Analysis of financial time series / Ruey S. Tsay -- New York: Wiley,
c2002 -- xii, 448 p. : ill. ; 25 cm. -- (Wiley series in probability and
statistics)
Analysis of Financial Time Series by Ruey Tsay, Wiley (2010, 677pp) ---
Author's webpage with errata, datasets, and more. Google preview.
Analysis of panel data / Cheng Hsiao -- 2nd ed. -- New York: Cambridge
University Press, 2002 -- xii, 366 p. ; 24 cm. -- (Econometric Society
monographs, 34)
Analysis of panel data / Cheng Hsiao -- Cambridge: Cambridge
University Press, 1986 -- x, 246 p. ; 23 cm. -- (Econometric Society
monographs ; 11) Main Library 330.015 195 /H873-A
Analysis of Panel Data by Cheng Hsiao, Cambridge University Press
(2014, 562pp) --- Prof. Hsiao updated his classic book on panel data in this
124

third edition and now covers many of the developments of the last 30 years.
Google preview.
Analysis of panels and limited dependent variable models: in honour
of G. S. Maddala / edited by Cheng Hsiao ... [et al.] -- Cambridge:
Cambridge University Press, 1999 -- x, 338 p. ; 25 cm.
Analysis,” Journal of the Royal Statistical Society, B, 31, 350–71.
Andersen, E. B. (1970), “Asymptotic Properties of Conditional Maximum
Likelihood Estimators,”
Andersen, P. K., O. Borgan, R. D. Gill, and N. Keiding (1993), Statistical
Models Based on
Andersen, R. A. Davis, J.-P. Krei_, and T. Mikosch (Eds.), Handbook of
Financial
Andersen, R. A. Davis, J.-P. Krei_, and T. Mikosch (Eds.), Handbook of
Financial Time
Andersen, T. G. and L. Benzoni (2009). Realized volatility. In T. G.
Andersen, R. A.
Andersen, T. G., T. Bollerslev, and F. X. Diebold (2010). Parametric and
nonparametric
Andersen, T. G., T. Bollerslev, F. X. Diebold, and P. Labys (2000). Great
realizations.
Andersen, T. G., T. Bollerslev, F. X. Diebold, and P. Labys (2001). The
distribution of
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Jin (Ginger)
Wu
Anderson, T. W. (1971), The Statistical Analysis of Time Series, New
York, John Wiley.
Anderson, T. W. (1984), An Introduction to Multivariate Statistical
Analysis, 2nd ed. New
Anderson, T. W., and C. Hsiao (1981), “Estimation of Dynamic Models
with Error Components,”
Anderson, T. W., and H. Rubin (1949), “Estimation of the Parameters of a
Single Equation in a
Andreou, E. and E. Ghysels (2002). Rolling-sample volatility estimators:
Some new theoretical,

Andrews, D. W. K. "Heteroskedasticity and Autocorrelation Consistent


Covariance Matrix Estimation." Econometrica. v. 59, 1991, pp. 817-858.

Andrews, D. W. K. (1988a), “Chi-Square Diagnostic Tests for


Econometric Models: Theory,”
Andrews, D. W. K. (1988b), “Chi-Square Diagnostic Tests for
Econometric Models: Introduction
125

Andrews, D. W. K. (1989), “Power in Econometric Applications,”


Econometrica, 57, 1059–
Andrews, D. W. K. (1997), “A Conditional Kolmogorov Test,”
Econometrica, 65, 1097–1128.
Andrews, D. W. K. (1997). A conditional Kolmogorov test. Econometrica
65, 1097{1128.
Andrews, D. W. K. (2001), “Testing When a Parameter Is on the Boundary
of the Maintained

Andrews, D. W. K., and J. C. Monohan. "An Improved Heteroskedasticity


and Autocorrelation Consistent Covariance Matrix Estimator."
Econometrica. v. 60, 1992, pp. 953-966.

Andrews, D. W. K., and M. M. A. Schafgens (1998), “Semiparametric


Estimation of the Intercept
Andrews, D.W. K. (1991), “Asymptotic Normality of Series Estimators for
Nonparametric and
Andrews, D.W. K., and M. Buchinsky (2000), “A Three-Step Method for
Choosing the Number
Angrist JD, Pischke J-S. Mostly harmless Econometrics: an empiricist’s
companion [Internet]. Princeton: Princeton University Press; 2009.
Available from:
https://www.dawsonera.com/guard/protected/dawson.jsp?name=https://ls
e.ac.uk/idp&dest=http://www.dawsonera.com/depp/reader/protected/exte
rnal/AbstractView/S9781400829828
Angrist, J. D, G. W. Imbens, and D. B. Rubin (1996), “Identification of
Causal Effects Using
Angrist, J. D. (1990), “Lifetime Earnings and Vietnam Era Draft Lottery:
Evidence from Social
Angrist, J. D. (2001), “Estimation of Limited Dependent Variable Models
with Dummy Endogenous
Angrist, J. D., and A. B. Krueger (1991), “Does Compulsory School
Attendance Affect Schooling
Angrist, J. D., and A. B. Krueger (1995), “Split Sample Instrumental
Variables Estimates of the
Angrist, J. D., and A. B. Krueger (1999), “Empirical Strategies in Labor
Economics,” in Handbook
Angrist, J. D., and V. Lavy (1999), “Using Maimonides Rule to Estimate
the Effect of Class
Angrist, J. D., and V. Lavy (2002), “The Effect of High School
Matriculation Awards: Evidence
Angrist, J. D., G. W. Imbens, and A. B. Krueger (1999), “Jackknife
Instrumental Variables
126

Annales d’Economie et de Statistique, 20/21, 69–107.


Annales de l' Insee -- Paris: Institut national de la statistique et des etudes
economiques Basement Information Systems 054 /F815-A
Anselin, L. (2001), “Spatial Econometrics,” in A Companion to
Theoretical Econometrics,
Appliance Efficiency Level,” Review of Economics and Statistics, 80, 647–
657.
Appliance Holdings and Consumption,” Econometrica, 52, 345–362.
Application of Integration by Monte Carlo,” Econometrica, 46, 1–19.
Application to Measuring Strike Duration,” Journal of Applied
Econometrics 8:
Application to the Estimation of Bacterial Densities,” Annals of
Mathematical Statistics, 29,
Applications of Least Squares in Econometrics
applications to bond and currency options. Review of Financial Studies 6,
327{43.
Applications to Poisson Models,” Econometrica, 52, 701–720.
Applications, C. F. Manski and D. McFadden (Eds.), 2–50, Cambridge,
MA, MIT
Applications, Cambridge, MA, MIT Press.
Applications, L. M’aty’as and P. Sevestre (Eds.), 2nd edition, Dordrecht,
Kluwer.
Applications,” Biometrika 57: 97–109.
Applied Econometric time series / Walter Enders -- 2nd ed. -- Hoboken,
N.J.: J. Wiley, 2004 -- xiv, 460 p. : ill. ; 24 cm. -- (Wiley series in
probability and statistics)
Applied Econometric time series / Walter Enders -- New York: Wiley,
c1995 -- xi, 433 p. : ill. ; 24 cm. -- (Wiley series in probability and statistics)
Applied Econometric Time Series by Walter Enders, Wiley (2014, 496pp)
--- Author's textbook webpage.
Applied Econometric Time Series, 2nd Edition Wiley 2003-08-01
Amstat News asked three review editors to rate their top five favorite books
in the September 2003 issue. The first edition of Applied Econometric
Time Series was among those chosen.This new edition reflects recent
advances in time-series Econometrics, such as out-of-sample forecasting
techniques, non-linear time-series models, Monte Carlo analysis, and
bootstrapping. Numerous examples from fields ranging from agricultural
economics to transnational terrorism illustrate various techniques.
Applied Econometric Times Series (Wiley Series in Probability and
Statistics) by Walter Enders (Repost). Publisher: Wiley; 3 edition
(November 2, 2009) | Enders continues to provide business professionals
with an accessible introduction to time-series analysis. He clearly shows
127

them how to develop models capable of forecasting, interpreting, and


testing hypotheses concerning economic data using the latest techniques.
The third edition includes new discussions on parameter instability and
structural breaks as well as out-of-sample forecasting methods. New
developments in unit root test and cointegration tests are covered.
Multivariate GARCH models are also presented. In addition, several
statistical examples have been updated with real-world data to help
business professionals understand the relevance of the material.
Applied Econometrics, 15, 447–470.
Applied Econometrics: a modern approach using Eviews and Microfit
/ Dimitrios Asteriou and Stephen G. Hall -- Rev. ed. -- New York, NY:
Palgrave Macmillan, 2007 – xxv, 397 p. : fig., tabl. ; 25 cm.
Applied Financial Economics
Applied macroEconometrics / Carlo A. Favero -- Oxford: Oxford
University Press, 2001 -- xi, 282 p. ; 23 cm.
Applied Nonparametric Econometrics by Daniel J. Henderson and
Christopher F. Parmeter, Cambridge University Press (2015, 378pp) ---
book website.
Applied Regression Analysis by Terry E. Dielman, South-western (2004,
496pp)
Applied time series Econometrics / edited by Helmut Lutkepohl --
Cambridge: Cambridge University Press, c2004 -- xxv, 323 p. ; 24 cm. --
(Themes in modern Econometrics)
Approach, Beverly Hills, CA, Sage Publications.
Approach,” Journal of Applied Econometrics, 12, 313–326.
Approach,” Journal of Econometrics 58: 275–294.
Approach,” Journal of Econometrics, 35, 3–23.
approach. Econometric Theory 26, 60{93.
Approximate bias correction in Econometrics
Approximation Theorems of Mathematical Statistics by Robert J. Serfling,
Wiley (2001, 400pp)
approximation. Journal of Statistical Planning and Inference 68, 295{321.
Arbeiter-Familien fruher and jetzt,” Bulletin de l’Institut International de
Statistique, 9,
Are Asymptotically Distributed as Chi-Squared,” Econometrica, 48,
1107–1138.
Are There Causal Relations Among Dependent Variables?Daniel
Hausman - 1983 - Philosophy of Science 50 (1):58-81. This paper makes
explicit and takes issue with the bizarre view, which is unfortunately
prevalent among social scientists, that causal relations are features of
128

models only. There are some good reasons to represent causal factors with
independent variables. But the association between causes and independent
variables is only a desideratum in model construction. It is not a criterion
for judging which things are causes and which are effects.
ARegression-DiscontinuityApproach,”
InternationalEconomicReview,43,1249–1287.
Arellano, M. (1987), “Computing Robust Standard Errors for Within-
Group Estimators,” Oxford
Arellano, M. (2003), Panel Data Econometrics, Oxford, Oxford
University Press.
Arellano, M., and B. Honor’e (2001), “Panel Data Models: Some Recent
Developments,” in
Arellano, M., and O. Bover (1995), “Another Look at Instrumental
Variables Estimation of
Arellano, M., and S. Bond (1991), “Some Tests of Specification for Panel
Data: Monte Carlo
Aris Spanos
Armstrong, J.S. (2001) “Combining Forecasts”, in Principles of
Forecasting: A Handbook for Researchers and Practitioners. Boston:
Kluwer Academic Publishers. 417-439.

Batchelor, R. & P. Dua (1995) “Forecaster Diversity and the Benefits of


Combining Forecasts”, Management Science, 41, 68-75.

Batchelor, R. (2000) “The IMF and OECD versus Consensus Forecasts”,


Applied Economics, 33 (2), 225-235.

Bates, J.M. & C.W.J Granger (1969) “The Combination of Forecasts”,


Operational Research Quarterly, 20, 451-468.

Bernstein, P.L. & T.H. Silbert (1984) “Are Economic Forecasters Worth
Listening To?”, Harvard Business Review, (September/October), 32-40.

Blix, M., J. Wadefjord, U. Wienecke & M. Adahl (2001) “How good is the
forecasting performance of major institutions?”, Economic Review of the
Riksbank, 3, 38-68.

Clemen, R.T. (1989) “Combining Forecasts: A Review and Annotated


Bibliography”, International Journal of Forecasting, 5, 559-583.
129

Clemen, R.T. and R.L. Winkler (1986) "Combining Economic Forecasts",


Journal of Business & Economic Statistics, 4 (1) 39-46.

Clements, M.P. & D.F. Hendry (1998) Forecasting Economic Time Series.
Cambridge: Cambridge University Press.

Elliott, G., C.W.J. Granger & A. Timmermann (2006) Handbook of


Economic Forecasting. Amsterdam: North-Holland.

Genberg, H. & A. Martinez (2014) “On the accuracy and efficiency of IMF
Forecasts: A Survey and Some Extensions”, IEO Background Paper.

Graham, J.R. (1996) "Is a Group of Economists Better Than One?" Journal
of Business, 69 (2), 193-232.

Hawkins, J. (2002) “Cassandra and the Sirens: Economic Forecasting in


Emerging Economies”, IFC Conference – Bank of International
Settlements, Basle, 13.

Hendry D.F. & N.R. Ericsson (2003) Understanding Economic Forecasts.


Cambridge, MA: The MIT Press.

Jones, R.C. (2014) “Making Better Investment Decisions”, The Journal of


Portfolio Management, 40 (2), 128-143.

Kacapyr, E. (1996) “Consensus Forecasts”, in Economic Forecasting: The


State of the Art. Armonk, NY: M.E. Sharpe. 141-153.

Lawrence, M.J., R.H. Edmundson & M.J. O’Connor (1986) “The


Accuracy of Combining Judgmental and Statistical Forecasts”,
Management Science, 32, 1521-1532.

Makridakis, S. & R.L. Winkler (1983) Averages of Forecasts: Some


Empirical Results, Management Science, 29, 987-996.

McNees, S.K. (1987) “Consensus Forecasts: Tyranny of the Majority?”,


New England Economic Review, Nov/Dec, 15-21.

Novotny, F. & M. Rakova (2010) “Assessment of Consensus Forecasts


Accuracy: The Czech National Bank Perspective, Working Paper Series,
130

14.

Winkler, R.L. (1989) “Combining Forecasts: A Philosophical Basis and


Some Current Issues”, International Journal of Forecasting, 5 (4), 605-
609.

Zarnowitz, V. (1984) “The Accuracy of Individual and Group Forecasts


from Business Outlook Surveys”, Journal of Forecasting, 3, 11-26.

Zarnowitz, V. & P. Braun (1992) “Twenty-two Years of the NBER-ASA


Quarterly Economic Outlook Surveys: Aspects and Comparisons of
Forecasting Performance", NBER Working Paper, No. 3965.
Ashenfelter, O. (1978), “Estimating the Effect of Training Programs on
Earnings,” Review of
Ashenfelter, O., and A. B. Krueger (1994), “Estimates of the Economic
Returns to Schooling
Ashenfelter, O., and D. Card (1985), “Using the Longitudinal Structure of
Earnings to Estimate
Association 46: 55–67.
Assumption,” Econometric Theory, 13, 667–678.
Assumptions in Econometric Models of Duration Data,” Econometrica,
52, 271–320.
Asteriou, D. and S. G. Hall (2007), Applied Econometrics: A Modern
Approach Using E-Views and Microfit Revised Edition, 1st edition,
Palgrave Macmillan, New York.
Asymptotic Statistics by Aad van der Vaart, Cambridge University Press
(2000, 460pp) --- Google preview.
Asymptotic theory for Econometricians / Halbert White -- Orlando:
Academic Press, 1984 -- x, 228 p. -- 24 cm. -- (Economic theory,
Econometrics and mathematical economics)
Athey, S., and G. Imbens (2002), “Identification and Inference in
Nonlinear Difference-In-
Augmentation,” Journal of the American Statistical Association, 82, 528–
549.
Autocorrelation Consistent Covariance Matrix,” Econometrica 55: 703–
708.
Autocorrelation in an Error-Component Model,” Journal of Econometrics,
48, 385–393.
Automated discovery in Econometrics
131

Automated inference and the future of Econometrics: a comment


Autoregressions with Unit Roots and Cointegration,” revision of
University of Cambridge
Averaging: A Tutorial,” Statistical Science 14: 382–401.
Avery, R. B. (1977), “Error Components and Seemingly Unrelated
Regressions,” Econometrica,
Avery, R. B., L. P. Hansen, and V. J. Hotz (1983), “Multiperiod Probit
Models and Orthogonality
Aviv Nevo and Michael D. Whinston
B‥ockenholt, U. (1999), “Mixed INAR(1) Poisson Regression Models:
Analyzing Heterogeneity
Back, K. (1991). Asset prices for general processes. Journal of
Mathematical Eco-
Backhouse, Rogere, Durlauf, Stevenn
Badi H. Baltagi (1999): Econometrics, Second edition, Springer-Verlag.

Baillie, R. T., and T. Bollerslev. "Prediction in Dynamic Models with


Time-Dependent Conditional Variances." Journal of Econometrics. Vol.
52, 1992, pp. 91–113.

Bajari, P. and L. X. Lee (2003), “Deciding between Competition and


Collusion,” Review of
Baker, M., and A. Melino (2000), “Duration Dependence and
Nonparametric Heterogeneity: A
Baker, M., and G. Solon (2003), “Earnings Dynamics and Inequality
among Canadian Men
Balestra, P., and M. Nerlove (1966), “Pooling Cross Section and Time
Series Data in the Estimation
Baltagi, B. H. (1980), “On Seemingly Unrelated Regressions with Error
Components,”
Baltagi, B. H. (1981), “Simultaneous Equations with Error Components,”
Journal of Econometrics,
Baltagi, B. H. (1995, 2001), Econometric Analysis of Panel Data, 1st and
2nd editions, New
Baltagi, B. H. (1999), “The Relative Efficiency of the Between Estimator
with Respect to
Baltagi, B. H., and D. Li (1999), “The Overdispersion Test in Count Data
as a Gauss–Newton
Baltagi, B. H., and Q. Li (1991), “A Transformation That Will Circumvent
the Problem of
Bandi, F. M. and R. Reno (2009). Nonparametric stochastic volatility.
Global COE Hi-
132

Banerjee A., et collectif, "Co-integration, error correction, and the


Econometric analysis of non-stationary data". Publisher: OUP | 1993 This
book is wide-ranging in its account of literature on cointegration and the
modelling of integrated processes (those which accumulate the effects of
past shocks). Data series which display integrated behavior are common in
economics, although techniques appropriate to analyzing such data are
relatively new, with few existing expositions of the literature. This book
explores relationships among integrated data series and their use in
dynamic Econometric modelling. …
Barnard, G. A. (1949), “Statistical Inference,” Journal of the Royal
Statistical Society Series
Barndor_-Nielsen, O. E. (1978). Hyperbolic distributions and distributions
on hyperbolae.
Barndor_-Nielsen, O. E. and N. Shephard (2002). Econometric analysis
of realized volatility
Barndor_-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2008).
Designing
Barndor_-Nielsen, O. E., P. R. Hansen, A. Lunde, and N. Shephard (2010).
Subsampling
Barndorff-nielsen, Ole E.; Graversen, Svend Erik; Jacod, Jean; Shephard,
Neil
Barnett, G., R. Kohn, and S. Sheather (1996), “Bayesian Estimation of an
Autoregressive
Barnett, W. A., and A. Jonas (1983), “The Muntz-Szatz Demand System:
An Application
Bartlett, M. S. (1957), “A Comment on D. V. Lindley’s Statistical
Paradox,” Biometrika 44:
based on volatility density. Technical report, University of Amsterdam.
Based Samples,” Econometrica, 45, 1977–1988.
based volatility (HEAVY) models. Journal of Applied Econometrics 25,
Basement Information Systems 332.015 195 /B791-I
Basement Information Systems 332.015 195 /T782-A
Basic Econometrics / Damodar N. Gujarati -- 3rd ed. -- New York:
McGraw-Hill Inc., c1995 -- xxiii, 838 p. : tables, fig. ; 23 cm.
Basic Econometrics / Damodar N. Gujarati -- 4th ed. -- New York:
McGraw-Hill Inc., c2003 -- xxix, 1002 p. : tables, fig. ; 24 cm. + 1 CD-
ROM
Basic issues in Econometrics / Arnold Zellner -- Chicago: University of
Chicago Press, 1984 -- xxi, 334 p. ; 24 cm.
Basmann, R. L. (1957), “A Generalized Classical Method of Linear
Estimation of Coefficients
133

Bavin, N. and White, K.: 1977, The durbin-watson test for serial
correlation with extreme sample sizes or many regressors, Econometrica
45, 1989-1996.

Bayarri, M. J. and J. O. Berger (1999), “Quantifying Surprise in the Data


and Model Verification,”
Bayes, T. (1764), “An Essay towards Solving a Problem in the Doctrine of
Chances,” Philosophical
Bayesian Econometric Methods (Econometric Exercises) by Gary Koop,
Dale J. Poirier, & Justin L. Tobias, Cambridge University Press (2007,
380pp) --- This book provides an impressive collection of exercises and
solutions for Bayesian Econometrics. Google preview.
Bayesian Econometric methods / Gary Koop, Dale J. Poirier, Justin L.
Tobias -- Cambridge: Cambridge University Press, 2007 -- xxi, 357 p. : ill.
; 26 cm. -- (Econometric exercises ; 7)
Bayesian Econometrics
Bayesian Econometrics / Gary Koop -- Chichester Hoboken, N.J.: J.
Wiley, c2003 --- xiv, 359 p. : ill. ; 25 cm.
Bayesian Econometrics and forecasting
Bayesian Econometrics by Gary Koop, Wiley-Interscience (2003, 376pp)
--- Google preview.
Bayesian Econometrics: a reaction to Geweke
Bayesian inference in dynamic Econometric models / Luc Bauwens,
Michel Lubrano, and Jean Francois Richard -- Oxford, UK: Oxford
University Press, 1999 -- xv, 350 p. ; 24 cm. -- (Advanced texts in
Econometrics)
Bayesian Reasoning in Philosophy of Probability
Bayesian reduced rank regression in Econometrics
Bayesian Restoration of Images,” IEEE Transactions on Pattern Analysis
and Machine
Bayesian Sampling,” Biometrika 56: 363–375.
Becker, S. O., and A. Ichino (2002), “Estimation of Average Treatment
Effects Based on
Becketti, S., Gould, W., Lillard, L., and Welch, F. (1988), “The Panel
Study of Income Dynamics
Beggs, S., S. Cardell, and J. Hausman (1981), “Assessing the Potential
Demand for Electric
Begun, J. M., W. J. Hall, W. Huang, and J. A. Wellner (1983), “Information
and Asymptotic
Bekker, P. A. (1994), “Alternative Approximations to the Distributions of
Instrumental Variables
134

Bellemare, C., B. Melenberg, and A. van Soest (2002), “Semiparametric


Models for Satisfaction
Belsley, David A.
Ben-Akiva, M., and S. R. Lerman (1985), Discrete Choice Analysis:
Theory and Application to
Benchmark bonds interactions under regime shifts 2009, no. 103, D. A.
Georgoutsos & P. Migiakis
Bera, A. K., and A. Ghosh (2002), “Neyman’s Smooth Test and Its
Applications in Econometrics,”
Bera, A. K., and M-J. Yoon (1993), “Specification Testing with Locally
Misspecified Alternatives,”
Bera, A. K., and Y. Bilias (2002), “The MM, ME, ML, EL, EF and GMM
Approaches to

Bera, A.K. and Jarque, C.M. (1981). An efficient large-sample test for
normality of observations and regression residuals, Working Papers
in Econometrics, 40. Camberra, Australian National University.

Beran, R. (1987), “Prepivoting to Reduce Level Error of Confidence Sets,”


Biometrika, 74,
Berger, J. M. Bernardo, A. P. Dawid, and A. F. M. Smith, eds., Bayesian
Statistics,
Berger, J. O. (1985), Statistical Decision Theory and Bayesian Analysis,
2nd ed. New York:
Berger, J. O. (1994), “An Overview of Robust Bayesian Analysis” (with
discussion), Test
Berger, J. O. and R. L. Wolpert (1988), The Likelihood Principle, 2nd ed.
Hayward, CA:
Berkeley Symposium on Mathematical Statistics and Probability, 1, 105–
123, Berkeley, University
Berkson, J. (1951), “Why I Prefer Logits to Probits,” Biometrics, 7, 327–
339.
Berlin: Springer.
Bernardo, J. M. and A. F. M. Smith (1994), Bayesian Theory. New York:
Wiley.
Berndt, E., and N. E. Savin (1975), “Estimation and Hypothesis Testing in
Singular Equation
Berndt, E., and N. E. Savin (1977), “Conflict among Criteria for Testing
Hypotheses in the
Berndt, E., B. Hall, R. Hall, and J. Hausman (1974), “Estimation and
Inference in Nonlinear
135

Berry, S. T. (1994), “Estimating Discrete-Choice Models of Product


Differentiation,” Rand
Bertrand, M., E. Duflo, and S. Mullainathan (2004), “How Much
ShouldWe Trust Differencesin-
Better Decision Support Through Exploratory Discrimination-Aware Data
Mining: Foundations and Empirical Evidence.Bettina Berendt & Sören
Preibusch - 2014 - Artificial Intelligence and Law 22 (2):175-209.
Bhargava, A., and J. D. Sargan (1983), “Estimating Dynamic Random
Effects Models from
Bhat, C. R. (2001), “Quasi-Random Maximum Simulated Likelihood
Estimation of the
Bias,” Health Economics, 10, 385–398.
Bickel, P. J. and M. Rosenblatt (1973). On some global measures of the
deviations of
Bickel, P. J., and D. A. Freedman (1981), “Some Asymptotic Theory for
the Bootstrap,” Annals
Bickel, P. J., F. Gotze, and W. R. van Zwet (1997), “Resampling Fewer
Than N Observations:
Bierens, H. J. (1987), “Kernel Estimators of Regression Functions,” in
Advances in Economic
Bierens, H. J. (1990), “A Consistent Conditional Moment Test of
Functional Form,” Econometrica,
Bierens, H. J. (1993), Topics in Advanced Econometrics: Estimation,
Testing, and Specification
Bilina, Roseline, Lawford, Steve
Binder, M., C. Hsiao, and M. H. Pesaran (2003), “Estimation and Inference
in Short Panel Vector
Bingley, P., and I.Walker (2001), “Household Unemployment and the
Labor Supply of Married
Birnbaum, A. (1962), “On the Foundations of Statistical Inference,”
Journal of the American
Births,” American Economic Review Papers and Proceedings, 75, 179–
184.
Bj‥orklund, A., and R. Moffitt (1987), “The Estimation of Wage Gains
and Welfare Gains in
Bjorn, E. (1992), “Panel Data with Measurement Errors,” in The
Econometrics of Panel Data,
Blackwell.
Blake, D., A. Lunde, and A. Timmermann (1999), “The Hazards of Mutual
Fund Underperformance:
Bliss, C. I. (1934), “The Method of Probits,” Science, New Series,
79(2037), 38–39.
136

Blomquist, S., and M. Dahlberg (1999), “Small Sample Properties of


LIML and Jackknife
Blundell, R. W., and J. L. Powell (2004), “Endogeneity in Semiparametric
Binary Response
Blundell, R. W., and R. J. Smith (1989), “Estimation in a Class of Limited
Dependent Variable
Blundell, R. W., and T. E. MaCurdy (2000), “Labor Supply: A Review of
Alternative Approaches,”
Blundell, R., and S. Bond (1998), “Initial Conditions and Moment
Restrictions in Dynamic
Blundell, R., R. Griffith, and F.Windmeijer (1995), “Individual Effects and
Dynamics in Count
Blundell, R., R. Griffith, and F.Windmeijer (2002), “Individual Effects and
Dynamics in Count
Blundell, R., R. Griffith, and J. Van Reenen (1995), “Dynamic Count Data
Models of Technological
Blundell, R., R. Griffith, and J. Van Reenen (1999), “Market Share, Market
Value and Innovation
Bolduc, D. (1999), “A Practical Technique to Estimate Multinomial Probit
Models in Transportation,”

Bollerslev, T. "Generalized Autoregressive Conditional


Heteroskedasticity." Journal of Econometrics. Vol. 31, 1986, pp. 307–327.

Bollerslev, T. (1986). Generalized autoregressive conditional


heteroskedasticity. Journal
Bollerslev, T. and H. Zhou (2002). Estimating stochastic volatility
di_usion using conditional

Bollerslev, T., Engle, R. and Nelson, D.: 1994, ARCH Models, Vol. IV,
Elsvier Science, chapter Handbook in Econometrics, pp. 2961-3038.

Bollerslev, T., R. F. Engle, and D. B. Nelson. "ARCH Models." Handbook


of Econometrics. Vol. 4, Chapter 49, Amsterdam: Elsevier Science B.V.,
1994, pp. 2959–3038.

Bollerslev, T., R. Y. Chou, and K. F. Kroner. "ARCH Modeling in Finance:


A Review of the Theory and Empirical Evidence." Journal of
Econometrics. Vol. 52, 1992, pp. 5–59.

Bollerslev, T.: 1986, Generilized autoregressive conditional


heterpscedasticity, Journal of Econometrics 31, 307-327.
137

Bollinger, C. R. (1996), “Bounding Mean Regressions When a Binary


Regressor Is Mismeasured,”
Bollinger, C. R. (2003), “Measurement Error in Human Capital and the
Black–White Wage
Bond, S., and F. Windmeijer (2002), “Finite Sample Inference for GMM
Estimators in Linear
Book Review:The History of Econometric Ideas: Historical Perspectives
on Modern Economics M. S. Morgan. [REVIEW]Nancy Cartwright - 1993
- Philosophy of Science 60 (3):515-.
Bootstrap Inference in Econometrics
Bootstrap Methods and Their Applications by A. C. Davison and D. V.
Hinkley, Cambridge University Press (1997, 594pp) --- This book is
another easy-to-read guide to the bootstrap for applied
researchers. Several statistical models, in addition to the linear regression
model, are covered.
Bootstrap methods in Econometrics
Borsch-Supan, A. (1987), Econometric Analysis of Discrete Choice: With
Applications on Demand
Bos, C. S., P. Janus, and S. J. Koopman (2012). Spot variance path
estimation and
Boswijk, H. Peter; Franses, Philip Hans
Bound, J., C. Brown, and N. Mathiowetz (2001), “Measurement Error in
Survey Data,” in
Bound, J., C. Brown, G. J. Duncan, and W. L. Rogers (1994), “Evidence
on the Validity of
Bound, J., D. A. Jaeger, and R. M. Baker (1995), “Problems with
Instrumental Variables Estimation
Bounds in Semiparametric Models,” Journal of Econometrics, 102, 23–
66.

Box, G. E. P and Pierce, D. A. (1970). Distribution of residual


autocorrelation in autoregressive integrated moving average time
series models. Journal of American Statistical Association, Vol. 65,
pp.1509 – 1525.

Box, G. E. P. (1980), “Sampling and Bayes’ Inference in Scientific


Modelling” (with discussion
Boyd.
138

Br‥ann‥as, K., and P. Johansson (1996), “Panel Data Regression for


Counts,” Statistical Papers,
Bradley, P., B. L. Fox, and L. E. Schrage (1983), A Guide to Simulation,
New York, Springer-
Bradley, R. C. (2005). Basic properties of strong mixing conditions. A
survey and some
Breitung, J., and M. Lechner (1999), “AlternativeGMMMethods in
Nonlinear Panel Data Models,”
Breslow, N. E. (1996), “Statistics in Epidemiology: The Case-Control
Study,” Journal of the
Breusch, T. S., and A. R. Pagan (1979), “A Simple Test for
Heteroscedasticity and Random
Breusch, T. S., and A. R. Pagan (1980), “The Lagrange Multiplier Test and
Its Applications to
Breusch, T. S., G. E. Mizon, and P. Schmidt (1989), “Efficient Estimation
Using Panel Data,”

Breusch, T.S., and Pagan, A.R. "Simple test for heteroscedasticity and
random coefficient variation". Econometrica. v. 47, 1979, pp. 1287–1294.

Brigitte H. Bechtold
Bronars, S. G., and J. Grogger (1994), “The Economic Consequences of
Unwed Motherhood:

Brooks C. (2002). Introductory Econometrics for Finance, Campridge


University Press.

Brooks, J. C., A. C. Cameron, and C. A. Carter (1998), “Political Action


Committee Contributions
Brooks, S. P. and A. Gelman (1998), “General Methods for Monitoring
Convergence of
Brooks, S. P. and G. O. Roberts (1998), “Convergence Assessment
Techniques for Markov
Brown, C., G. J. Duncan, and F. P. Stafford (1996), “The Panel Study of
Income Dynamics,”
Brown, P. J., T. Fearn, and M. Vannucci (1999), “The Choice of Variables
in Multivariate
Browning, M., A. Deaton, and M. Irish (1985), “A Profitable Approach to
Labor Supply and
Brownstone, D., and C. Kazimi (1998), “Applying the Bootstrap,”
manuscript, Department of
139

Brownstone, D., and R. Valletta (1996), “Modeling Earnings Measurement


Error: A Multiple
Brundy, J. M., and D. W. Jorgenson (1971), “Efficient Estimation of
Simultaneous Equations
Bryk, A. S., and S. W. Raudenbush (1992, 2002), Hierarchical Linear
Models, Newberry Park,
Buchinsky, M. (1994), “Changes in the U.S. Wage Structure 1963–1987:
Application of Quantile
Buchinsky, M. (1998), “Recent Advances in Quantile Regression Models:
A Practical Guideline
Bulletin of Economics and Statistics, 49, 431–434.
Bunch, D. (1991), “Estimability in the Multinomial Probit Model,”
Transportation Research,
Burtless, G. (1995), “The Case for Randomized Field Trials in Economic
and Policy Research,”
Buse, A. (1982), “The Likelihood Ratio, Wald, and Lagrange Multiplier
Tests: An Expository
Business & Economic Statistics 14, 45{52.
Business and Economic Statistics, 10, 193–200.
Business cycle theory and Econometrics
Butler, J. S., and R. Moffitt (1982), “A Computationally Efficient
Quadrature Procedure for the
Butler, J. S., K. H. Anderson, and R. V. Burkhauser (1989), “Work and
Health after Retirement:
Butucea, C. (2004). Asymptotic normality of the integrated square error of
a density
Butucea, C. (2007). Goodness-of-_t testing and quadratic functional
estimation from
by Instrumental Variables,” Review of Economics and Statistics, 53, 207–
205.
by Q. Vuong, Cambridge, UK, Cambridge University Press.
C. F. Manski, and D. McFadden (Eds.), 305–319, Cambridge, MA, MIT
Press.
C. Gourieroux, A. Monfort
C. Gouriéroux; F. Jouneau
C.R. Rao, H. Toutenburg, Shalabh and C. Heumann (2008): Linear
Models and Generalizations - Least Squares and Alternatives,
Springer.
Cahiers du seminaire d'econometrie / publies sous la direction de Rene
Roy -- Paris: Centre National de la Recherche Scientifique, 1951-1985
Calculations,” Journal of the Royal Statistical Society Series B 56: 501–
514.
140

Calendar Effects in Stock Returns,” Journal of Econometrics, 105, 249–


286.
Cameron, A. C. (1990), “Aggregation in Discrete Choice Models: An
Illustration of Nonlinear
Cameron, A. C., and F. A. G. Windmeijer (1996), “R-Squared Measures
for Count Data Regression
Cameron, A. C., and F. A. G. Windmeijer (1997), “An R-squared Measure
of Goodness of Fit
Cameron, A. C., and P. Johansson (1997), “Count Data Regressions Using
Series Expansions
Cameron, A. C., and P. Johansson (1998), “Bivariate Count Data
Regression Using Series
Cameron, A. C., and P. K. Trivedi (1986), “Econometric Models Based
on Count Data:
Cameron, A. C., and P. K. Trivedi (1990), “Regression Based Tests for
Overdispersion in the
Cameron, A. C., and P. K. Trivedi (1998), Regression Analysis for Count
Data, Econometric
Cameron, A. C., P. K. Trivedi, F. Milne, and J. Piggott (1988), “A
MicroEconometric Model of
Cameron, A. C., T. Li, P. K. Trivedi, and D. M. Zimmer (2004),
“Modelling the Differences
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of financial
markets. Princeton, N.J.: Princeton University Press; 1997.
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of financial
markets. Princeton, N.J.: Princeton University Press; 1997.
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of financial
markets. Princeton, N.J.: Princeton University Press; 1997.
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of financial
markets. Princeton, N.J.: Princeton University Press; 1997.
Campbell, D. (1969), “Reforms as Experiments,” American Psychologist,
24, 409–429.
Campbell, J. Y., A. W. Lo, and A. C. MacKinlay (1997). The
Econometrics of Financial

Campbell, J. Y., A. W. Lo, and A. C. MacKinlay. Chapter 12. "The


Econometrics of Financial Markets." Nonlinearities in Financial Data.
Princeton, NJ: Princeton University Press, 1997.

Campolieti, M. (2000), “Bayesian Estimation and Smoothing of the


Baseline Hazard in
Campolieti, M. (2001), “Bayesian Semiparametric Estimation of Discrete
Duration Models:
141

Can Graphical Causal Inference Be Extended to Nonlinear


Settings?Nadine Chlaß & Alessio Moneta - 2010 - In M. Dorato M. Suàrez
(ed.), Epsa Epistemology and Methodology of Science. Springer. pp. 63--
72.

Caner, M., and L. Kilian. "Size Distortions of Tests of the Null Hypothesis
of Stationarity: Evidence and Implications for the PPP Debate." Journal of
International Money and Finance. Vol. 20, 2001, pp. 639–657.

Capp`e, O., and C. P. Robert (2000), “Markov Chain Monte Carlo: 10


Years and Still Running,”
Card (Eds.), Volume 3A, 1865–2097, Amsterdam, North-Holland.
Card, D. E. (1995), “Using Geographic Variation in College Proximity to
Estimate the Return
Card, D. E. (1999), “The Causal Effect of Education on Earnings,” in
Handbook of Labor
Card, D. E. (2001), “Estimating the Return to Schooling: Progress on Some
Persistent Econometric
Card, D. E., and A. B. Krueger (1994), “Minimum Wages and
Employment,” American Economic
Carlin, B. P. and S. Chib (1995), “Bayesian Model Choice via Markov
Chain Monte Carlo
Carrasco, M. and X. Chen (2002). Mixing and moment properties of
various GARCH
Carrasco, R. (2001), “Binary Choice with Binary Endogenous Regressors
in Panel Data: Estimating
Carroll, R. and P. Hall (1988). Optimal rates of convergence for
deconvolving a density.
Carroll, R. J. (1982), “Adapting for Heteroskedasticity in Linear Models,”
Annals of Statistics,
Carroll, R. J., D. Ruppert, and L. A. Stefanski (1995), Measurement Error
in Nonlinear Models,
Cars,” Journal of Econometrics, 16, 1–19.
Cartwright (1989) and Humphreys (1989) have suggested theories of
probabilistic causation for singular events, which are based on
modifications of traditional causal linear modelling. On the basis of her
theory, Cartwright offered an allegedly local, and non-factorizable,
common-cause model for the EPR experiment. In this paper I consider
Cartwright's and Humphrey's theories. I argue that, provided plausible
assumptions obtain, local models for EPR in the framework of these
theories are committed to Bell inequalities, which are violated by
experiment.
142

Case of the U. S. Automobile Industry,” Econometrica, 63, 891–952.


Casella, G. and R. L. Berger (2002), Statistical Inference, 2nd ed. Pacific
Grove, CA:
Casella, G., and E. George (1992), “Explaining the Gibbs Sampler,” The
American Statistician,
Categorized and Integrated Data Mining of Clinical Data.Akinori Abe,
Norihiro Hagita, Michiko Furutani, Yoshiyuki Furutani & Rumiko
Matsuoka - 2008 - In S. Iwata, Y. Oshawa, S. Tsumoto, N. Zhong, Y. Shi
& L. Magnani (eds.), Communications and Discoveries From
Multidisciplinary Data. Springer. pp. 315-330.
Causal Models and Evidential Pluralism in Econometrics.Alessio Moneta
& Federica Russo - 2014 - Journal of Economic Methodology 21 (1):54-
76. Social research, from economics to demography and epidemiology,
makes extensive use of statistical models in order to establish causal
relations. The question arises as to what guarantees the causal
interpretation of such models. In this paper we focus on Econometrics and
advance the view that causal models are ‘augmented’ statistical models that
incorporate important causal information which contributes to their causal
interpretation. The primary objective of this paper is to argue that causal
claims are established on the basis of a (...)
Causality and Exogeneity in Econometric Models in The Foundations of
Statistical Methods in Biology, Physics and Economics.Mc Galavotti & G.
Gambetta - 1990 - Boston Studies in the Philosophy of Science 122:27-40.
Data mining is on the interface of Computer Science and Statistics,
utilizing advances in both disciplines to make progress in extracting
information from large databases. It is an emerging field that has attracted
much attention in a very short period of time. This article highlights some
statistical themes and lessons that are directly relevant to data mining and
attempts to identify opportunities where close cooperation between the
statistical and computational communities might reasonably provide
synergy for further progress in data analysis.
Causality in MacroEconometrics: Some Considerations About
Reductionism and Realism.Alessio Moneta - 2005 - Journal of Economic
Methodology 12 (3):433-453. This paper investigates the varieties of
reductionism and realism about causal relations in macroEconometrics.
There are two issues, which are kept distinct in the analysis but which are
interrelated in the development of Econometrics. The first one is the
question of the reducibility of causal relations to regularities, measured in
statistics by correlations. The second one is the question of the reducibility
143

of causes among macroeconomic aggregates to microeconomic behaviour.


It is argued that there is a continuum of possible positions (...)
Causality, Mechanisms and Modularity: Structural Models in
Econometrics.Damien Fennell - 2007 - In Federica Russo & Jon
Williamson (eds.), Causality and Probability in the Sciences. pp. 161--177.
Causation and Specification in Economic Theory and
Econometrics.Franklin M. Fisher - 1969 - Synthese 20 (4):489 - 500.
Causation,” Statistical Science, 14, 243–258.

Cecchetti, S. G., and P. S. Lam. "Variance-Ratio Tests: Small-Sample


Properties with an Application to International Output Data." Journal of
Business and Economic Statistics. Vol. 12, 1994, pp. 177–186.

Celeux, G., M. Hurn, and C. P. Robert (2000), “Computational and


Inferential Difficulties
Century Perspective,” Quarterly Journal of Economics, 115, 45–98.
Chain Monte Carlo,” Statistics and Computing 8: 319–335.
Chaloner, K. and R. Brant (1988), “A Bayesian Approach to Outlier
Detection and Residual
Chamberlain, G. (1980), “Analysis of Covariance with Qualitative Data,”
Review of Economic
Chamberlain, G. (1982), “Multivariate Regression Models for Panel Data,”
Journal of Econometrics,
Chamberlain, G. (1984), “Panel Data,” in Handbook of Econometrics,
Z.Griliches and M.
Chamberlain, G. (1985), “Heterogeneity, Omitted Variable Bias and
Duration Dependence,”
Chamberlain, G. (1987), “Asymptotic Efficiency in Estimation with
Conditional Moment Restrictions,”
Chamberlain, G. (1992), “Comment: Sequential Moment Restrictions in
Panel Data,” Journal
Chan, K. C., G. A. Karolyi, F. A. Longsta_, and A. B. Sanders (1992). An
empirical
Chan, K. S. and C. J. Geyer (1994), “Markov Chains for Exploring
Posterior Distributions—
Chang, Chia-Lin, McAleer, Michael, Oxley, Les

Chang, T. (2002). Financial development and economic growth in


Mainland China: A note on testing demand-following or supply-
leading hypothesis. Applied Economic Letters, Vol. 9, pp. 869 – 873.
144

Changed the Wage Structure Too?,” Quarterly Journal of Economics, 112,


291–303.
Changes in the Mode of Production and the Growth of "Mass Militancy"
in the British Mining Industry, 1954-1974.Ian Rutledge - 1977 - Science
and Society 41 (4):410 - 429.
characteristic function. Journal of Business & Economic Statistics 20,
198{212.
Charles F. Manski and Whitney K. Newey
Charlier, E., B. Melenberg and A. van Soest (2001), “An Analysis of
Housing Expenditure
Chatfield, C. (1995), “Model Uncertainty, Data Mining, and Statistical
Inference,” Journal
Chauveau, D. and J. Diebolt (2000), “Estimation of the Asymptotic
Variance in the CLT for
Chay, K. Y., and B. E. Honor’e (1998), “Estimation of Semiparametric
Censored Regression
Chay, K. Y., and D. Hyslop (2000), “Identification and Estimation of
Dynamic Binary Response
Chay, K. Y., and J. L. Powell (2001), “Semiparametric Censored
Regression Models,” Journal
Chay, K. Y., H. Hoynes, and D. Hyslop (2001), “A Nonexperimental
Analysis of True State
Chen, C.-F. (1985), “On Asymptotic Normality of Limiting Density
Functions with Bayesian
Chen, S., J. Gao, and C. Tang (2008). A test for model speci_cation of
di_usion processes.
Chen, X., L. P. Hansen, and M. Carrasco (2010). Nonlinearity and
temporal dependence.
Chen, Xiaohong; Reiss, Markus
Chernozhukov, V., and C. Hansen (2005), “An IV Model of Quantile
Treatment Effects,” Econometrica,
Chesher, A. (1984), “Testing for Neglected Heterogeneity,”
Econometrica, 52, 865–872.
Chesher, A. (1991), “The Effect of Measurement Error,” Biometrika, 78,
451–462.
Chesher, A., and M. Irish (1987), “Residual Analysis in the Grouped and
Censored Normal
Chia-Lin Chang, David Allen, Michael McAleer
Chib, S. (1992), “Bayes Inference in the Tobit Censored Regression
Model,” Journal of
Chib, S. (1992), “Bayes Regression for the Tobit Censored Regression
Model,” Journal of
145

Chib, S. (1993), “Bayes Regression with Autoregressive Errors: A Gibbs


Sampling
Chib, S. (1995), “Marginal Likelihood from the Gibbs Output,” Journal of
the American
Chib, S. (1995), “Marginal Likelihood From the Gibbs Output,” Journal
of the American Statistical
Chib, S. (1996), “Calculating Posterior Distributions and Modal Estimates
in Markov Mixture
Chib, S. (2001), “Markov Chain Monte Carlo Methods: Computation and
Inference,” in Handbook
Chib, S. and E. Greenberg (1994), “Bayes Inference in Regression Models
with ARMA(p,q)
Chib, S. and E. Greenberg (1998), “Analysis of Multivariate Probit
Models,” Biometrika
Chib, S. and I. Jeliazkov (2001), “Marginal Likelihood from the
Metropolis-Hastings Output,”
Chib, S., and E. Greenberg (1995), “Understanding the Metropolis-
Hastings Algorithm,”
Chib, S., and E. Greenberg (1995), “Understanding the Metropolis-
Hastings Algorithm,” The
Chib, S., and E. Greenberg (1996), “Markov Chain Monte Carlo
Simulation Method in Econometrics,”
Chib, S., and I. Jeliazkov (2001), “Marginal Likelihood from the
Metropolis-Hastings Output,”
Chib, S., and R. Winkelmann (2001), “Markov Chain Monte Carlo
Analysis of Correlated
Chichilnisky, Graciela
Child Health and Gender-Inequality in the Allocation of Time,”
International Economic Review,
Chipman, H. A., E. I. George, and R. E.McCulloch (1998), “Bayesian
CART Model Search,”
Choice Probabilities,” in Structural Analysis of Discrete Data with
Econometric Applications,
Choice,” Journal of Econometrics, 3, 205–228.
Choice-Based Sampling Qualitative Response Model,” Econometrica, 55,
699–702.

Chow, G. C. "Tests of Equality Between Sets of Coefficients in Two Linear


Regressions." Econometrica. Vol. 28, 1960, pp. 591–605.

Christ (Ed.), 167–200, Stanford, Stanford University Press.


Cincera, M. (1997), “Patents, R&D, and Technological Spillovers at the
Firm Level: Some Evidence
146

Clarifying the 'Puzzle' Between the Textbook and LSE Approaches to


Econometrics: A Comment on Cook's Kuhnian Perspective on
Econometric Modelling.George C. Davis - 2005 - Journal of Economic
Methodology 12 (1):93-115.In a recent article, Cook conducted a Kuhnian
analysis of the difference between the Textbook and LSE Econometric
approaches. This paper uses a semantic conception of theories (Suppe
1989) and a finer gradation of the theory of reduction process to clarify the
apparent puzzle that exist between the Textbook and LSE approaches to
Econometrics. The paper demonstrates that a Kuhnian analysis in isolation
can be more misleading than realized.
Clayton, D. G., and J. Cuzick (1985), “Multivariate Generalization of the
Proportional Hazards
Cleaning up the kitchen sink: Specification tests and average derivative
estimators for growth Econometrics Francisco Rodríguez, Cameron A.
Shelton
Cleveland, W. (1979), “Robust Locally Weighted Regression and
Smoothing Scatterplots,”
Cleves, M. R., W. W. Gould, and R. G. Guitirrez (2002), An Introduction
to Survival Analysis
Clustered Data,” Journal of the American Statistical Association, 93,
1365–1375.
Cluster-sample methods in applied Econometrics
Cobb-Clark, Deborah A.; Crossley, Thomas
Cochran, W. G. (1977), Sampling Techniques, New York, John Wiley.
Cochrane JH. Asset pricing [Internet]. Rev. ed. Princeton, N.J.: Princeton
University Press; 2005. Available from:
https://www.dawsonera.com/guard/protected/dawson.jsp?name=https://ls
e.ac.uk/idp&dest=http://www.dawsonera.com/depp/reader/protected/exte
rnal/AbstractView/S9781400829132
Cochrane JH. Asset pricing [Internet]. Rev. ed. Princeton, N.J.: Princeton
University Press; 2005. Available from:
https://www.dawsonera.com/guard/protected/dawson.jsp?name=https://ls
e.ac.uk/idp&dest=http://www.dawsonera.com/depp/reader/protected/exte
rnal/AbstractView/S9781400829132

Cochrane, J. "How Big is the Random Walk in GNP?" Journal of Political


Economy. Vol. 96, 1988, pp. 893–920.

Coefficient Model: Estimating the Average Rate of Return to Schooling


When the Return
Coefficient Variation,” Econometrica, 47, 1287–1294.
147

Cointegration, causality, and forecasting: a festschrift in honour of


Clive W.J. Granger / edited by Robert F. Engle and Halbert White --
Oxford: Oxford University Press, 1999 -- 497 p. : ill., 1 port. ; 24 cm.
Co-integration, error correction, and the Econometric analysis of non
stationary data / Anindya Banerjee ... [et al.] -- New York: Oxford
University Press, 1993 -- xiii, 329 p. : ill. ; 24 cm. -- (Advanced texts in
Econometrics)
Collado, M. D. (1997), “Estimating Dynamic Models from Time Series of
Independent Cross-
Commodity Demands over the Life-Cycle,” Econometrica, 53, 503–543.
comparison of alternative models of the short-term interest rate. Journal of
Finance 47,
comparison with ARCH models. Review of Economic Studies 65, 361{93.
Comparisons and Applications of Some Estimators,” Journal of Applied
Econometrics, 1,
Competing Risks Model without Regressors,” Problem, Econometric
Theory, 16,
Complete and Incomplete Econometric Models (The Econometric and
Tinbergen Institutes Lectures) by John Geweke. English | 2010
|Econometric models are widely used in the creation and evaluation of
economic policy in the public and private sectors. But these models are
useful only if they adequately account for the phenomena in question, and
they can be quite misleading if they do not. In response, Econometricians
have developed tests and other checks for model adequacy.
Complete and Incomplete Econometrics Models by John Geweke (2010,
176pp) .
Complete System of Stochastic Equations,” Annals of Mathematical
Statistics, 20, 46–63.
Computational macroeconomics for the open economy / G. C. Lim and
Paul D. McNelis -- Cambridge: MIT Press, c2008 -- xiv, 231 p. : ill. ; 24
cm.
Comte, F., C. Lacour, and Y. Rozenholc (2010). Adaptive estimation of
the dynamics of
Comte, F., V. Genon-Catalot, and Y. Rozenholc (2010). Nonparametric
estimation for a
Condition Estimation,” International Economic Review, 24, 21–35.
Conditions and Forms of Mining Settlement.Lois Rosamund Latham -
1965 - In Karl W. Linsenmann (ed.), Proceedings. St. Louis, Lutheran
Academy for Scholarship. pp. 365.
Conference Report, Chicago and London, University of Chicago Press.
Confluence Analysis,” Econometrica, 9, 1–24.
148

Constraints,” in W. O. Johnson, J. C. Lee, and A. Zellner, eds., Modeling


and Prediction:
Contemporary Bayesian Econometrics and statistics / John Geweke --
Hoboken, N.J.: John Wiley, c2005 -- xi, 300 p. ; 25 cm. -- (Wiley series in
probability and statistics)
Contemporary Bayesian Econometrics and Statistics by John Geweke,
Wiley-Interscience (2005, 320pp) --- Google preview.
Contemporary Bayesian Econometrics and Statistics, by John Geweke
continuous time stochastic volatility models. In W. Greene and R. C. Hill
(Eds.), Ad-
Continuous-time Econometrics: theory and applications / edited by
Giancarlo Gandolfo -- London: Chapman & Hall, 1993 -- xii, 267 p. : ill. ;
24 cm. -- (International studies in economic modelling ; 12)
continuous-time markov processes. In Y. A•_t-Sahalia and L. P. Hansen
(Eds.), Handbook
Contributions to Econometrics / John Denis Sargan edited with an
introduction by Esfandiar Maasoumi -- Cambridge: Cambridge University
Press, 1988 -- 2 v. ; 24 cm.
Conway, D., and H. V. Roberts (1983), “Reverse Regression, Fairness, and
Employment Discrimination,”
Copyright 2005 John Wiley & Sons, Inc.
Cornwell, C., and P. Rupert (1988), “Efficient Estimation with Panel Data:
An Empirical Comparison
Corradi, V. and N. R. Swanson (2011). Predictive density construction and
accuracy testing
Corradi, V. and N. Swanson (2005). Bootstrap speci_cation tests for
di_usion processes.
Corradi, V. and W. Distaso (2006). Semi-parametric comparison of
stochastic volatility
Corrupion and bribery assessment: Econometric algorithms and
perception index
Cosslett, S. R. (1981a), “Maximum Likelihood Estimator for Choice-
Based Samples,” Econometrica,
Cosslett, S. R. (1981b), “Efficient Estimation of Discrete Choice Models,”
in Structural Analysis
Costas Milas
Count Data Models with Heterogeneity,” Journal of Econometrics, 79,
355–378.
Count Data,” Journal of Business and Economic Statistics, 19, 428–435.
Count Distributions,” Oxford Bulletin of Economics and Statistics, 64, 63–
82.
149

Count Regression with an Endogenous Treatment Effect,” Journal of


Applied Econometrics,
Counting Processes, New York, Springer-Verlag.
Counts,” Econometrics Journal, 7, 566–584.
Cowles Foundation for Research in Economics:
http://cowles.econ.yale.edu/
Cowles, M. K. and B. P. Carlin (1996), “Markov Chain Monte Carlo
Convergence Diagnostics:
Cowles, M. K., B. P. Carlin, and J. E. Connett (1996), “Bayesian Tobit
Modeling of Longitudinal
Cox, D. R. (1961), “Tests of Separate Families of Hypotheses,”
Proceedings of the Fourth
Cox, D. R. (1962a), Renewal Theory, London, Methuen.
Cox, D. R. (1962b), “Further Results on Tests of Separate Families of
Hypotheses,” Journal of
Cox, D. R. (1972), “Regression Models and Life Tables (with
Discussion),” Journal of the Royal
Cox, D. R. (1975),“Partial Likelihood,” Biometrika, 62, 269–276.
Cox, D. R., and D. Oakes (1984), Analysis of Survival Data, London,
Methuen.
Cox, D. R., and E. J. Snell (1968), “A General Definition of Residuals
(with Discussion),”
Cox, J. C., J. E. Ingersoll, and S. A. Ross (1985). A theory of the term
structure of
Cox’s Statistic for Testing Nonnested Models,” Journal of Econometrics,
57,
Cr’epon, B., and B. Mairesse (1995), “The Chamberlain Approach to Panel
Data: An Overview
Cr’epon, B., and E. Duguet (1997a), “Research and Development,
Competition and Innovation
Cr’epon, B., and E. Duguet (1997b), “Estimating the Innovation Function
from Patent Numbers:
Cragg, J. C. (1997), “Using Higher Moments to Estimate the Simple Error-
in-Variables Model,”
Cragg, J. G. (1971), “Some Statistical Models for Limited Dependent
Variables with Application
Cragg, J. G. (1994), “Making Good Inferences from Bad Data,” Canadian
Journal of Economics,
Credit Lyonnais, France.

Cribari-Neto, F. "Asymptotic Inference Under Heteroskedasticity of


Unknown Form." Computational Statistics & Data Analysis. v. 45, 2004,
pp. 215-233.
150

Critical Realism and Econometrics.Paul Downward & Andrew Mearman


- 2003 - In Applied Economics and the Critical Realist Critique. Routledge.
pp. 111.
Cross-Section Data,” Econometrica, 30, 34–53.
Cross-Sectional and Longitudinal Labor Market Data,” Journal of Labor
Economics, 12,
Current account determinants and external sustainability in periods of
structural change

Cuthbertson, K. and Nitzsche, D.: 2004, Quantitative Financial


Economics: Stocks, Bonds and Foreign Exchange, Jahn Wiley and Sons.

D. Holt, and T. M. F. Smith (Eds.), New York, John Wiley.


D. V. Hinkley, and O. E. Barndor_-Nielsen (Eds.), Time Series Models in
Econometrics,
D.C.
Dacorogna, M. M., R. Gen_cay, U. Muller, R. B. Olsen, and O. V. Pictet
(2001). An
DAE Working Paper No. 0003.
Dagenais, M. G., and D. L. Dagenais (1997), “Higher Moment Estimators
for Linear Regression
Dagpunar, J. (1988), Principles of Random Variate Generation, Oxford,
Oxford University
Dagsvik, J. K., and A. Karlstr‥om (2004), “Compensated Variation and
Hicksian Choice Probabilities

Dagum, E. B. The X-11-ARIMA Seasonal Adjustment Method. Number 12–


564E. Statistics Canada, Ottawa, 1980.

Daly, A., and S. Zachary (1979), “Improved Multiple Choice Models,” in


Identifying and
Daniel A. Griffith, C. Amrhein, "Econometric Advances in Spatial
Modelling and Methodology: Essays in Honour of Jean Paelinck"
1998.
Daniel McFadden and Paul A. Ruud
Danielsson, J. (1994). Stochastic volatility in asset prices estimation with
simulated
Danielsson, J., and J. -F. Richard (1993), “Accelerated Gaussian
Importance Sampler with Application
Darolles, S., J.-P. Florens, and C. Gourieroux (2004) Kernel Based
Nonlinear Canonical Analysis and Time Reversibility, Journal of
Econometrics, 119, 323- 353.
151

Das, M., W. K. Newey, and F. Vella (2003), “Nonparametric Estimation


of Sample Selection
Data and Econometricians--the Uneasy Alliance
Data Mining and Group Profiling on the Internet.B. H. M. Custers - 2001
- In Anton Vedder (ed.), Ethics and the Internet. Intersentia.
Data Mining and Privacy of Social Network Sites’ Users: Implications of
the Data Mining Problem.Yeslam Al-Saggaf & Md Zahidul Islam - 2015 -
Science and Engineering Ethics 21 (4):941-966.
Data Mining and the Econometrics Industry: Comments on the Papers of
Mayer and of Hoover and Perez.Adrian R. Pagan & Michael R. Veall -
2000 - Journal of Economic Methodology 7 (2):211-216. We maintain that
the actions of researchers show that data mining is a necessary part of
Econometric inquiry. We analyse this phenomenon using the analogy of
an industry producing a product. There is a risk of selective reporting as
Mayer indicates but we argue that other researchers will ensure that the
sensitivity of truly important findings is checked. Hence, initial researchers
have an incentive to analyse sensitivity from the beginning and so produce
a quality product. Some suggestions are made towards (...)
Data Mining and the Privatization of Accountability.Edward Tverdek -
2006 - Public Affairs Quarterly 20 (1):67-94.
Data Mining and the Selection of Instruments.Alastair R. Hall & Fernanda
P. M. Peixe - 2000 - Journal of Economic Methodology 7 (2):265-277.
Abstract Instrumental variables estimation is widely applied in
Econometrics. To implement the method, it is necessary to specify a
vector of instruments. In this paper, it is argued that there are compelling
reasons to use the data for instrument selection, but that it is desirable to
ensure the resulting estimator still behaves in the way predicted by standard
textbook theory. These arguments lead one to propose three criteria for data
based instrument selection. The remainder of the paper assesses the extent
(...)
Data Mining, Retrieval and Management-An Interactive Hybrid System
for Identifying and Filtering Unsolicited E-Mail.M. Dolores del Castillo &
J. Ignacio Serrano - 2006 - In O. Stock & M. Schaerf (eds.), Lecture Notes
in Computer Science. Springer Verlag. pp. 779-788.
Data Mining: A Reconsideration.Thomas Mayer - 2000 - Journal of
Economic Methodology 7 (2):183-194. Data mining occurs because most
economic hypotheses do not have a unique empirical interpretation but
152

allow the Econometrician much leeway in selecting conditioning


variables, lags, functional forms, and sometimes the sample. The resulting
problems are of interest not only to methodologists and philosophers
concerned with how hypotheses are validated in the presence of some
inevitable ad hocery but, also to readers of economics journals who have
no interest in methodology but need to know whether to believe what they
read. Since (...)
Data Models,” Journal of Econometrics, 102, 113–131.
Data via the EM Algorithm,” Journal of the Royal Statistical Society, B,
39, 1–38.
Data, 1st and 2nd editions, Oxford, Oxford University Press.
Data,” American Economic Review, 76, 604–620.
Data,” Discussion Paper 95-03, Department of Economics, University
College London.
Data,” Journal of Econometrics, 76, 53–76.
Data,” Journal of the American Statistical Association 88: 669–679.
Data,” Journal of the American Statistical Association, 88, 669–679.
Data,” University of Texas Working Paper.
data. Journal of Econometrics 159, 235 { 250.
Data-Mining Probabilists or Experimental Determinists.Thomas
Richardson, Laura Schulz & Alison Gopnik - 2007 - In Alison Gopnik &
Laura Schulz (eds.), Causal Learning: Psychology, Philosophy, and
Computation. Oxford University Press. pp. 208--230.
Davey, A., M. J. Shanahan, and J. L. Schafer (2001), “Correcting for
Selective Nonresponse in
David, H. A., and M. L. Moeschberger (1978), The Theory of Competing
Risks, New York,Macmillan.
Davidson, J. (1994), Stochastic Limit Theory, Oxford, Oxford University
Press.
Davidson, R., and J. G. MacKinnon (1984), “Model Specification Tests
Based on Artificial
Davidson, R., and J. G. MacKinnon (1993), Estimation and Inference in
Econometrics, Oxford, Oxford University Press.
Davidson, R., and J. G. MacKinnon (2004), Econometric Theory and
Methods, Oxford, Oxford University Press.

Davidson, R., and J. G. MacKinnon. Econometric Theory and Methods.


Oxford, UK: Oxford University Press, 2004.

Davis argues that Suppe's semantic conception provides a better


understanding of the problem of theory?data confrontations. Applying his
153

semantic methodology to the LSE (London School of Economics)


approach of Econometrics, he concludes that the LSE approach fails to
address the issue of bridging the theory?data gap. This paper suggests two
other versions of the semantic view of theories in the philosophy of science,
due to Suppes and van Fraassen, and argues that the LSE approach can be
construed under these two (...)
Davis, J.-P. Krei_, and T. Mikosch (Eds.), Handbook of Financial Time
Series, pp.
Davis, P. (2002), “Estimating Multi-way Error Components Models with
Unbalanced Data Structures,” Journal of Econometrics, 106, 67–95.
Davison, A. C., D. V. Hinkley, and E. Schechtman (1986), “Efficient
Bootstrap Simulation,”Biometrika, 73, 555–566.
Dawid, A. P. (1984), “Statistical Theory: The Prequential Approach,”
Journal of the Royal
Dean, C., and R. Balshaw (1997), “Efficiency Lost by Analyzing Counts
Rather Than Event
Deaton, A. (1985), “Panel Data from Time Series of Cross-Sections,”
Journal of Econometrics, 30, 109–126.
Deaton, A. (1997), The Analysis of Household Surveys: A
MicroEconometric Approach to Development
Deb, P., and P. K. Trivedi (1997), “Demand for Medical Care by the
Elderly: A Finite Mixture
Deb, P., and P. K. Trivedi (2002), “The Structure of Demand for Health
Care: Latent Class
Deb, P., and P. K. Trivedi (2004), “Specification and Simulated Likelihood
Estimation of a
Definitions, Questions, and Answers from Continuous Time Model of
Heterogeneity and
DeGroot, M. (1970), Optimal Statistical Decisions. New York: McGraw-
Hill.
Dehejia, R. H., (1997), Econometric Methods for Program Evaluation,
Ph.D. Dissertation, Harvard University.
Dehejia, R. H., and S. Wahba (1999), “Reevaluating the Evaluation of
Training Programs,”
Dehejia, R. H., and S.Wahba (2002), “Propensity Score Matching Methods
for Nonexperimental
Deistler, M., and H.-G. Seifert (1978), “Identifiability and Consistent
Estimability in Econometric
DeJong, D. N. (1993), “Bayesian Inference in Limited Dependent Variable
Models: An
Delaigle, A. and I. Gijbels (2004). Practical bandwidth selection in
deconvolution kernel
154

Delaigle, A. and P. Hall (2010). Kernel methods and minimum contrast


estimators for
Delgado, M. A. (1992), “Semiparametric Generalized Least Squares in the
Multivariate Nonlinear
Delgado, M. A., and T. J. Kniesner (1997), “Count Data Models with
Variance of Unknown
Dellaportas, P. and A. F. M. Smith (1993), “Bayesian Inference for
Generalized Linear and
Demand for an Advanced Electronic Device,” Journal of Econometrics,
89, 15–19.
Demand, Cambridge, MA, MIT Press.
Dempster, A. P., N. M. Laird, and D. B. Rubin (1977), “Maximum
Likelihood from Incomplete

den Haan, W. J., and A. Levin. "A Practitioner's Guide to Robust


Covariance Matrix Estimation." In Handbook of Statistics. Edited by G. S.
Maddala and C. R. Rao. Amsterdam: Elsevier, 1997.

Deng, Y., J. M. Quigley, and R. Van Order (2000), “Mortgage


Terminations, Heterogeneity and
density estimation. Computational Statistics and Data Analysis 45,
249{267.
density function estimates. Annals of Statistics 1, 1071{1095.
Department of Economics, Brown University.
Dependence in Monthly Welfare Participation Sequences,” manuscript,
Department of Economics,
Dependent Variables,” Econometrica, 88, 839–874.
DeRobertis, L. and J. A. Hartigan (1981), “Bayesian Inference Using
Intervals of Measures,”
Despite Misspecification of Distribution in Multinomial Discrete Choice
Models,”
Determinants of the Greek stock-bond correlation
Determinants of the receipts from shipping services: the case of Greece
Determinants of the wage rates in Greece with an emphasis on the wages
of tertiary education graduates
Development and Communication” (with discussion and rejoinder),
Econometric
Devroye, L. (1986), Non-uniform Random Variate Generation, New York,
Springer-Verlag.
Devroye, L. (1986), Non-uniform Random Variate Generation. New York:
Springer-Verlag.
Dhrymes, P. J. (1970). Econometrics: Statistical Foundations and
Applications, Springer-Verlag, New York NY.
155

Dickey, D. A., and W. A. Fuller. "Distribution of the Estimators for


Autoregressive Time Series with a Unit Root." Journal of the American
Statistical Association. Vol. 74, 1979, pp. 427–431.

Dickey, D. A., and W. A. Fuller. "Likelihood Ratio Statistics for


Autoregressive Time Series with a Unit Root." Econometrica. Vol. 49,
1981, pp. 1057–1072.

Dickey, D. and Fuller, W.: 1979, Distribution of the estimators for


autoregressive time series with a unit root, Journal of the American
Statistical Association 74, 427-431.

Dickey, D. and Fuller, W.: 1981, Likelihood ratio statistics for


autoregressive time series with a unit root, Econometrica 49, 1057-1072.

Diebolt, J. and C. P. Robert (1994), “Estimation of Finite Mixture


Distributions through
Differenced Stationary Models,” Econometric Reviews, 14, 377–392.
Differences Estimates?” Quarterly Journal of Economics, 119, 249–275.
Differences Models,” working paper, Department of Economics,
University of California,
Diggle, P. J., P. Heagerty, K.-Y. Liang, and S. L. Zeger (1994, 2002),
Analysis of Longitudinal
DiNardo, J., and S. Pischke (1997), “The Returns to Computer Use
Revisited: Have Pencils

Ding, Z., C. W. J. G. and (1993), R. F. E.: 1993, A long memory property


of stock market returns and a new model, Journal of Empirical Finance
1, 83-106.

Discrete approximations to continuous time distributed lags in


Econometrics
Discrete Data with Econometric Applications, C. F. Manski and D.
McFadden (Eds.), 198–
Discrete Time Duration Models,” Review of Economics and Statistics 82:
685–694.
Discussion,” Annals of Statistics 22: 1747–1758.
Disequilibrium Econometrics on micro data
Distingushed Fellow: Arthur S. Goldberger and latent variables in
Econometrics
Distributed lags: problems of estimation and formulation / Phoebus J.
Dhrymes -- 2nd rev. ed. -- Amsterdam: North-Holland Pub. Co., 1981 -- x,
470 p. ; 23 cm. -- (Advanced textbooks in economics ; 14)
156

Distribution and Application to the Analysis of Survival Data,” Journal of


the American
Distributions,” Biometrika, 73, 387–396.
Dominique M. Hanssens, Leonard J. Parsons, Randall L. Schultz - Market
Response Models: Econometric and Time Series Analysis (2nd edition).
Published: 2001-03-31.
Donald, S. G., and K. Lang (2001), “Inference with Differences in
Differences and Other Panel
Donald, S. G., andW. K. Newey (2001), “Choosing the Number of
Instruments,” Econometrica,
Dongming Zhu, John W. Galbraith
Doob, J. L. (1953), Stochastic Processes. New York: Wiley.
Dordrecht, Kluwer Academic Publishers.
Dorsey, R. E., and W. J. Mayer (1995), “Genetic Algorithms for Estimation
Problems with

Dougherty, C., Introduction to Econometrics, Oxford University Press,


2011

Dougherty, C., Introduction to Econometrics, Oxford University Press,


2011

Draper, D. (1995), “Assessment and Propagation of Model Uncertainty,”


Journal of the

Dritsaki, C. and Dritsakis, N. (2009). "Okun’s Coefficient for four


Mediterranean member countries of EU: An empirical study",
International Journal of Business and Management, Vol 4, No. 5, pp. 18-
26.

Dritsakis N, Grose Ch, and L. Kalyvas (2006). Performance aspects of


Greek bond mutual funds. International Review of Financial
Analysis, Vol.15, No.2 pp. 189 – 202.

Dritsakis N. (2007). "Labour Productivity, Wages and Unemployment: An


empirical investigation for Greece using Causality Analysis", Asian
– African Journal of Economics and Econometrics, Vol 7, No1, pp
133-145.
157

Dritsakis, E. N. (2003). Forecasting of cigarettes consumption in Greece:


An empirical investigation with cointegration analysis. Agricultural
Economic Review, Vol. 4, No. 2, pp. 47 – 56.

Dritsakis, E. N. (2003). Hungarian macroeconomic variables – reflections


on causal relationships. Acta Oeconomica, Vol. 53, No.1, pp. 61 –
73.

Dritsakis, E. N. (2004). Cointegration analysis of German and British


tourism demand for Greece. Tourism Management, Vol. 25, pp. 111
– 119.

Dritsakis, E. N. (2004). Defense spending and economic growth: An


empirical investigation for Greece and Turkey. Journal of Policy
Modeling, Vol. 26, pp. 249 – 264.

Dritsakis, E. N. (2004). Exports, investment and economic development of


pre-accession countries of European Union: An empirical
investigation of Bulgaria and Romania. Applied Economics, Vol. 36,
No.16, pp. 1825 – 1832.

Dritsakis, E. N. (2005). Macroeconomic variables analysis in Ukraine: An


empirical approach with cointegration method. American Journal of
Applied Sciences, Vol. 2, No. 4, pp. 836 – 842.

Dritsakis, N. (2008). "Immigration and Economic Growth: Further


Evidence for Greece", Applied Economics and Policy Analysis, Vol
2, No. 1-2, pp. 207-213.

Dritsakis, N. (2011). "Demand for Money in Hungary: An ARDL


Approach", Review of Economics and Finance, Vol 1, No. 5, pp. 1-
16.
158

Dritsakis, N. (2012). “Structural Breaks, Cointegration and the Demand


for Money in Greece”, The IUP Journal of Applied Economics, Vol.
XI, Νο. 3, pp 1-17.

Dritsakis, N., and Al. Gkanas (2010). "The effect of socio-economic


determinants on crime rates: An empirical research in the case of
Greece with cointegration analysis", International Journal of
Economic Sciences and Applied Research, Vol 2, No. 2, pp. 51-64.

Drukker, D. M. (2002), “Bootstrapping a Conditional Moments Test for


Normality after Tobit
Du_e, D. and K. J. Singleton (1993). Simulated moments estimation of
Markov models
Duan, N.,W. G. Manning, C. N. Morris, and J. P. Newhouse (1983), “A
Comparison of Alternative
Dubin, J. A., and D. L. McFadden (1984), “An Econometric Analysis of
Residential Electric
Dufour, Jean-Marie
DuMouchel, W. K., and G. J. Duncan (1983), “Using Sample Survey
Weights in Multiple Regression
Duo Qin

Durbin J. and Watson G. (1951). Testing for serial correlation in least


squares regression. Biometrica, Vol. 37, pp. 409 - 428.

Durbin J., and S. J. Koopman. "A Simple and Efficient Simulation


Smoother for State Space Time Series Analysis." Biometrika. Vol 89., No.
3, 2002, pp. 603–615.

Durbin J., and S. J. Koopman. Time Series Analysis by State Space


Methods. 2nd ed. Oxford: Oxford University Press, 2012.

Durbin, J. (1954), “Errors in Variables,” Review of the International


Statistical Institute, 22,

Durbin, J. and Watson, G.: 1950, Testing for serial correlation in least
squares regression - I, Biometrica 37, 409-428.
159

Dynamic Econometrics / David F. Hendry -- Oxford: Oxford University


Press, 1995 -- xxxiv, 869 p. : ill. ; 24 cm. -- (Advanced texts in
Econometrics)
Dynamic economics: quantitative methods and applications / Jerome
Adda and Russell Cooper --Cambridge, UK: MIT Press, 2003 -- xi, 279 p.
; 24 cm.
Dynamic macroeconomics: instability fluctuation and growth in
monetary economies / Peter Flaschel, Reiner Franke, Willi Semmler --
Cambridge: The MIT Press, c1997 -- 455 p. : tabl. ; 24 cm. -- (Studies in
dynamical economic science)
Dynamic Nonlinear Econometric Models: Asymptotic Theory by
Benedikt M Pötscher. English | Dec 7, 2010. Many relationships in
economics, and also in other fields, are both dynamic and nonlinear. A
major advance in Econometrics over the last fifteen years has been the
development of a theory of estimation and inference for dy namic nonlinear
models.
Dynamic Switching and Mixture Models,” Journal of the American
Statistical Association
Earnings in a Longitudinal Data Analysis,” Journal of Econometrics, 18,
83–114.
Econometric
Econometric Analysis (5th Edition) by William H. Greene
English | Sep 1, 2002 For a one-year graduate course in Econometrics.
This text has two objectives. The first is to introduce students to applied
Econometrics, including basic techniques in regression analysis and some
of the rich variety of models that are used when the linear model proves
inadequate or inappropriate.
Econometric analysis / William H. Greene -- 3rd ed. -- New Jersey:
Prentice-Hall International, c1997 -- xxxvii, 1075 p. ; 24 cm.
Econometric analysis / William H. Greene -- 5th ed. -- New Jersey:
Prentice-Hall International, c2003 -- xxx, 1026 p. ; 24 cm. Main Library
330.015 195 /G799-E/ED.5 Econometrics, issue 28, October-November
2013 8
Econometric Analysis 7th edition by William H. Greene, Prentice Hall
(2011, 1232pp) --- Greene's Econometric Analysis, now in its 7th edition,
has long stood as a prominent choice among first-year graduate
Econometrics textbooks. The book covers an amazing number of
different topics, ranging from finite sample to asymptotic, cross-sectional
to time-series, frequentist to Bayesian, and so on. The appendices
themselves are extremely valuable, serving as review material on linear
algebra and statistical theory (without having to reference other sources for
160

these topics). Additional resources: book website, datasets, solutions


manual.
Econometric analysis by control methods / Gregory C. Chow -- New
York: Wiley, c1981 -- xv, 320 p. : ill. ; 24 cm. -- (Wiley series in probability
and mathematical statistics)
Econometric Analysis by William H Greene. English | 12 May 2011
This text serves as a bridge between an introduction to the field of
Econometrics and the professional literature for graduate students in the
social sciences, focusing on applied Econometrics and theoretical
concepts.
Econometric Analysis by William H. Greene. English | Aug. 17, 2007.
Econometric Analysis of Cross Section and Panel Data (MIT Press) by
Jeffrey M Wooldridge. English | 2010.
Econometric analysis of cross section and panel data / Jeffrey M.
Wooldridge -- Cambridge, Mass.: MIT Press, c2002 -- xxi, 752 p. ; 24 cm.
Econometric Analysis of Cross Section and Panel Data 2nd edition by
Jeffrey M. Wooldridge, MIT Press (2010, 1096pp) --- Unlike many
graduate Econometrics textbooks, this book jumps right into the
asymptotic treatment of linear regression models (rather than spending the
first few chapters on finite-sample results). The topic coverage is
impressive. The first part of the book devoted to estimation of linear
regression models (single equation, multiple equation, with and without
endogeneity). After a couple of chapters on the theory of different
estimators (M-estimators, maximum likelihood estimators), the book
proceeds to cover a wide range of models, including panel data models,
binary choice models, censored/selection models, count data models,
etc. Additional resources: book website, datasets, solutions (odd-
numbered problems), errata, Stata examples from the textbook, sample
chapter, Google preview.
Econometric Analysis of Financial and Economic Time Series Part B,
Volume 20 (Advances in Econometrics) by Thomas B. Fomby
English | 2006 | The editors are pleased to offer the following papers to the
reader in recognition and appreciation of the contributions to our literature
made by Robert Engle and Sir Clive Granger.
Econometric analysis of panel data / Badi H. Baltagi -- 2nd ed. --
Chichester: John Wiley, c2001 -- x, 293 p. ; 25 cm.
Econometric analysis of panel data / Badi H. Baltagi -- 4th ed. --
Chichester: John Wiley & Sons, c2008 – xiii, 351 p. : ill. ; 25 cm.
161

Econometric analysis of panel data / Badi H. Baltagi -- Chichester:


Wiley, 1995 -- xii, 257 p. ; 24 cm.
Econometric Analysis of Panel Data by Badi Baltagi, Wiley (2013, 390pp)
--- Now in its fifth edition, this book covers a wide range of panel-data
models (linear, non-linear, dynamic, etc) and their associated
estimators. A companion volume is also available.
Econometric Analysisi, 6/e serves as a bridge between an introduction to
the field of Econometrics and the professional literature for social
scientists and other professionals in the field of social sciences, focusing
on applied Econometrics and theoretical background. This book provides
a broad survey of the field of Econometrics that allows the reader to move
from here to practice in one or more specialized areas.
Econometric Evaluation of Socio-Economic Programs: Theory and
Applications By Giovanni Cerulli 2015.
Econometric Evaluation of Socio-Economic Programs: Theory and
Applications By Giovanni Cerulli. 2015.
Econometric Forecasting And High-Frequency Data Analysis by
Roberto S. Mariano, Yiu-Kuen Tse. English | 2008 | This important book
consists of surveys of high-frequency financial data analysis and
Econometric forecasting, written by pioneers in these areas including
Nobel laureate Lawrence Klein.
Econometric foundations / Ron C. Mittelhammer, George G. Judge,
Douglas J. Miller -- Cambridge: Cambridge University Press, c2000 --
xxvii, 756 p. ; 23 cm. + 1 CD-ROM
Econometric Methodology Ii the Role of the Philosophy of Science.S.
Cook - 1996 - Department of Economics, University of Southampton.
Econometric methods / Jack Johnston and John DiNardo -- 4th ed. -- New
York: McGraw-Hill, 1997 -- xviii, 531 p. ; 25 cm. + 1 computer disk (3 1/2
in.)
Econometric methods and applications / [edited by] G.S. Maddala --
Aldershot: Edward Elgar, c1994 -- 2 v. : ill. ; 24 cm. -- (Economists of the
twentieth century)
Econometric Methods by Jack Johnston. English | 1997.
Econometric Methods by Jack Johnston. English | Oct 1, 1996 A classic
text in the field, this new edition features a new co-author and provides a
well-balanced and comprehensive study of current Econometric theory
and practice for undergraduate or graduate study. Traditional topics are
carefully blended with newer techniques and trends.
162

Econometric methods with applications in business and economics /


Christiaan Heij ... [et al.] -- Oxford: Oxford University Press, 2004 -- xxv,
787 p. : ill. ; 26 cm.
Econometric modeling and inference / Jean-Pierre Florens, Velayoudom
Marimoutou, Anne Peguin-Feissolle ; translated by Josef Perktold and
Marine Carrasco ; foreword by James J. Heckman -- Cambridge:
Cambridge University Press, 2007 -- xxi, 496 p. : ill. ; 24 cm. -- (Themes
in modern Econometrics)
Econometric modeling: a likelihood approach / David F. Hendry, Bent
Nielsen – Princeton, N.J.: Princeton University Press, 2007 -- xii, 365 p. ;
26 cm.
Econometric modeling: techniques and applications / edited by Sean
Holly and Martin Weale -- Cambridge: Cambridge University Press, 2000
-- x, 296 p. ; 23 cm.
Econometric Modelling of European Money Demand: Aggregation,
Cointegration, Identification (Contributions to Economics) by Engelbert
Plassmann. English | Nov 11, 2002 The introduction of a single European
currency constitutes a remarkable instance of internationalization of
monetary policy. Whether a concomitant internationalization can be
detected also in the Econometric foundations of monetary policy is the
topic dealt with in this book. The basic theoretical ingredients comprise a
data-driven approach to Econometric modelling and a generalized
approach to cross-sectional aggregation.
Econometric Modelling with Time Series: Specification, Estimation
and Testing (Themes in Modern Econometrics) by Vance Martin, Stan
Hurn and David Harris. English | 2012.
Econometric Modelling with Time Series: Specification, Estimation and
Testing (Themes in Modern Econometrics) by Vance Martin, Stan Hurn
and David Harris. English | 2012 | This book provides a general framework
for specifying, estimating, and testing time series Econometric models.
Special emphasis is given to estimation by maximum likelihood, but other
methods are also discussed, including quasi-maximum likelihood
estimation, generalized method of moments estimation, nonparametric
estimation, and estimation by simulation.
Econometric models and economic forecasts / Robert S. Pindyck, Daniel
L. Rubinfeld -- 4th ed. -- New York: McGraw-Hill, c1998 -- xx, 634 p. :
ill. ; 25 cm. + 1 disk
Econometric Models and Economic Forecasts by Robert Pindyck
English | July 1, 1997.
163

Econometric Models and Economic Forecasts by Robert S. Pindyck and


Daniel L. Rubinfeld, McGraw-Hill (1997, 634pp) --- Publisher
website. Sample programs for textbook exercises.
Econometric Models For Industrial Organization. World Scientific |
English | January 2017.
Econometric models techniques and applications / Michael D.
Intriligator, Ronald G. Bodkin, Cheng Hsiao -- 2nd ed. -- New Jersey:
Prentice-Hall International, c1996 -- xvii, 654 p. : charts ; 24 cm.
ECONOMETRIC MODELS with MATLAB by Smith H.
English | 21 Oct. 2016 |This book focuses on in-depth treatment of the
single-equation Econometric models.
Econometric Reduction Theory and Philosophy.Genaro Sucarrat - 2010 -
Journal of Economic Methodology 17 (1):53-75. Econometric reduction
theory provides a comprehensive probabilistic framework for the analysis
and classification of the reductions (simplifications) associated with
empirical Econometric models. However, the available approaches to
Econometric reduction theory are unable to satisfactorily accommodate a
commonplace theory of social reality, namely that the course of history is
indeterministic, that history does not repeat itself and that the future
depends on the past. Using concepts from philosophy this paper proposes
a solution to these shortcomings, which in addition permits new reductions,
(...)
Econometric reviews / editor Esfandiar Maasoumi -- New York: Marcel
Dekker, 1982-
Econometric Reviews, 13, 1–91.
Econometric theory -- New York: Cambridge University Press, 1985-
Econometric theory / James Davidson -- Oxford: Blackwell Publishers,
2000 -- xxv, 499 p. : ill. ; 25 cm.
Econometric Theory and Methods: International Edition.Russell
Davidson - 2009 - Oxford University Press USA.Econometric Theory and
Methods International Edition provides a unified treatment of modern
Econometric theory and practical Econometric methods. The geometrical
approach to least squares is emphasized, as is the method of moments,
which is used to motivate a wide variety of estimators and tests. Simulation
methods, including the bootstrap, are introduced early and used
extensively. The book deals with a large number of modern topics. In
addition to bootstrap and Monte Carlo tests, these include sandwich
covariance matrix estimators, artificial regressions, (...)
Econometric Theory, 12, 409–431.
164

Econometric Theory, 17, 1158. Solution, Econometric Theory (2002), 18,


6, 1463–1465.
Econometric Theory, 9, 649–658.
Econometrica / Econometric Society -- Oxford: Econometric Society,
c1933-
Econometrics / Badi H. Baltagi -- 3rd ed. -- Berlin: Springer-Verlag, 2002
-- xv, 401 p. : 25 cm.
Econometrics / Badi H. Baltagi -- 4th ed. -- Berlin: Springer-Verlag,
c2008 – xv, 392 p. : ill. ; 26 cm.
Econometrics / Badi H. Baltagi -- Berlin: Springer-Verlag, 1998 -- xiv,
396 p. ; 25 cm.
Econometrics / edited by Yacine Ait-Sahalia, Lars Peter Hansen --
Amsterdam: North-Holland/Elsevier, c2010- -- v. : ill. ; 25 cm. --
(Handbooks in finance)
Econometrics / Franco Peracchi -- [New York]: Wiley, c2001 -- xxii, 679
p. ; 25 cm.
Econometrics / Fumio Hayashi -- Princeton, N.J.: Princeton University
Press, c2000 -- xxiii, 683 p. : ill. ; 27 cm.
Econometrics / Jon Stewart and Len Gill -- 2nd ed. -- London: Prentice-
Hall Europe, 1998 -- xii, 426 p. ; 24 cm.
Econometrics / Stephen J. Schmidt -- Boston: McGraw-Hill Irwin, c2005
-- xv, 427 p. : ill. (some col.) ; 24 cm. + 1 CD-ROM (4 3/4 in.)
Econometrics : A Varying Coefficients Approach.Baldev Raj & Aman
Ullah - 2010 - Routledge. Originally published in 1981, this book considers
one particular area of Econometrics- the linear model- where significant
recent advances have been made. It considers both single and
multiequation models with varying co-efficients, explains the various
theories and techniques connected with these and goes on to describe the
various applications of the models. Whilst the detailed explanation of the
models will interest primarily Econometrics specialists, the implications
of the advances outlined and the applications of the models will intrest a
wide range (...)
Econometrics and Antitrust Law - a Conceptual Clarification.Nicolas Petit
& Ermano Fegatilli – unknown. The present paper reviews in a plain
language and with only limited statistical formalization, the virtues of
Econometrics in the field of competition law. Following a brief
introduction to the origins of Econometrics, we explain first that
Econometrics provides assistance to decision-making in a variety of fields
(merger control, abuse of dominance, etc.). Second, we show that
Econometrics also constitute a decision-reading instrument, which may
165

assist competition agencies, courts, firms and their counsels in


understanding the content of the law. The (...)
Econometrics and Economic Theory in the 20th Century: The Ragnar
Frisch Centennial Symposium.Steinar Strøm (ed.) - 2013 - Cambridge
University Press.
Econometrics and economic theory in the 20th century: the Ragnar
Frisch Centennial Symposium / edited by Steinar Strom -- Cambridge:
Cambridge University Press, 1998 -- xiv, 629 p. : ill. ; 23 cm. --
(Econometric Society monographs ; 31)
Econometrics and Reality.Kevin D. Hoover - 2002 - In Uskali Mäki (ed.),
Fact and Fiction in Economics: Models, Realism and Social Construction.
Cambridge University Press. pp. 152.
Econometrics and Reichenbach's Principle.Sean Muller – unknown.
Reichenbach's 'principle of the common cause' is a foundational
assumption of some important recent contributions to quantitative social
science methodology but no similar principle appears in Econometrics.
Reiss (2005) has argued that the principle is necessary for instrumental
variables methods in Econometrics, and Pearl (2009) builds a framework
using it that he proposes as a means of resolving an important
methodological dispute among Econometricians. We aim to show,
through analysis of the main problem instrumental variables methods are
used to resolve, (...)
Econometrics as Observation: The Lucas Critique and the Nature of
Econometric Inference.Kevin D. Hoover - 1994 - Journal of Economic
Methodology 1 (1):65-80.
Econometrics by Example by Damodar Gujarati, Palgrave Macmillan
(2014, 496pp) --- book website, datasets (Stata format), Google preview
Econometrics by Fumio Hayashi, Princeton University Press (2000,
690pp) --- Hayashi's Econometrics textbook provides a modern formal
treatment of graduate Econometrics. The book uses generalized method
of moments (GMM) estimation as a unifying tool for many of the topics
that are covered. (Maximum likelihood methods, and the connected
models, are considered separately.) The book starts with linear regression
and continues on to models with endogeneity and panel-data
models. Unlike some graduate textbooks, this book has a serious treatment
of both stationary and nonstationary time-series models. An impressive
amount of material is covered both concisely and clearly. Additional
166

resources: book website, datasets, some solutions, sample chapter, errata,


revised chapter on maximum likelihood.
Econometrics of Financial High-Frequency Data by Nikolas Hautsch,
Springer (2011, 386pp).
Econometrics of qualitative dependent variables / Cristian Gourieroux
; translated by Paul B. Klassen -- Cambridge: Cambridge University Press,
2000 -- x, 372 p. ; 23 cm. -- (Themes in modern Econometrics)
Econometrics, issue 28, October-November 2013 5 Advances in
monetary policy and macroeconomics / edited by Philip Arestis and
Gennaro Zezza --Basingstoke: Palgrave Macmillan, 2007 -- xi, 306 p. : ill.
; 23 cm.
Econometrics, issue 28, October-November 2013 7
Econometrics, issue 28, October-November 2013 9
Econometrics, Vol. 1: Econometric Modeling of Producer Behavior
by Dale W. Jorgenson. English | May 1, 2000 The objectives of
Econometric modeling of producer behavior are to determine the nature
of substitution among inputs and outputs and of differences in technology,
as well as the role of economies of scale in production.
Econometrics,” American Economic Review Papers and Proceedings, 93,
118–125.
Econometrics,” in Handbook of Econometrics, J. J. Heckman, and E. E.
Leamer (Eds.), Volume
Econometrics.Gerhard Tintner & Lawrence R. Klein - 1953 - Science and
Society 17 (4):379-380.
Econometrics: a modern introduction / Michael Murray -- Pearson int.
ed. -- Boston: Pearson Addison Wesley, 2006 -- xxxvi, 929 p. : ill ; 24 cm.
-- (Addison-Wesley series in economics)
Econometrics: a practical approach / H.R. Seddighi, K.A. Lawler and
A.V. Katos -- London: Routledge, 2000 -- xii, 396 p. ; 24 cm.
Econometrics: alchemy or science?: essays in Econometric
methodology / David F. Hendry -- Oxford: B. Blackwell, 1993 -- xiv, 518
p. : ill. ; 26 cm.
Econometrics: Theoretical Foundations and Empirical Perspectives.Dilip
M. Nachane - 2006 - Oxford University Press India. The book covers both
the theory and the applications aspects of Econometric theory with
reference to India/developing countries. It is comprehensive in its coverage
of topics, contains exercises and solved examples and uses applications,
detailed illustrative examples from the Indian economy, and data, both
from India and the West.Twenty-three chapters spread over eight parts take
167

students from methodology to the statistical foundations and then lead into
general models, advanced Econometrics, and the newer areas of study.
Economic History and Economic Theory.Filippo Cesarano - 2006 -
Journal of Economic Methodology 13 (4):447-467.
Economic modeling and inference / Bent Jesper Christensen and
Nicholas M. Kiefer -- Princeton, N.J.: Princeton University Press, c2009 -
- xiv, 482 p. : ill. ; 24 cm. Main Library 330.015 195 /C4621-E
Economic modelling -- London: Butterworths, c1984-
Economic theory and Econometrics / Lawrence Klein ; edited by Jaime
Marquez -- Oxford: Basil Blackwell, 1985 -- vi, 583 p. : ill. ; 24 cm.
Economic Theory in the 20th Century: The Ragnar Frisch Centennial
Symposium, S. Strom,
Economics and Statistics, 60, 47–57.
Economics beyond the millennium / edited by Alan Kirman and Louis
Andre Gerard Varet -- Oxford: Oxford University Press, 1999 -- xii, 357
p. : ill. ; 24 cm. -- (The ASSET series)
Economics in theory and practice: an eclectic approach / edited by
Lawrence R.Klein and Jaime Marquez --Dordrecht Boston: Kluwer
Academic Publishers Norwell, c1989 -- xii, 267 p. : ill. ; 25 cm. --
(Advanced studies in theoretical and applied Econometrics ; 17)
Economics to Econometrics: in honor of Daniel L. McFadden
Economics, 80, 441–454.
Economics, Econometrics and the LINK: essays in honor of Lawrence
R. Klein / executive editor M. Dutta -- Amsterdam: Elsevier, 1995 -- xxix,
578 p. : ill. ; 23 cm. -- (Contributions to economic analysis ; 226)
Economics, O. C. Ashenfelter and D. E. Card (Eds.), Volume 3A, 1801–
1863, Amsterdam,
Economics, University of California, Irvine.
Editors' introduction: recent developments in the Econometrics of
structural change
Editor's introduction: studies in Econometrics in honor of Carl F. Christ
Edward E. Leamer
Edward J. Nell, Karim Errouaki , "Rational Econometric Man:
Transforming Structural Econometrics" 2013
Effect in a Random Coefficient Model,” Economics Letters, 56, 129–133.
Effect,” Econometrica, 62, 467–475.
Effects with a Regression-Discontinuity Design,” Econometrica, 69, 201–
209.
Effects,” Journal of Business and Economic Statistics, 17, 473–478.
Efficiency in Parametric–Nonparametric Models,” Annals of Statistics, 11,
432–452.
Efficiency of Estimation,” NBER Technical Paper No. 22.
168

Efron, B. (1979), “Bootstrapping Methods: Another Look at the


Jackknife,” Annals of Statistics,
Efron, B. (1982), The Bootstrap and Other Resampling Plans,
Philadelphia, Society for Industrial
Efron, B. (1987), “Better Bootstrap Confidence Intervals (with
Discussion),” Journal of the
Efron, B., and J. Tibsharani (1993), An Introduction to the Bootstrap,
London, Chapman and
Eicker, F. (1963), “Asymptotic Normality and Consistency of the Least
Squares Estimators for
Eicker, F. (1967), “Limit Theorems for Regressions with Unequal and
Dependent Errors,” in
Eisner, Robert
Elbers, C., and G. Ridder (1982), “True and Spurious Duration
Dependence: The Identifiability

Elder, J., and P. E. Kennedy. "Testing for Unit Roots: What Should
Students Be Taught?" Journal of Economic Education. Vol. 32, 2001, pp.
137–146.

Electronic address: http://www.Econometricsociety.org/


empirical deconvolution. Arxiv preprint arXiv:1003.0315 .
Empirical Economics, 17, 9–23.
Empirical economics: a quarterly journal of the Institute for
Advanced Studies Vienna, Austria -- Heidelberg: Physica-Verlag,
Empirical modeling in economics: specification and evaluation / Clive
W.J. Granger -- Cambridge: Cambridge University Press, 1999 -- xii, 99 p.
; 23 cm.

Enders, W. Applied Econometric Time Series. Hoboken, NJ: John Wiley


& Sons, Inc., 1995.

Enders, W.: 2004, Applied Econometric Time Series, John Wiley and
Sons.

Engel, E. (1857), “Die Produktions- und Consumptionsverha‥altnisse des


K‥onigreichs Sachsen,”

Engle, R. and Granger, C.: 1987, Cointegration and error correction:


Representation, estimation and testing, Econometrics 55, 251-276.

Engle, R. and Lee, G.: 1999, A Long-Run and Short-Run Component


Model of Stock Return Volatility, Cointegration, Causality, and
Forecasting, Oxford University Press.
169

Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with


estimates of the

Engle, R. F. and C. W. J. Granger. "Co-Integration and Error-Correction:


Representation, Estimation, and Testing." Econometrica. v. 55, 1987, pp.
251–276.

Engle, R. F., and J. R. Russell (1998), “Autoregressive Conditional


Duration: A New Model for
Engle, R. F., C. W. J. Granger, J. Rice, and A. Weiss (1986),
“Semiparametric Estimates of
Engle, R. F., D. F. Hendry, and J-F. Richard (1983), “Exogeneity,”
Econometrica, 51, 277–304.

Engle, R., Lilien, D. and Robins, R.: 1987, Estimating time varying premia
in the term structure: The ARCH-M model, Econmetrica 55, 591-407.

Engle, R.: 1982, Autoregressive conditional heteroscedasticity with


estimates of the variance of united kingdom inflation, Econometrica 50,
987-1007.

Engle, Robert F. "Autoregressive Conditional Heteroskedasticity with


Estimates of the Variance of United Kingdom Inflation." Econometrica.
Vol. 50, 1982, pp. 987–1007.

Engle, Robert F., D. M. Lilien, and R. P. Robins. "Estimating Time


Varying Risk Premia in the Term Structure: The ARCH-M Model."
Econometrica. Vol. 59, 1987, pp. 391–407.

Equation Systems,” International Economic Review, 18, 219–228.


Equilibrium and Disequilibrium in Economic Theory: A Confrontation of
the Classical, Marshallian and Walras-Hicksian Conceptions.Michel de
Vroey - 1999 - Economics and Philosophy 15 (02):161-185.When the
economic theory of the last decades becomes a subject of reflection for
historians of economic theory, a striking feature which they will have to
explain is the demise of the disequilibrium concept. Previously, economists
had no qualms concerning the view that the market or the economy was
exhibiting disequilibria. Amongst many possible quotations, the following,
drawn from Viner's well-known article on Marshall, illustrates that:.
Eric Ghysels, Denise R. Osborn, "The Econometric Analysis of
Seasonal Time Series" English | 2001.
Error Components Models,” Journal of Econometrics, 68, 29–51.
170

Error in Economics and the Error Statistical Approach.Aris Spanos - 2009


- Economics and Philosophy 25 (2):206.
Error in Variables,” International Journal of Epidemiology, 26, 501–506.
Error Structure,” Working Paper, Cambridge University.
Errors,” Journal of Econometrics 64: 183–206.
Essays in Econometrics: Collected Papers of Clive W. J. Granger
(Econometric Society Monographs) (Volume 1) by Clive W. J. Granger
English | 2001 | This book, and its companion volume, present a collection
of papers by Clive W.J. Granger.
Essays in economics / James Tobin -- 1st MIT Press ed. -- Cambridge,
Mass.: MIT Press, 1987 -- vii, 492 p. : ill. ; 24 cm. -- (The Papers of James
Tobin ; 2) Main Library 330.08 /T629-E
Essays in Positive Economics. Chicago: University of Chicago Press.
Essentials of Econometrics / Damodar Gujarati -- 2nd ed. -- Boston:
Irwin, 1999 – xxv, 534 p. : ill. ; 24 cm. + 1 diskette
Essentials of Econometrics 4th edition by Damodar Gujarati and Dawn
Porter, McGraw-Hill/Irwin (2009, 576pp) --- Book website, author profile
Estimating and interpreting probability density functions:
proceedings of the workshop held at the BIS ON 14 June 1999 / Bank
for International Settlements -- Basel: BIS, 1999 -- [213] p. ; 30 cm. --
(Proceedings Bank for International Settlements)
Estimating the effects of free trade agreements on international trade flows
using matching Econometrics
Estimation and inference in Econometrics / Russell Davidson, James G.
MacKinnon -- New York: Oxford University Press, 1993 -- xx, 874 p. : ill.
; 25 cm.
Estimation by simulation
Estimation of disequilibrium models / Hans Jurg Buttler, Gertrude Frei,
Bernd Schips --Berlin: Springer Verlag, c1986 -- vi, 114 p. : ill. ; 24 cm. -
- (Lecture notes in economics and mathematical systems ; 279) Main
Library 330.028 /B928-E
Estimation of the duration model by nonparametric maximum likelihood,
maximum penalized likelihood, and probability simulators
Estimation, inference, and specification analysis / Halbert White --
Cambridge: Cambridge University Press, 1994 -- x, 380 p. ; 24 cm. --
(Econometric Society monographs ; 22)
Estimation,” Econometrica, 92, 657–681.
Estimation,” in Handbook of Statistics, Volume 15, Robust Inference, G. S.
Maddala and C.
Estimation,” Journal of Applied Econometrics, 14, 57–67.
Estimation,” Journal of Econometrics, 32, 85–108.
Estimation,” The Stata Journal, 2, 125–139.
171

Estimation,” Transportation Research B, 34, 75–89.


Estimation: A Synthesis,” Journal of Econometrics, 107, 51–86.
estimator in the convolution model. Sort 28, 9{26.
Estimator: Evidence from Evaluating a Job Training Program,” Review of
Economic Studies,
Estimators with Improved Finite Sample Properties,” Journal of
Econometrics, 29, 305–
Estimators,” International Economic Review, 28, 777–787.
Estimators?,” Journal of Econometrics, forthcoming.
Eugene F. Fama and James D. MacBeth. Risk, Return, and Equilibrium:
Empirical Tests. Journal of Political Economy [Internet]. 1973;81(3):607–
36. Available from:
http://www.jstor.org.gate2.library.lse.ac.uk/stable/10.2307/1831028?origi
n=api&
Eugene F. Fama and Kenneth R. French. The Cross-Section of Expected
Stock Returns. The Journal of Finance [Internet]. 1992;47(2):427–65.
Available from:
http://www.jstor.org.gate2.library.lse.ac.uk/stable/2329112
European sovereign bond spreads: monetary unification, market conditions
and financial integration
Evaluation of multivariate normal probability integrals using a low
variance simulator
Evidence and an Application to Employment Equations,” Review of
Economic Studies, 58,
EViews 6 command reference --Irvine, CA: Quantitative Micro Software,
LLC, 2007 -- 920 p. : ill. ; 23 cm.
EViews 6 User's guide -- Irvine, CA: Quantitative Micro Software, LLC,
2007 -- 2 v. : ill. ; 23 cm.
EViews guide with Econometric applications / translated and edited by
Zacharias Bragoudakis -- Athens, 2011 (in Greek only)
EViews illustrated: for version 6 / Richard Startz -- Irvine, CA:
Quantitative Micro Software, LLC, 2007 -- 404 p. : ill. ; 23 cm.
EViews: http://www.eviews.com/home.html
Exchange rates and macroeconomic dynamics / edited by Pavlos
Karadeloglou and Virginie Terraza -- Basingstoke, Hampshire: Palgrave
Macmillan, 2008 -- xii, 245 p. : ill. ; 23 cm. -- (Applied Econometrics
Association series)
Expansions: With Applications,” manuscript, Department of Economics,
University of
Expenditures,” Journal of Applied Econometrics, 11, 59–76.
Experiment,” American Economic Review, 77, 251–277.
Experiments. Essay on Principles. Section 9,” translated and edited by D.
M. Dabrowska and
172

Explaining Growth? The Case of the Trade–Growth Relationship.Jonathan


Perraton - 2011 - Journal of Economic Methodology 18 (3):283-296. This
paper provides a critical analysis of the modelling strategies adopted in the
trade?growth literature. Despite a huge number of Econometric studies,
there is a growing dissatisfaction with such studies and serious questions
over what exactly has been learnt from them. Econometric work has been
criticized for, amongst other things, its lack of clear relationship to
underlying theory and questionable use of proxies for trade policy. It is
frequently unclear what hypothesis is being tested in this literature.
Universalist assumptions of (...)
Explanation and Causality: Some Suggestions From Econometrics.Maria
Carla Galavotti - 1990 - Topoi 9 (2):161-169.
Exploring the Nexus between Banking Sector Reform and Performance:
Evidence from Newly Acceded EU Countries
External Debt Crises of Developing Countries,” Journal of Applied
Econometrics, 9, 109–
F.X. Diebold, R.F. Engle, C. Favero, G.M. Gallo, F. Schorfheide
Factors: A Comparative Review,” Journal of the American Statistical
Association 96:
Fahrmeir, L., and G. Tutz (1994), Multivariate Statistical Modelling Based
on Generalized
Fairfax, VA: Interface Foundation of North America, Inc.
Faliva, Mario; Zoia, Maria Grazia

Fama, E. and French, K.: 1993, Common risk factors in the returns on
stocks and bonds, Journal of Financial Economics 33, 3-56.

Families of Linear Regressions,” Annals of Mathematical Statistics, 34,


447–456.
Fan, J. (1991). On the optimal rates of convergence for nonparametric
deconvolution
Fan, J. and Y. Wang (2008). Spot volatility estimation for high-frequency
data. Statistics
Fan, J., and I. Gijbels (1996), Local Polynomial Modelling and Its
Applications, London,
Fan, Y. (1994). Testing the goodness of _t of a parametric density function
by kernel
Fan, Y. and A. Ullah (1999). On goodness-of-_t tests for weakly dependent
processes
173

Faust, J. "When Are Variance Ratio Tests for Serial Dependence


Optimal?" Econometrica. Vol. 60, 1992, pp. 1215–1226.

Fellow's opinion: Econometrics, data, and the world wide web


Ferall, C. (1997), “Unemployment Insurance Eligibility and School-to-
Work Transition
Ferguson, T. S. (1958), “A Method of Generating Best Asymptotically
Normal Estimates with
Festschrift for Lawrence D. Brown, IMS Collection 6, 43{55.
Fienberg and A. Zellner, eds., Studies in Bayesian Econometrics and
Statistics: In Honor
Financial Econometrics: problems models and methods / Christian
Gourieroux – Princeton, N.J.: Princeton University Press, c2001 -- xi, 513
p. : ill. ; 25 cm. -- (Princeton series in finance)
Financial Markets and Portfolio Management

Findley, D. F., B. C. Monsell, W. R. Bell, M. C. Otto, and B.-C. Chen.


"New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment
Program." Journal of Business & Economic Statistics. Vol. 16, Number 2,
1998, pp. 127–152 .

Finite Mixtures of Generalized Extreme Value Models,” Journal of


Business and Economic
Finite sample and asymptotic methods in Econometrics
Finite-Sample Properties,” Journal of Econometrics, 108, 1–24.

Fisher, F. M. "Tests of Equality Between Sets of Coefficients in Two


Linear Regressions: An Expository Note." Econometrica. Vol. 38, 1970,
pp. 361–66.

Fisher, R. A. (1922), “On the Mathematical Foundations of Theoretical


Statistics,” Philosophical
Fisher, R. A. (1928), Statistical Methods for Research Workers, 2nd
edition, London, Oliver
Fisher, R. A. (1956), Statistical Methods and Scientific Inference.
Edinburgh: Oliver and
Fisheries Science Center.
Fitness via Realized Discrepancies,” Statistica Sinica 6: 733–760.
Fits,” Annals of Statistics, 21, 1926–1947.
FL, Chapman and Hall.
Fleming, T. R., and D. P. Harrington (1991), Counting Process and
Survival Analysis, New
Flinn, C., and J. J. Heckman (1982), “New Methods for Analyzing
Structural Models of Labor
174

for Discrete Choice Analysis,” in Structural Analysis of Discrete Data with


Econometric
for discrete time models. Nonparametric Statistics 17, 237{251.
for Empirical Research,” Journal of Human Resources, 33, 88–126.
for Evaluating the Impact of Social Programs,” Journal of the American
Statistical Association,
for hedging. Statistics and Its interface 1, 255{278.
for Housing in the U. S. and West-Germany, Berlin, Springer-Verlag.
for Mixed Logit,” Working Paper, Department of Economics, University
of California,
for Some Common Nonlinear Regression Models,” Journal of
Econometrics, 77, 329–342.
Force Dynamics,” Journal of Econometrics, 18, 115–168.
Forecasting economic time series / Michael P. Clements and David F.
Hendry -- Cambridge: Cambridge University Press, 1998 – xv, 368 p. ; 23
cm. -- (Forecasting economic time series)
Forecasting—looking back and forward: paper to celebrate the 50th
anniversary of the Econometrics Institute at the Erasmus University,
Rotterdam
Form: An Application to a Hedonic Model of Worker Absenteeism,”
Review of Economics
Form: The Fourier Flexible Form,” Journal of Econometrics 15: 211–245.
Form: The Fourier Flexible Form,” Journal of Econometrics, 15, 211–245.
forthcoming.
forthcoming.
Fortran, C and C++ code for Econometrics and optimisation applications
Foster, D. P. and D. B. Nelson (1996). Continuous record asymptotics for
rolling sample
Fragility and Robustness in Econometrics: Introduction to the
Symposium.Kevin D. Hoover - 2006 - Journal of Economic Methodology
13 (2):159-160.
Frailty on the Dynamics of Mortality,” Demography, 16, 439–454.
Francis X. Diebold
Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch
Franke, J., W. H•ardle, and J.-P. Krei_ (2003). Nonparametric estimation
in a stochastic
Freedman, D. A. (1984), “On Bootstrapping Two-Stage Least-Squares
Estimates in Stationary
Freedman, D. A. (1999), “From Association to Causation: Some Remarks
on the History of
Frees, E. W., and E. A. Valdez (1998), “Understanding Relationships
Using Copulas,” North
175

Friedlander, D., D. Greenberg, and P. Robins (1997), “Evaluating


Government Training
Friedman, J. H. (1984), “A Variable Span Smoother,” LCS Technical
Report No. 5, Department
Friedman, M. (1953), “The Methodology of Positive Economics,” in M.
Friedman, ed.,
Friedman, M. (1957), A Theory of the Consumption Function. Princeton:
Princeton University
Friedman, M. and L. J. Savage (1948), “The Utility Analysis of Choices
Involving Risk,”
Friedman, M. and L. J. Savage (1952), “The Expected-Utility Hypothesis
and the Measurability

Frisch, Ragnar] 1933 Editorial. Econometrica 1:1–4.

from a New Sample of Twins,” American Economic Review, 84(5) 1157–


1173.
From Data to Knowledge: Implications of Data Mining.Joseph S. Fulda -
1997 - Acm Sigcas Computers and Society 27 (4):28.
from Econometric Count Models for Panel Data,” Journal of Applied
Econometrics,
from Randomized Trials,” MIT Discussion Paper.
From utopian theory to practical applications: the case of Econometrics
Frontiers in Econometrics. New York: Academic Press.
Frontiers of financial Econometrics and financial engineering
Fruhwirth-Schnatter, S. (2001), “Markov Chain Monte Carlo Estimation
of Classical and
Fudenberg, D. and J. Tirole (1995), Game Theory. Cambridge, MA: MIT
Press.
Fuller, W. (1987), Measurement Error Models, New York, John Wiley.

Fuller, W.: 1996, Introduction to Statistical Time Series, John Wiley and
Sons, New-York.

Function Estimation,” Annals of Statistics, 13, 1465–1481.


Functional Relationship,” Journal of the Royal Statistical Society, B, 31,
611–613.
Functions,” Econometrica, 52, 887–907.
G.S. Maddala (2002): Introduction to Econometrics, Third edition, John
Wiley. .Damodar Gujrati (2003): Basic Econometrics, McGraw Hill.
G‥otze, F., and H. R. K‥unsch (1996), “Second-Order Correctness of the
Blockwise Bootstrap for
Gains, Losses, and Remedies for Losses,” Statistica Sinica, 7, 1–32.
176

Gallant, A. R. (1981), “On the Bias in Flexible Functional Forms and an


Essentially Unbiased
Gallant, A. R. (1981), “On the Bias in Flexible Functional Forms and an
Essentially Unbiased
Gallant, A. R. (1987), Nonlinear Statistical Models, New York, John
Wiley.
Gallant, A. R. and G. Tauchen (1996). Which moments to match?
Econometric The-

Gallant, A. R. Nonlinear Statistical Models. Hoboken, NJ: John Wiley &


Sons, Inc., 1987.

Gallant, A. R., and D. W. Nychka (1987), “Seminonparametric Maximum


Likelihood Estimation,”
Gallant, A. R., and G. Tauchen (1996), “Which Moments to Match?,”
Econometric Theory, 12,
Gallant, A. R., and H. White (1987), A Unified Theory of the Estimation
and Inference for
Gallant, A. R., D. Hsieh, and G. Tauchen (1997). Estimation of stochastic
volatility
Galton, Edgeworth, Frisch, and prospects for quantile regression in
Econometrics
Gamerman, D. (1997), Markov Chain Monte Carlo: Stochastic Simulation
for Bayesian Inference,
Gao, J. and I. Gijbels (2008). Bandwidth selection in nonparametric kernel
testing.
Gao, J. and M. King (2004). Adaptive testing in continuous-time di_usion
models. Econo-
Gap,” Review of Economics and Statistics, 85, 578–585.
GARCH 101: the use of ARCH/GARCH models in applied Econometrics
GARCH 101: the use of ARCH/GARCH models in applied Econometrics
Garthwaite, P. H. and J. M. Dickey (1988), “Quantifying Expert Opinion
in Linear-
Gary Income Maintenance Experiment,” Econometrica, 47, 455–474.
GAUSS: constrained optimization -- Mapley Valley, WA: Aptech
Systems Inc., 1996 -- 1 diskette + manual (iv, 57 p.)
GAUSS: optimization -- Maple Valley, WA: Aptech Systems Inc., 1996
-- 1 diskette + manual (iv, 42 p.)
GAUSS: time series -- Maple Valley, WA: Aptech Systems Inc., 1996 --
1 diskette + manual (ii, 44 p.)
Geil, P., A. Melion, R. Rotte, and K. F. Zimmermann (1997), “Economic
Incentives and Hospitalization,”
177

Geisel, M. S. (1975), “Bayesian Comparison of Simple Macroeconomic


Models,” in S. E.
Gelfand, A. E. and A. F. M. Smith (1990), “Sampling Based Approaches
to Calculating
Gelfand, A. E. and D. K. Dey (1994), “Bayesian Model Choice:
Asymptotics and Exact
Gelfand, A. E., and A. F. M. Smith (1990), “Sampling Based Approaches
to Calculating
Gelman, A. (1996), “Inference and Monitoring Convergence,” in W. R.
Gilks, S. Richardson,
Gelman, A. and D. B. Rubin (1992), “Inference from Iterative Simulation
Using Multiple
Gelman, A., and D. B. Rubin (1992), “Inference from Iterative Simulations
Using Multiple
Gelman, A., J. B. Carlin, H. S. Stern, and D. B. Rubin (1995), Bayesian
Data Analysis.
Gelman, A., J. B. Carlin, H. S. Stern, and D. B. Rubin (1995), Bayesian
Data Analysis, London,
Gelman, A., X. L. Meng, and H. S. Stern (1996), “Posterior Predictive
Assessment of Model
Geman, S. and D. Geman (1984), “Stochastic Relaxation, Gibbs
Distributions and the
Geman, S., and D. Geman (1984), “Stochastic Relaxation, Gibbs
Distributions and Bayesian
Generalized method of moments / Alastair R. Hall -- Oxford: Oxford
University Press, 2005 -- xii, 400 p.: ill., tables ; 24 cm. -- (Advanced texts
in Econometrics)
Generalized methods of moments estimation / editor, Laszlo Matyas --
Cambridge: Cambridge University Press, 1999 -- ix, 316 p. ; 24 cm. --
(Themes in modern Econometrics)
Generalized predictive tests and structural change analysis in
Geneva Papers on Risk and Insurance Theory
Genon-Catalot, V., T. Jeantheau, and C. Laredo (1998). Limit theorems for
discretely
Genon-Catalot, V., T. Jeantheau, and C. Laredo (1999). Parameter
estimation for discretely
Genon-Catalot, V., T. Jeantheau, and C. Laredo (2000). Stochastic
volatility models as
George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl,
Tsoung-Chao Lee (1985):
George Tauchen
George, E. I. and R. E. McCulloch (1993), “Variable Selection Via Gibbs
Sampling,” Journal
178

George, E. I. and R. E. McCulloch (1997), “Approaches for Bayesian


Variable Selection,”
Georges, P., A.-G. Lamy, E. Nicolas, G. Quibel, and T. Roncalli (2001),
“Multivariate Survival

Gerdtham, U.G. and Lothgren M. (2000). On stationarity and


cointegration of international health expenditure and GDP. Journal
of Health Economics, Vol.19, pp. 461 - 475.

Geweke, J. (1986), “Exact Inference in the Inequality Constrained Normal


Linear Regression
Geweke, J. (1988), “Antithetic Acceleration of Monte Carlo Integration in
Bayesian Inference,”
Geweke, J. (1988), “Antithetic Acceleration of Monte Carlo Integration in
Bayesian Inference,”
Geweke, J. (1989), “Bayesian Inference in Econometric Models Using
Monte Carlo Integration,”
Geweke, J. (1989a), “Bayesian Inference in Econometric Models Using
Monte Carlo Integration,”
Geweke, J. (1989b), “Exact Predictive Densities in Linear Models with
ARCH Disturbances,”
Geweke, J. (1991), “Efficient Simulation from the Multivariate Normal
and Student-t Distributions
Geweke, J. (1992), “Evaluating the Accuracy of Sampling-Based
Approaches to the Calculation
Geweke, J. (1992), “Evaluating the Accuracy of Sampling-based
Approaches to the Calculation
Geweke, J. (1995), “Monte Carlo Simulation and Numerical Integration,”
Federal Reserve Bank
Geweke, J. (1996a), “Variable Selection and Model Comparison in
Regression,” in J. O.
Geweke, J. (1996b), “Bayesian Inference for Linear Models Subject to
Linear Inequality
Geweke, J. (1999), “Using Simulation Methods for Bayesian
Econometric Models: Inference,
Geweke, J. (2004), “Getting It Right: Joint Distribution Tests of Posterior
Simulators,”
Geweke, J. and C. Whiteman (in press), “Bayesian Forecasting,” in G.
Elliott, C. Granger,
Geweke, J. and L. Petrella (1998), “Prior Density-Ratio Class Robustness
in Econometrics,”
179

Geweke, J. and M. Keane (2001), “Computationally Intensive Methods for


Integration in
Geweke, J., and M. Keane (2001), “Computationally Intensive Methods
for Integration in
Geweke, J., M. Keane, and D. Runkle (1994), “Alternative Computational
Approaches to
Geweke, J., M. Keane, and D. Runkle (1997), “Comparing Simulation
Estimators for the Multinomial
Geweke, J., M. Keane, and D. Runkle (1997), “Statistical Inference in the
Multinomial
Geweke, J., R. Marshall, and G. Zarkin (1986), “Mobility Indices in
Continuous Time
Geyer, C. J. (1992), “Practical Markov Chain Monte Carlo,” Statistical
Science 7: 473–481.
Geyer, C. J. (1996), “Estimation and Optimization of Functions,” in W. R.
Gilks, S. Richardson,

Ghirmay T., Grabowski R. and Sharma S. C. (2001). Exports, investment,


efficiency and economic growth in LDC: an empirical investigation.
Applied Economics, Vol. 33, pp. 689 - 700.

Gilks, W. R., S. Richardson, and D. J. Spiegelhalter (1995), Markov Chain


Monte Carlo in
Gill, J. (2002), Bayesian Methods: A Social and Behavioral Sciences
Approach, Boca Raton,
Girma, S. (2000), “A Quasi-differencing Approach to Dynamic Modeling
from a Time Series
GiveWin version 2: an interface to empirical modelling / Jurgen A.
Doornik, David F. Hendry -- 3rd ed. -- London: Timberlake Consultants
Ltd, c2001 -- xvii, 160 p. : ill. ; 24 cm.

Glasserman, P. Monte Carlo Methods in Financial Engineering. New


York: Springer-Verlag, 2004.

Gleason, J. R. (1988), “Algorithms for Balanced Bootstrap Simulations,”


The American Statistician,
Global Econometrics: essays in honor of Lawrence R. Klein / edited by
F. Gerard Adams and Bert G. Hickman -- Cambridge, Mass.: MIT Press,
c1983 -- vi, 422 p. : ill. ; 24 cm.

Glosten, L. R., R. Jagannathan, and D. E. Runkle. "On the Relation


between the Expected Value and the Volatility of the Nominal Excess
180

Return on Stocks." The Journal of Finance. Vol. 48, No. 5, 1993, pp. 1779–
1801.

GMM on Count Data,” Journal of Applied Econometrics, 12, 243–264.


Godambe, V. P. (1960), “An Optimum Property of Regular Maximum
Likelihood Estimation,”

Godfrey, L. G. Misspecification Tests in Econometrics. Cambridge, UK:


Cambridge University Press, 1997.

Goffe,W. L., Ferrier, G. D., and J. Rogers (1994), “Global Optimization of


Statistical Functions
Goldberg, P. K. (1995), “Product Differentiation and Oligopoly in
International Markets: The
Goldberger, A. S. (1968), Topics in Regression Analysis, New York,
Macmillan.
Goldberger, A. S. (1974), “Unobservable Variables in Econometrics,” in
P. Zarembka, ed.,
Goldberger, A. S. (1981), “Linear Regression after Selection,” Journal of
Econometrics, 15,
Goldberger, A. S. (1984), “Reverse Regression and Salary
Discrimination,” Journal of Human
Goldberger, A. S. (1991), A Course in Econometrics, Cambridge, MA,
Harvard University

Goldfeld, S. M., and Quandt, R. E. "Some Tests for Homoscedasticity".


Journal of the American Statistical Association. v. 60, 1965, pp. 539–547.

Good, I. J. (1956), “The Surprise Index for the Multivariate Normal


Distribution,” Annals
Gouri’eroux, C. (2000), Econometrics of Qualitative Dependent
Variables, translated by Paul B.
Gouri’eroux, C., A. Holly, and A. Monfort (1982), “Likelihood Ratio
Test,Wald Test, and Kuhn–
Gouri’eroux, C., A. Monfort, and E. Renault (1993), “Indirect Inference,”
Journal of Applied
Gouri’eroux, C., and A. Monfort (1981), “On the Problem of Missing Data
in Linear Models,”
Gouri’eroux, C., and A. Monfort (1989), Statistics and Econometric
Models: Volume 2, translated
Gouri’eroux, C., and A. Monfort (1991), “Simulation Based Inference in
Models with Heterogeneity,”
Gouri’eroux, C., and A. Monfort (1996), Simulation-Based Econometric
Methods, Oxford, Oxford
181

Gourieroux, C. ARCH Models and Financial Applications. New York:


Springer-Verlag, 1997.

Gourieroux, C., A. Monfort, and A. Trognon (1984a), “Pseudo Maximum


Likelihood Methods:
Gourieroux, C., A. Monfort, and A. Trognon (1984b), “Pseudo Maximum
Likelihood Methods:
Gourieroux, C., A. Monfort, and E. Renault (1993). Indirect inference.
Journal of Applied
Gourieroux, C., A. Monfort, E. Renault, and A. Trognon (1987),
“Generalized Residuals,” Journal
Gowrisankaran, G., and R. J. Town (1999) “Estimating the Quality of Care
in Hospitals Using
Granger, C. W. J. and Z. Ding (1995a), “Some Properties of Absolute
Returns and Alternative
Granger, C. W. J. and Z. Ding (1995b), “Stylized Facts on the Temporal
and Distributional

Granger, C. W. J., and P. Newbold. "Spurious Regressions in


Econometrics." Journal of Econometrics. Vol 2, 1974, pp. 111–120.

Granger, C.: 1969, Investigating causal relations by Econometric models


and cross spectral methods, Econometric 37, 424-438.

Graphical Models, Causal Inference, and Econometric Models.Peter


Spirtes - 2005 - Journal of Economic Methodology 12 (1):3-34.
Grasdal, A. (2001), “The Performance of Sample Selection Estimators to
Control for Attrition
Graubard, B. I., and E. L. Korn (1994), “Regression Analysis with
Clustered Data,” Statistics
Great Expectatrics: Great Papers, Great Journals, Great Econometrics
Green, P. J. (1995), “Reversible Jump Markov Chain Monte Carlo
Computation and Bayesian
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
182

Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene WH. Econometric analysis. 7th ed., Global ed. Vol. Pearson series
in economics. Harlow: Pearson Education; 2011.
Greene, W. H. (1981), “Sample Selection Bias as a Specification Error:
Comment,” Econometrica,
Greene, W. H. (1983), “Reverse Regression: The Algebra of
Discrimination,” Journal of Business
Greene, W. H. (1997), “FIML Estimation of Sample Selection Models for
Count Data,” Discussion
Greene, W. H. (2003), Econometric Analysis, 5th ed. Upper Saddle River,
NJ: Prentice-Hall.
Greene, W. H. (2003), Econometric Analysis, fifth edition, Upper Saddle
River, NJ, Prentice-
Greene, W. H. (2004a), “The Behavior of the Fixed Effects Estimator in
Nonlinear Models,”
Greene, W. H. (2004b), “Estimating Econometric Models with Fixed
Effects,” Econometric

Greene, W. H. Econometric Analysis. 6th ed. Upper Saddle River, NJ:


Prentice Hall, 2008.
183

Greene, W.: 2000, Econometric Analysis, 5th edition edn, Prentice Hall,
New Jersey.

Greenwald, B. C. (1983), “A General Analysis of Bias in the Estimated


Standard Errors of the
Gregor Betz explores the following questions: Where are the limits of
economics, in particular the limits of economic foreknowledge? Are
macroeconomic forecasts credible predictions or mere prophecies and what
would this imply for the way economic policy decisions are taken? Is
rational economic decision making possible without forecasting at all?
Gregory, A.W., and M. R. Veall (1985), “On FormulatingWald Test for
Nonlinear Restrictions,”
Griliches and M. D. Intrilligator (Eds.), Volume 1, 333–389, Amsterdam,
North-Holland.
Grilliches, Z. (1977), “Errors in Variables and Other Unobservables,” in
D. Aigner and
Gritz, M. R. (1993), “The Impact of Training on the Frequency and
Duration of Employment,”
Gronau, R. (1973), “The Effect of Children on the Housewife’s Value of
Time,” Journal of
Grootendorst, P. (1995), “Effects of Drug Plan Eligibility on Prescription
Drug Utilization,”
Grosh, M. E., and P. Glewwe (1998), “TheWorld Bank’s Living Standards
Measurement Study
Groves, R. M. (1989), Survey Errors and Survey Costs, New York, John
Wiley.
Gruber, J., and M. Hanratty (1995), “The Labor-Market Effects of
Introducing National Health

Gujarati D. N. (2003). Basic Econometrics, New York, Mc Grow-Hill.

Guo, J. Q., and T. Li (2002), “Poisson Regression Models with Errors-in-


Variables,” Journal of
Guo, J.-Q., and P. K. Trivedi (2002), “Flexible Parametric Distributions
for Long-tailed Patent
Gurmu, S., and P. K. Trivedi (1992), “Overdispersion in the Truncated
Poisson Regression
Gurmu, S., and P. K. Trivedi (1996), “Excess Zeros in Count Models for
Recreational Trips,”
H‥ardle, W., and J. S. Marron (1985), “Optimal Bandwidth Selection in
Nonparametric Regression
184

H‥ardle, W., and O. Linton (1994), “Applied Nonparametric Methods,” in


Handbook in Econometrics,
H‥ardle,W. (1990), Applied Nonparametric Regression, Cambridge, UK,
Cambridge University
H‥ardle,W., and E. Mammen (1993), “Comparing Nonparametric versus
Parametric Regression
H‥ardle,W., and T. M. Stoker (1989), “Investigating Smooth Multiple
Regression by the Method
Haan, W. J., and A. T. Levin (1997), “A Practitioner’s Guide to Robust
Covariance Matrix
Haavelmo and the birth of modern Econometrics: a review of the History
of Econometric Ideas by Mary Morgan

Hagerud, G. E. "Modeling Nordic Stock Returns with Asymmetric


GARCH." Working Paper Series in Economics and Finance. No. 164,
Stockholm: Department of Finance, Stockholm School of Economics,
1997.

Hagerud, G. E. "Specification Tests for Asymmetric GARCH." Working


Paper Series in Economics and Finance. No. 163, Stockholm: Department
of Finance, Stockholm School of Economics, 1997.

Hahn, J. (1998), “On the Role of Propensity Score in Efficient


Semiparametric Estimation Average
Hahn, J., and J. A. Hausman (2002), “A New Specification Test for the
Validity of Instrumental
Hahn, J., and J. Hausman (2003a), “IV Estimation with Valid and Invalid
Instruments,”
Hahn, J., and J. Hausman (2003b), “Weak Instruments: Diagnosis and
Cures in Empirical
Hahn, J., J. A. Hausman, and G. Kuersteiner (2001), “Higher Order MSE
of Jackknife 2SLS,”
Hahn, J., P. Todd, and W. Van der Klaauw (2001), “Identification and
Estimation of Treatment
Hahn, Jinyong; Hausman, Jerry
Haisken-DeNew, J., and C. M. Schmidt (1999), “Money for Nothing and
Your Chips for Free?
Hajivassiliou, V. A. (2000), “Some Practical Issues in Maximum
Simulated Likelihood,” in
Hajivassiliou, V. A., and D. McFadden (1998), “The Method of Simulated
Scores for the Estimation
Hajivassiliou, V. A., and McFadden, D. (1994), “A Simulation Estimation
Analysis of the
185

Hajivassiliou, V. A., and P. A. Ruud (1994), “Classical Estimation


Methods for LDV Models
Hall AR. Generalized method of moments. Oxford: Oxford University
Press; 2005.
Hall, A. (1987), “The Information Matrix Test for the Linear Model,”
Review of Economic
Hall, A., G. Rudebusch, and D. Wilcox (1996), “Judging Instrument
Relevance in Instrumental
Hall, B., Z. Griliches, and J. A. Hausman (1986), “Patents and R&D: Is
There a Lag?,” International
Hall, D. B., and T. A. Severini (1998), “Extended Generalized Estimating
Equations for
Hall, London.
Hall, P. (1986), “On the Bootstrap and Confidence Intervals,” Annals of
Statistics, 14, 1431–
Hall, P. (1992), The Bootstrap and Edgeworth Expansions, New York,
Springer-Verlag.
Hall, P. and C. C. Heyde (1980). Martingale Limit Theory and Its
Application. New York:
Hall, P., and J. L. Horowitz (1996), “Bootstrap Critical Values for Tests
Based on Generalized
Hall, P., and M. A. Martin (1988), “On Bootstrap Resampling and
Iteration,” Biometrika, 75,
Hamilton JD. Time series analysis. Princeton, N.J: Princeton University
Press; 1994.
Hamilton JD. Time series analysis. Princeton, N.J: Princeton University
Press; 1994.
Hamilton JD. Time series analysis. Princeton, N.J: Princeton University
Press; 1994.
Hamilton JD. Time series analysis. Princeton, N.J: Princeton University
Press; 1994.
Hamilton, J. (1994), Time Series Analysis, Princeton, Princeton University
Press.
Hamilton, J. D. (1994), Time Series Analysis. Princeton: Princeton
University Press.

Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University


Press, 1994.

Hamilton, J.: 1994, Time Series Analysis, Princeton University Press, New
Jersey.

Hamilton, James D., Waggoner, Daniel F., Zha, Tao


186

Hammersly, J. M. and D. C. Handscomb (1964), Monte Carlo Methods.


London: Methuen
Hammersly, J. M. and K. H. Morton (1956), “A New Monte Carlo
Technique: Antithetic
Han, A. K. (1987), “Non-parametric Analysis of a Generalized Regression
Model: The Maximum
Han, A., and J. A. Hausman (1990), “Flexible Parametric Estimation of
Duration and Competing
Han, C. and B. P. Carlin (2001), “Markov Chain Monte Carlo Methods for
Computing Bayes
Handbook of applied Econometrics / edited by M. Hashem Pesaran and
Peter Schmidt -- Oxford: Blackwell, 1995-1999 -- v. ; 25 cm. -- (Blackwell
handbooks in economics)
Handbook of Econometrics / edited by Zvi Griliches and Michael D.
Intriligator -- Amsterdam: North-Holland Pub. Co., 1983- -- 6v. --
(Handbooks in economics ; 2)
Handbook of Econometrics, J. J. Heckman and E. E. Leamer (Eds.),
Volume 5, 3229–3296,
Handbook of Econometrics, J. J. Heckman and E. E. Leamer (Eds.),
Volume 5, 3705–3843,
Handbook of Econometrics, Z. Griliches and M. D. Intrilligator (Eds.),
Volume 2, 449–516,
Hanemann, W. M. (1984), “Discrete/Continuous Models of Consumer
Demand,” Econometrica,
Hans Peter’s contribution to economics and Econometrics
Hansen, L. P. (1982), “Large Sample Properties of Generalized Methods
of Moments Estimators,”
Hansen, L. P., and K. J. Singleton (1982), “Generalized Instrumental
Variables Estimators of
Hansen, P. R. (2003), “Asymptotic Tests of Composite Hypotheses,”
Working Paper 2003-09,
Hansen, P. R. and A. Lunde (2006). Realized variance and market
microstructure noise.
Hardle, W. and E. Mammen (1993). Comparing nonparametric versus
parametric regression
Hardle, W. and O. Linton (1994) Applied Nonparametric Methods,
Handbook of Econometrics, Vol. IV, edited by R.F. Engle and D.L.
McFadden, North Holland, Amsterdam.
Harris, R. D. F., and E. Tzavalis (1999), “Inference for Unit Roots in
Dynamic Panels Where

Harris, R.: 1995, Using Cointegration Analysis in Econometric


Modelling, Prentice Hall, London.
187

Harvey, A. (1990), The Econometric Analysis of Time Series, 2nd edition,


Cambridge, MA,
Harvey, A. C. and N. Shephard (1996). Estimation of an asymmetric
stochastic volatility
Harvey, A. C., E. Ruiz, and N. Shephard (1994). Multivariate stochastic
volatility methods.
Harville, D. A. (1977), “Maximum Likelihood Approaches to Variance
Component Estimation
Hashem, Pesaran M.; Potter, Simon M.
Hastie, T. J., and R. J. Tibsharani (1990), Generalized Additivity Models,
London, Chapman
Hastings, W. K. (1970), “Monte Carlo Sampling Methods Using Markov
Chains and Their
Hastings, W. K. (1970), “Monte Carlo Sampling Methods Using Markov
Chain and Their Applications,”

Haug, A. "Testing Linear Restrictions on Cointegrating Vectors: Sizes and


Powers of Wald Tests in Finite Samples." Econometric Theory. v. 18,
2002, pp. 505–524.

Haughton, D. (1997), “Packages for Estimating Finite Mixtures,” The


American Statistician,
Hausman, J. A. (1978), “Specification Tests in Econometrics,”
Econometrica, 46, 1251–1271.
Hausman, J. A. (2001), “Mismeasured Variables in Econometric
Analysis: Problems from the
Hausman, J. A., A.W. Lo, and A. C. MacKinlay (1992), “An Ordered
Probit Analysis of Transaction
Hausman, J. A., and D. A. Wise (1979), “Attrition Bias in Experimental
and Panel Data: The
Hausman, J. A., and D. A. Wise (1985), Social Experimentation, NBER
Economic Research
Hausman, J. A., and D. McFadden (1984), “Specification Tests for the
Multinomial Logit
Hausman, J. A., and W. E. Taylor (1981), “Panel Data and Unobservable
Individual Effects,”
Hausman, J. A., B. H. Hall, and Z. Griliches (1984), “Econometric Models
For Count Data with
Hausman, J. A., J. Abrevaya, and F. M. Scott-Morton (1998),
“Misclassification of the Dependent
Hausman, J. A.,W. K. Newey, and J. L. Powell (1995), “Nonlinear Errors
in Variables: Estimation
188

Hayashi, F. (2000), Econometrics, Princeton, NJ, Princeton University


Press.

Hayashi, F.: 2000, Econometrics, Prinseton University Press.

Hazard Model with Fixed Effects,” Journal of Econometrics, 119, 155–


198.
Hazard Models,” Problem, Econometric Theory, 14, 688. Solution,
Econometric
Hazards Model,” Economics Letters, 33, 63–68.
Heckman, J. J. (1974), “Shadow Prices, Market Wages, and Labor
Supply,” Econometrica, 42,
Heckman, J. J. (1976), “The Common Structure of Statistical Models of
Truncation, Sample
Heckman, J. J. (1978), “Dummy Endogenous Variables in a Simultaneous
Equations System,”
Heckman, J. J. (1979), “Sample Selection as a Specification Error,”
Econometrica, 47, 153–161.
Heckman, J. J. (1996), “Randomization as an Instrumental Variable,”
Review of Economics and
Heckman, J. J. (1997), “Instrumental Variables: A Study of Implicit
Behavioral Assumptions
Heckman, J. J. (2000), “Causal Parameters and Policy Analysis in
Economics: A Twentieth
Heckman, J. J. (2001), “Micro Data, Heterogeneity, and the Evaluation of
Public Policy: Nobel
Heckman, J. J., and B. E. Honor’e (1989), “The Identifiability of the
Competing Risks Model,”
Heckman, J. J., and B. Singer (1984a), “A Method for Minimizing the
Impact of Distributional
Heckman, J. J., and B. Singer (1984b), “The Identifiability of the
Proportional Hazard Model,”
Heckman, J. J., and E. J. Vytlacil (2001), “Local Instrumental Variables,”
C. Hsiao,
Heckman, J. J., and E. Vytlacil (1998), “Instrumental Variable Methods for
the Correlated Random
Heckman, J. J., and G. Borjas (1980), “Does Unemployment Cause Future
Unemployment?
Heckman, J. J., and J. A. Smith (1995), “Assessing the Case for Social
Experiments,” Journal
Heckman, J. J., and J. A. Smith (1998), “Evaluating the Welfare State,” in
Econometrics and
189

Heckman, J. J., and R. Robb (1985), “Alternative Methods for Evaluating


the Impact of Interventions,”
Heckman, J. J., and T. E. MaCurdy (1980), “A Life-Cycle Model of Female
Labor Supply,”
Heckman, J. J., and V. Hotz (1989), “Choosing among Alternative
Nonexperimental Methods
Heckman, J. J., H. Ichimura, and P. Todd (1997), “Matching as an
Econometric Evaluation
Heckman, J. J., H. Ichimura, J. A. Smith, and P. Todd (1998),
“Characterizing Selection Bias
Heckman, J. J., J. I. Tobias, and E. Vytlacil (2003), “Simple Estimators for
Treatment Parameters
Heckman, J. J., R. J. Lalonde, and J. A. Smith (1999), “The Economics and
Econometrics of
Heckman, J. J., V. Hotz, and J. Walker (1985), “New Evidence on Timing
and Spacing of

Helwege, J., and P. Kleiman. "Understanding Aggregate Default Rates of


High Yield Bonds." Federal Reserve Bank of New York Current Issues in
Economics and Finance. Vol.2, No. 6, 1996, pp. 1-6.

Hendry, D. F. (1984), “Monte Carlo Experimentation in Econometrics,”


in Handbook of Econometrics,
Hendry, D. F. (1995), Dynamic Econometrics, Oxford, Oxford University
Press.
Hendry, D. F., and M. S. Morgan (1996), Foundations of Econometrics,
Cambridge and New
Henry Theil (1971): Principles of Econometrics, John Wiley.

Hentschel, L. "All in the Family: Nesting Symmetric and Asymmetric


GARCH Models." Journal of Financial Economics. Vol. 39, 1995, pp. 71–
104.

Herriges, J. A., and C. L. Kling (1999), “Nonlinear Income Effects in


Random Utility Models,”
Heston, S. L. (1993). A closed-form solution for options with stochastic
volatility with
Heterogeneity from State Dependence in Labour Market Histories,”
Economic Journal, 110,
Heterogeneity of the determinants of euro-area sovereign bond spreads;
what does it tell us about financial stability? 2012, no. 143, Dimitris A.
Georgoutsos & Petros Migiakis
190

Heyde, C. C., and I. M. Johnstone (1979), “On Asymptotic Posterior


Normality of Stochastic
hidden Markov models and statistical applications. Bernoulli 6,
1051{1079.
Hildreth, C. (1954), “Point Estimates of Concave Functions,” Journal of
the American
Hildreth, C. (1963), “Bayesian Statisticians and Remote Clients,”
Econometrica 31:
Hill.
Hills, CA, Sage Publications.
Hirano, K., and J. Porter (2003), “Asymptotic Efficiency in Parametric
Structural Models with
Hirano, K., G. Imbens, and G. Ridder (2003), “Efficient Estimation of
Average Treatment Effects
History of Political Economy
Hjellvik, V., Q. Yao, and D. Tj_stheim (1998). Linearity testing using local
polynomial
Ho_mann, M., A. Munk, and J. Schmidt-Hieber (2010). Nonparametric
estimation of
Hoch, I. (1962), “Estimation of Production Function Parameters
Combining Time-Series and

Hodrick, Robert J, and Edward C. Prescott. "Postwar U.S. Business


Cycles: An Empirical Investigation." Journal of Money, Credit, and
Banking. Vol. 29, No. 1, February 1997, pp. 1–16.

Hoerl, A. E., and R. W. Kennard (1970), “Ridge Regression: Applications


to Non-orthogonal
Hoeting, J. A., D. Madigan, A. E. Raftery, and C. T. Volinsky (1999),
“Bayesian Model
Holes, Oxford and New York, Blackwell.
Holland, P. W. (1986), “Statistics of Causal Inference,” Journal of the
American Statistical
Holly, A. (1982), “A Remark on Hausman’s Specification Test,”
Econometrica, 49, 749–759.
Holly, A. (1987), “Specification Tests: an Overview,” in Advances in
Economics and Econometrics:
Holtz-Eakin, D., W. Newey, and H. S. Rosen (1988), “Estimating Vector
Autoregressions with
Holzmann, H., N. Bissantz, and A. Munk (2007). Density testing in a
contaminated
191

Hondroyiannis, G. (2000). The wage growth and inflation nexus in a


dynamic multivariate context: New evidence from Greece.
International Economic Journal, Vol.17, No.1, pp. 121 – 138.

Hong, Y. and H. Li (2005). Nonparametric speci_cation testing for


continuous-time models
Honor of Takeshi Amemiya, 1–46, Cambridge, UK, Cambridge University
Press.
Honor’e, B. E. (1992), “Trimmed LAD and Least Squares Estimation of
Truncated and Censored
Honor’e, B. E. (1993), “Identification Results for Duration Models with
Multiple Spells,” Review
Honor’e, B. E., and E. Kyriazidou (2000), “Panel Data Discrete Choice
Models with Lagged
Honor’e, B. E., and J. Powell (1994), “Pairwise Difference Estimators for
Censored and Truncated
Honoring Seymour Geisser, pp. 248–263. New York: Springer-Verlag.
Horowitz, J. and V. Spokoiny (2001). An adaptive, rate-optimal test of a
parametric
Horowitz, J. L. (1992), “A Smoothed Maximum Score Estimator for the
Binary Response
Horowitz, J. L. (1994), “Bootstrap-Based Critical Values for the
Information Matrix Test,” Journal
Horowitz, J. L. (1997), “Bootstrap Methods in Econometrics: Theory and
Numerical Performance,”
Horowitz, J. L. (1998a), “Bootstrap Methods for Covariance Structures,”
Journal of Human
Horowitz, J. L. (1998b), Semiparametric Methods in Econometrics,
Lecture Notes in Statistics
Horowitz, J. L. (2001), “The Bootstrap,” in Handbook of Econometrics, J.
J. Heckman and E.
Horowitz, J. L. (2002), “Bootstrap Critical Values for Tests Based on the
Smoothed Maximum
Horowitz, J. L., and S. Lee (2004), “Semiparametric Estimation of a Panel
Data Proportional
Horowitz, J. L., and W. H‥ardle (1994), “Testing a Parametric Model
against a Nonparametric
Horowitz, J. L., and W. H‥ardle (1996), “Direct Semiparametric
Estimation of Single-Index
Horton, N. J., and S. R. Lipsitz (2001), “Multiple Imputation in Practice:
Comparison of Software
192

Hosmer, D. W., and S. Lemeshow (1999), Applied Survival Analysis:


Regression Analysis of
Hotz, J. (1992), “Designing an Evaluation of the Job Training Partnership
Act,” in Evaluating
Hougaard, P. (1984), “Life Table Methods for Heterogenous Populations:
Distributions Describing
Hougaard, P. (1986), “Survival Models for Heterogeneous Populations
Derived from Stable
Hougaard, P. (1995), “Frailty Models for Survival Data,” Lifetime Data
Analysis, 1, 255– 274.
Hougaard, P. (2000), Analysis of Multivariate Survival Data, New York,
Springer-Verlag.
Household Surveys,” Journal of Economic Perspectives, 12, 187–196.
Houthakker, H. S. (1957), “An International Comparison of Household
Expenditure Patterns,”
How to Live Forever: Science Fiction and Philosophy.Stephen R. L. Clark
- 2015 - Routledge.Immortality is a subject which has long been explored
and imagined by science fiction writers. In his intriguing new study,
Stephen R.L.Clark argues that the genre of science fiction writing allows
investigation of philosophical questions about immortality without the
constraints of academic philosophy. He reveals how fantasy accounts of
issues such as resurrection, disembodied survival, reincarnation and
devices or drugs for preserving life can be used as an important resource
for philosophical inquiry and examines how a society of immortals might
(...)
Hsiao, C. (1986, 2003), Analysis of Panel Data, 1st and 2nd editions,
Cambridge, UK, Cambridge
Hsiao, C. (1989), “Consistent Estimation for Some Nonlinear Errors-in-
Variables Models,”
Hsiao, C. (1992), “Nonlinear Latent Variable Models,” in The
Econometrics of Panel Data, L.
Hsiao, C. (1995), “Logit and Probit Models,” in The Econometrics of
Panel Data: A Handbook
Hsiao, C., and B. H. Sun (1999), “Modeling Survey Response Bias – With
an Analysis of the
Hsiao, C., M. H. Pesaran, and A. K. Tahmiscioglu (2002), “Maximum
Likelihood Estimation
Huber, P. J. (1967), “The Behavior of Maximum Likelihood Estimates
under Nonstandard Conditions,”
Huber, P. J. (1981), Robust Statistics, New York, John Wiley.
193

Hull, J. C. Options, Futures, and Other Derivatives. 5th ed. Englewood


Cliffs, NJ: Prentice Hall, 2002.

Hypotheses,” Philosophical Transactions of the Royal Society, A, 231,


289–337.
Hypothesis,” Econometrica, 69, 683–734.
I Am Not, nor Have I Ever Been a Member of a Data-Mining
Discipline.Clinton A. Greene - 2000 - Journal of Economic Methodology
7 (2):217-230. This paper argues classical statistics and standard
Econometrics are based on a desire to meet scientific standards for
accumulating reliable knowledge. Science requires two inputs, mining of
existing data for inspiration and new or 'out-of-sample' data for predictive
testing. Avoidance of data-mining is neither possible nor desirable. In
economics out-of-sample data is relatively scarce, so the production
process should intensively exploit the existing data. But the two inputs
should be thought of as complements rather than substitutes. And we
neglect the (...)
Ibrahim, J. G., M.-H. Chen, and D. Sinha (2001), Bayesian Survival
Analysis, New York,
Ichimura, H. (1993), “Semiparametric Least Squares (SLS) and Weighted
SLS Estimation of
Identification in GMM,” Journal of Business and Economic Statistics, 20,
518–529.
Imbens, G. (2005), “Semiparametric Estimation of Average Treatment
Effects under Exogeneity:
Imbens, G. W. (2002), “Generalized Method of Moments and Empirical
Likelihood,” Journal
Imbens, G. W., and J. Angrist (1994), “Identification and Estimation of
Local Average Treatment
Imbens, G.W. (1992), “An Efficient Method of Moments Estimator for
Discrete Choice Models
Imbens, G.W., and T. Lancaster (1996), “Efficient Estimation and
Stratified Sampling,” Journal
Importance of Nonreporting and Census Imputation,” Journal of Political
Economy, 94, 489–
Improved methods of inference in Econometrics / George G. Judge and
Thomas A. Yancey -- Amsterdam: North-Holland: Elsevier Science Pub.
Co. [distributor], 1986 -- xvi, 291 p. : ill. ; 23 cm. -- (Studies in
mathematical and managerial economics ; 34) Main Library 330.015 /J92-
I
Imputation Approach,” Review of Economics and Statistics, 78, 705–717.
194

in a Latent-Variable Framework,” Review of Economics and Statistics, 85,


748–755.
in a Panel of British Manufacturing Firms,” Review of Economic Studies,
66, 529–554.
in a Structural Equation,” Econometrica, 25, 77–83.
in Advances in Economics and Econometrics: Theory and Applications,
Seventh
in C: The Art of Scientific Computing, 2nd edition, Cambridge, UK,
Cambridge University
in Canada and the United States,” Journal of Business and Economic
Statistics, 15,
in Counted Outcomes Using Bivariate Copula Models With Application to
Mismeasured
in Econometrics, P. Zarembka (Ed.), New York, Academic Press.
in Econometrics, R. F. Engle and D. L. McFadden (eds.), Volume 4, 2523–
2558,
in Generalized Method of Moments Estimation, L. M’aty’as (Ed.), 211–
247 Cambridge, UK,
in Generalized Method of Moments Estimation, L. M’aty’as (Ed.), 248–
274, Cambridge,
in Handbook of Applied Econometrics and Statistical Inference, A. Ullah,
A. T. K.
in Handbook of Econometrics, J. J. Heckman and E. Leamer (Eds.),
Volume 5,
in Handbook of Econometrics, R. F. Engle and D. McFadden (Eds.),
Volume 4, 2111–2245,
in Handbook of Labor Economics, O. C. Ashenfelter and D. E. Card (Eds.),
in Handbook of Statistics, Volume 11, Econometrics, G. S. Maddala, C. R.
Rao and H. D.
in Longitudinal Analysis of Labor Market Data, J. J. Heckman and B.
Singer (Eds.), 3–38,
in Longitudinal Analysis of Labor Market Data, J. J. Heckman and B.
Singer
in Medicine, 13, 509–522.
in Nonlinear Models,” Econometrica, 59, 981–995.
in Proceedings of the Fifth Berkeley Symposium, J. Neyman (Ed.), 1, 221–
233,
in Random Utility Models that Are Nonlinear in Income,” Review of
Economic Studies,
In recent research, Davis (2005) has introduced the semantic conception of
theories as a means of studying the differing practices of the Textbook and
LSE approaches to Econometric modelling. In this paper, Davis' (2005)
use of the semantic view is examined, with close attention paid to the stated
195

roles of the semantic notions of ?model dimensions? and ?bridging


assumptions?. While comments concerning the latter are of a supportive
nature, some concerns are raised in relation to Davis' use of model
dimensions.
in Second International Symposium on Information Theory, B. N. Petrov
and F. Csaki
in the History of Probability and Statistics: IX. Thomas Bayes’s Essay
towards Solving a
in the Observed Explanatory Variables,” Biometrika, 68, 563–566.
inancial economics, macroeconomics, and Econometrics: the interface
[dagger]: a framework for exploring the macroeconomic determinants of
systematic risk
Incomplete Panels,” Journal of Econometrics, 41, 341–361.
Individual-Level Estimates and Predictions from Finite Mixtures of
Multinomial Logit Models,”
Indonesian Mining Landscapes. The Reclamation of Ore Mining Sites in
Mimika Regency, Papua.Puspita Galih Resi - 2013 - Topos: European
Landscape Magazine 82:42.
Industry,” American Economic Review, 83, 549–569.
Innovation,” Economic Journal, 105, 333–344.
Institute for Social Research.
Institute of Mathematical Statistics.
Instrumental Variables,” Journal of Health Economics, 18, 747–767.
Instrumental Variables,” Journal of the American Statistical Association,
91, 444–455.
Insurance: Evidence from Canada,” Journal of Business and Economic
Statistics, 13, 163–
Interaction between geology and mining was a decisive element for the
development of stratigraphy during the eighteenth century in Germany,
Sweden, England, and also Italy. This paper analyses the importance of
mining background and experience, and interest in mining, among some
eighteenth-century Italian scholars who studied mountains and other
terrestrial reliefs paying particular attention to their rocks, strata and
formations. Several primary sources are examined, from the early case of
Antonio Vallisneri-who, being a physician, used the mines and the quarries
(...)
Interactive Monte Carlo experimentation in Econometrics using
PcNaive 2 / Jurgen A. Doornik David F. Hendry -- London: Timberlake
Consultants Ltd, c2001 -- xviii, 192 p. : ill. ; 24 cm.
International Economic Review, 21, 149–170.
196

International Economic Review, 29, 509–524.


International Economic Review, 31, 953–968.
Interpreting Leamer.Clark Glymour - 1985 - Economics and Philosophy 1
(2):290. It is easy for a professional philosopher who reads Learner's essay
“Let's Take the Con Out of Econometrics” to find a great deal in it that
seems contentious, cavalier, or objectionable. Philosophers may even be
puzzled as to what the fuss is all about. My guess is that the sorts of
complaints philosophical readers are likely to make about Learner's paper
are more the result of style than substance. The substance is very important.
Intrilligator (Eds.), Volume 2, 1247–1318, Amsterdam, North-Holland.
Introduction to applied Econometrics / Kenneth G. Stewart -- Belmont,
CA: Thomson Brooks/Cole, c2005 -- xxix, 913 p. : ill. ; 25 cm. + 1 CD-
ROM (4 3/4 in.) -- (Duxbury applied series)
Introduction to Bayesian Econometrics by Edward Greenberg,
Cambridge University Press (2007, 224pp) --- resource webpage, Google
preview.
Introduction to Econometrics / G.S. Maddala -- 3rd ed. -- Chichester:
John Wiley, c2001 -- xxvii, 636 p. : ill. ; 24 cm.
Introduction to Econometrics / G.S. Maddala, Kajal Lahiri -- 4th ed. --
Chichester, West Sussex: John Wiley, c2009 -- xx, 634 p. : ill. ; 24 cm.
Introduction to Econometrics / Gary Koop -- West Sussex: John Wiley
& Sons Ltd, c2008 -- xi, 371 p. : ill. ; 24 cm.
Introduction to Econometrics / James H. Stock, Mark W. Watson -- 2nd
ed. -- Boston: Pearson/Addison Wesley, 2007 -- xlii, 796 p. : ill.; 24 cm. -
- (The Addison-Welsey series in Econometrics)
Introduction to Econometrics / James H. Stock, Mark W. Watson --
International ed. -- Boston, MA: Addison-Wesley, c2003 -- xxxix, 696 p. :
ill. (some col.) ; 24 cm. -- (The Addison-Welsey series in Econometrics)
Introduction to Econometrics 3rd edition by James H. Stock and Mark W.
Watson, Addison-Wesley (2010, 840pp) --- This textbook by Stock and
Watson is an excellent option for a student's first exposure to
Econometrics. The book is extremely well written, with interesting
empirical examples used to motivate the importance of Econometrics to
the field of economics. The book is primarily targeted for a less theoretical
course in Econometrics, but there are several chapters (particularly in Part
V of the book) that could be used in a more formal course. Additional
resources: book website, sample chapter (from 1st edition), lecture slides,
also available in a brief edition.
Introduction to Econometrics 4th edition by Christopher Dougherty,
Oxford University Press (2011, 512pp) --- book website, datasets, lecture
197

slides (from Prof. Dougherty), Google preview, free download of gretl


software
Introduction to Empirical Processes and Semiparametric Inference by
Michael R. Kosorok, Springer (2008, 483pp).
Introduction to High-Frequency Finance. San Diego: Academic Press.
Introduction to Modern Bayesian Econometrics by Tony Lancaster,
Wiley-Blackwell (2004, 416pp) .
Introduction to the mathematical and statistical foundations of
Econometrics / Herman J. Bierens -- Cambridge: Cambridge University
Press, c2004 -- xvii, 323 p. ; 24 cm. -- (Themes in modern Econometrics)
Introduction to Time Series Using Stata by Sean Becketti, Stata Press
(2013, 741pp).
Introduction: Is Data Mining a Methodological Problem?Roger E.
Backhouse & Mary S. Morgan - 2000 - Journal of Economic Methodology
7 (2):171-181.
Introductory Econometrics / Arthur S. Goldberger -- Cambridge, Ma.:
Harvard University Press, 1998 -- xii, 241 p. ; 24 cm. + 1 disk.
Introductory Econometrics / R. L. Thomas -- 2nd ed. -- London:
Longman, c1993 -- x, 436 p. ; 24 cm. -- (Longman economics series)
Introductory Econometrics for finance / Chris Brooks -- 2nd ed. --
Cambridge: Cambridge University Press, 2008 -- xxiv, 648 p. : ill. ; 25 cm.
Introductory Econometrics for finance / Chris Brooks -- Cambridge:
Cambridge University Press, c2002 -- xxv, 701 p. : ill. ; 26 cm.
Introductory Econometrics for Finance by Chris Brooks, Cambridge
University Press (2014, 740pp) --- book website.
Introductory Econometrics: a modern approach / Jeffrey M.
Wooldridge -- 4th ed. -- Australia: South-Western/CENGAGE learning,
2009 -- xx, 865 p. : ill. ; 24 cm.
Introductory Econometrics: a modern approach / Jeffrey M.
Wooldridge -- [2nd ed.] -- Australia: South-Western College Publishing,
2003 -- xxvii, 863 p. : ill. ; 24 cm.
Introductory Econometrics: theory and applications / R. L. Thomas --
2nd ed. -- London: Longman, c1993 -- x, 436 p. : ill. ; 24 cm. -- (Longman
economics series)
Introductory Econometrics: using Monte Carlo simulation with
Microsoft Excel / Humberto Barreto, Frank M. Howland -- Cambridge:
Cambridge University Press, 2006 -- xxiii, 774 p. ; 26 cm. + 1 CD-ROM
(4 3/4 in.)
investigation. Journal of Financial Economics 8, 323{361.
198

Investment strategy and Greek shipping earnings: exploring the pre & post
"ordering-frenzy" period
Irregularly Spaced Transaction Data,” Econometrica, 66, 1127–1162.
Irving Fisher's Econometrics
Is Correlated with Schooling,” Journal of Human Resources, 33, 974–987.
Is the Intertemporal Substitution Elasticity Really Small?” Review of
Economics and
Isacsson, G. (1999), Essays on the Twins Approach in Empirical Labor
Economics, Swedish
Issues in the Philosophy of Economics, Misc in Philosophy of Social
Science
Issues in the Philosophy of Economics, Misc in Philosophy of Social
Science
Iterative Simulations,” Journal of Computational and Graphical Statistics
7: 434–455.
its application to high frequency jump testing. Journal of Financial
Econometrics 10,
IV Estimators: Experiments with Weak Instruments,” Journal of Applied
Econometrics, 14,
J.M. Woolridge(2002): Introductory Econometrics- A Modern
Approach, South-Western College, Publications.
Jack Johnston - Econometric Methods 1996.
Jack Johnston , "Econometric Methods". 1997 |A classic text in the
field, this new edition features a new co-author and provides a well-
balanced and comprehensive study of current Econometric theory and
practice for undergraduate or graduate study. Traditional topics are
carefully blended with newer techniques and trends. While the authors of
this text assume students have taken a basic course in statistics, they
provide a complete appendix on basic statistical theory for those who may
need a refresher. In addition, the authors include in an appendix a review
of all relevant topics in matrix algebra. Includes data disk.
Jack Johnston and John DiNardo (1997): Econometric Methods, Third
edition, McGraw Hill.
Jack Johnston, Econometric Methods edition 1996 classic text in the
field, this new edition features a new co-author and provides a well-
balanced and comprehensive study of current Econometric theory and
practice for undergraduate or graduate study. Traditional topics are
carefully blended with newer techniques and trends. While the authors of
this text assume students have taken a basic course in statistics, they
provide a complete appendix on basic statistical theory for those who may
need a refresher.
199

Jacod, J. (1997). On continuous conditional Gaussian martingales and


stable convergence
Jacod, J., Y. Li, P. Mykland, M. Podolskij, and M. Vetter (2009).
Microstructure noise
Jacques H. Drèze
Jacquier, E., N. Polson, and P. Rossi (2002). Bayesian analysis of
Jaggia, S. (1991a), “Tests of Moment Restrictions in Parametric Duration
Models,” Economics
Jaggia, S. (1991b), “The Choice of a Mixing Distribution in Duration
Models,” Economics
Jaggia, S. (1991c), “Specification Tests Based on the Heterogeneous
Generalized Gamma
Jaggia, S. (1997), “Alternative Forms of the Score Test for Heterogeneity
in a Censored Exponential
Jaggia, S., and P. K. Trivedi (1994), “Joint and Separate Score Tests for
State Dependence and

Jarrow, A. Finance Theory. Englewood Cliffs, NJ: Prentice-Hall, 1988.

Jeffrey M. Wooldridge, “Εισαγωγή στην Οικονομετρία”, Εκδόσεις


Παπαζήση, Αθήνα, 2006.

Jeffreys, H. (1939), Theory of Probability. Oxford, UK: Clarendon Press.


Jeffreys, H. (1961), Theory of Probability, 3rd ed. Oxford, UK: Clarendon
Press.
Jennrich, R. I. (1969), “Asymptotic Properties of Non-linear Least Squares
Estimators,” Annals
Jensen, E. R. (1999), “An Econometric Analysis of the Old-Age Security
Motive for Childbearing,”
Jiang, G. and J. Knight (2002). Estimation of continuous-time processes
via the empirical
Joe, H. (1997), Multivariate Models and Dependence Concepts, London,
Chapman and Hall.

Johansen, S. and Juselius, K.: 1990, Maximum likelihood estimation and


inference on cointegration with application to the demand for money,
Oxford Bulletin of Economics and Statistics 52, 169-209.

Johansen, S. Likelihood-Based Inference in Cointegrated Vector


Autoregressive Models. Oxford: Oxford University Press, 1995.

Johnson, N. L. and S. Kotz (1972), Distributions in Statistics: Continuous


Multivariate Distributions.
200

Johnson, N. L., and S. Kotz (1970), Distributions in Statistics: Continuous


Univariate Distributions
Johnson, N. L., S. Kotz, and A. W. Kemp (1992), Univariate Distributions,
2nd edition, New
Johnson, N. L., S. Kotz, and N. Balakrishnan (1994), Continuous
Univariate Distributions,

Johnson, N. L., S. Kotz, and N. Balakrishnan. Continuous Univariate


Distributions. Vol. 2, 2nd ed. New York: John Wiley & Sons, 1995.

Johnston, J. and J. Dinardo, “Econometric Methods”, McGraw-Hill, 1997.

Johnston, J., and J. DiNardo (1997), Econometric Methods, 4th edition,


New York, McGraw-
Jordan, P., D. Brubacher, S. Tsugane, Y. Tsubono, K. F. Gey, and U. Moser
(1997), “Modelling
Journal of applied Econometrics -- Chichester, N.Y.: John Wiley &
Sons, Ltd., 1986-
Journal of development economics -- Amsterdam: North-Holland, 1974-
Journal of Econometrics -- [Amsterdam: North Holland Pub. Co.], 1973-
Journal of empirical finance -- Amsterdam: Elsevier Science B.V., 1993-
Holdings: v.2 (1995)-

Judge, G. G., W. E. Griffiths, R. C. Hill, H. Lϋtkepohl, and T. C. Lee. The


Theory and Practice of Econometrics. New York, NY: John Wiley &
Sons, Inc., 1985.

Judge, G., W. Griffiths, R. C. Hill, H. Lutkepohl, and T-C. Lee (1980) The
Theory and Practice of Econometrics, John Wiley and Sons, New York.
jump di_usions. Journal of the American Statistical Association 104,
1102{1116.

Juselius, K. The Cointegrated VAR Model. Oxford: Oxford University


Press, 2006.

K. Morimune and J. L. Powell (Eds.), Nonlinear Statistical Modeling:


Proceedings of
Kadane, J. B. (1994), “An Application of Robust Bayesian Analysis to a
Medical Experiment,”
Kadane, J. B. and L. J. Wolfson (1998), “Experiences in Elicitation,”
Journal of the Royal
Kaddour Hadri, William Mikhail, Kaddour Hadri, William Mikhail,
"Econometric Methods and Their Applications in Finance, Macro and
Related Fields" English | 2013.
201

Kalbfleisch, J., and R. Prentice (1980, 2002), The Statistical Analysis of


Failure Time Data, 1st
Kamakura, W. A., and M. Wedel (2004), “An Empirical Bayes Procedure
for Improving
Kanaya, S. and D. Kristensen (2010). Estimation of stochastic volatility
models by nonparametric
Kass, R. E. and A. E. Raftery (1995), “Bayes Factors,” Journal of the
American Statistical
Kass, R. E., and A. E. Raftery (1995), “Bayes Factors,” Journal of the
American Statistical
Kathryn Shaw
Keane, M. P. (1992), “A Note on Identification in the Multinomial Probit
Model,” Journal of
Keane, M. P. (1994), “A Computationally Practical Simulation Estimator
for Panel Data,”
Kelijian, H. H. (1980), “Aggregation and Disaggregation of Nonlinear
Equations,” in Evaluation
Kenkel, D. S., and J. V. Terza (2001), “The Effect of Physician Advice on
Alcohol Consumption:
Kennan, J. (1985), “The Duration of Contract Strikes in U.S.
Manufacturing,” Journal of Econometrics,
Kennedy, W., and J. Gentle (1980), Statistical Computing, New York,
Marcel Dekker.
Kenneth F. Wallis
Kenneth J. Singleton, "Empirical Dynamic Asset Pricing: Model
Specification and Econometric Assessment". English | 2006-03-06
Written by one of the leading experts in the field, this book focuses on the
interplay between model specification, data collection, and Econometric
testing of dynamic asset pricing models. The first several chapters provide
an in-depth treatment of the Econometric methods used in analyzing
financial time-series models.
Kennickell, A. B. (1998), “Multiple Imputation in the Survey of Consumer
Finances,”
Keun Huh and Robin C. Sickles
Keynes and Econometrics: on the interaction between the macroeconomic
revolutions of the interwar period
Keynes's Changing Conception of Probability.Bradley W. Bateman - 1987
- Economics and Philosophy 3 (1):97.
Kiefer, N. (1988), “Economic Duration Data and Hazard Functions,”
Journal of Economic Literature,
Killingsworth, M., and J. Heckman (1986), “Female Labor Supply: A
Survey,” in Handbook
202

Kim, E. H., and V. Singal (1993), “Mergers and Market Power: Evidence
from the Airline
Kim, J., G. M. Allenby, and P. E. Rossi (2003), “Modeling Consumer
Demand for Variety,”
Kim, S., N. Shephard, and S. Chib (1998). Stochastic volatility: Likelihood
inference and
King, G., and L. Zeng (2001), “Logistic Regression in Rare Events Data,”
Political Analysis, 9,
Kingdom, 1920–1938, Vol. 1, Cambridge, Cambridge University Press.
Kish, L. (1965), Survey Sampling, New York, John Wiley.
Klassen, Cambridge, UK, Cambridge University Press.
Klein, J. P., and M. L. Moeschberger (1997), Survival Analysis:
Techniques for Censored and
Klein, R. W., and R. H. Spady (1993), “An Efficient Semi-Parametric
Estimator for Binary
Klein, R. W., and R. P. Sherman (2002), “Shift Restrictions and
Semiparametric Estimation in
Klein, R. W., and R. Sherman (1997), “Estimating New Product Demand
from Biased Survey
Kleppe, T., J. Yu, and H. Skaug (2010). Simulated maximum likelihood
estimation of
Klepper, S., and E. Leamer (1984), “Consistent Set of Estimates for
Regression with Errors in
Kling, J. R. (2001), “Interpreting Instrumental Variables Estimates of the
Returns to Schooling,”
Kloeden, P. E. and E. Platen (1992). Numerical Solution of Stochastic
Di_erential Equa-
Kloek, T. (1981), “OLS Estimation in a Model Where a Microvariable Is
Explained by Aggregates
Kloek, T. and H. K. van Dijk (1978), “Bayesian Estimates of Equation
System Parameters:
Kloek, T., and H. K. van Dijk (1978), “Bayesian Estimates of Equation
System Parameters: An
Kluwer Academic Publishers.
Kluwer Academic.
Kmenta J. (1986), Elements of Econometrics, 2nd edition, New York,
Macmillan.
known variance. The Econometrics Journal 5, 225{236.
Knut Wicksell: a pioneer of Econometrics

Koenker R. and Bassett G. (1982). Robust tests for heteroscedasticity


based on regression quantiles, Econometrica, Vol. 50, pp. 43 - 61.
203

Koenker, R. (1981), “A Note on Studentizing a Test for


Heteroscedasticity,” Journal of Econometrics,
Koenker, R., and G. Bassett (1978), “Regression Quantiles,”
Econometrica, 46, 33–50.
Koenker, R., and G. Bassett (1982), “Robust Tests for Heteroscedasticity
Based on Regression
Koenker, R., and K. F. Hallock (2001), “Quantile Regression,” Journal of
Economic Perspectives,
Koop, G. (2003), Bayesian Econometrics, New York, Wiley.
Koop, G. (2003), Bayesian Econometrics. West Sussex, UK: Wiley.
Koopmans, T. C. (1949), “Identification Problems in Economic Model
Construction,” Econometrica,
Koppelman, F., and C.Wen (1998), “Alternative Nested Logit Models:
Structure, Properties and
Kosorok, M. R. (2008). Introduction to Empirical Processes and
Semiparametric Inference.
Kotz, S., N. Balakrishnan, and N. L. Johnson (2000), Continuous
Multivariate Distributions,
Koutsoyiannis, A. (1977). Theory of Econometrics, 2nd. ed., Macmillan
Publishers Ltd., London, UK.
Krashinsky, H. (2004), “Do Marital Status and Computer Usage Really
Change theWage Structure?,”
Krewski, D., and J. N. K. Rao (1981), “Inference from Stratified Samples:
Properties of the
Kristensen, D. (2010). Nonparametric _ltering of the realized spot
volatility: A kernelbased
Kristensen, D. (2011, October). Semi-nonparametric estimation and
misspeci_cation testing
Krueger, A. B. (1993), “How Computers Have Changed the Wage
Structure: Evidence from
Kuan, C. M., and H. White (1994), “Artificial Neural Networks: An
Econometric Perspective,”
Kuh, E. (1959), “The Validity of Cross-Sectionally Estimated Behavior
Equations in Time-

Kutner, M. H., C. J. Nachtsheim, J. Neter, and W. Li. Applied Linear


Statistical Models. 5th Ed. New York: McGraw-Hill/Irwin, 2005.

Kwiatkowski, D., P. C. B. Phillips, P. Schmidt and Y. Shin. "Testing the


Null Hypothesis of Stationarity against the Alternative of a Unit Root."
Journal of Econometrics. Vol. 54, 1992, pp. 159–178.
204

Kwiatkowski, D., Phillips, P., Schmidt, P. and Shin, Y.: 1992, Testing the
null hypothesis of stationarity against the alternative of a unit root, Journal
of Econometrics 54, 159-178.

Kyriazidou, E. (1997), “Estimation of a Panel Data Sample Selection


Model,” Econometrica,
Kιντής A., Εφαρμογές Οικονομετρίας , Σμπίλιας.
L. M’atyas and P. Sevestre (Eds.), 152–195, Dordrecht, Kluwer.
L. N. Christofides, E. K. Grant and R. Swidinsky (Eds.), 201–222, Toronto,
University of
Lalonde, R. (1986), “Evaluating the Econometric Evaluations of Training
Programs with Experimental

Lancaster, K. J. 1965 The Theory of Qualitative Linear Systems.


Econometrica 33:395–408.

Lancaster, T. (1979), “Econometric Models for the Duration of


Unemployment,” Econometrica,
Lancaster, T. (1984), “The Covariance Matrix of the Information Matrix
Test,” Econometrica,
Lancaster, T. (1985), “Generalized Residuals and Heterogeneous Duration
Models,” Journal of
Lancaster, T. (1990), The Econometric Analysis of Transitional Data,
Cambridge, UK, Cambridge
Lancaster, T. (2000), “The Incidental Parameter Problem since 1948,”
Journal of Econometrics,
Lancaster, T. (2002), “Orthogonal Parameters and Panel Data,” Review of
Economic Studies,
Lancaster, T. (2004), An Introduction to Modern Bayesian Econometrics.
Malden, MA:
Lancaster, T. (2004), An Introduction to Modern Bayesian Econometrics,
Oxford, Blackwell.
Lancaster, T., and G. Imbens (1996), “Case-Control with Contaminated
Controls,” Journal of
Lancaster, T., and S. Nickell (1980), “The Analysis of Re-Employment
Probabilities for the
Large-scale macro-Econometric models: theory and practice / edited
by J. Kmenta and J.B. Ramsey -- Amsterdam: North-Holland Pub. Co.,
c1981 -- xiii, 462 p. ; 23 cm. -- (Contributions to economic analysis ; 141)
Lavine, M. (1991a), “Sensitivity in Bayesian Statistics: The Prior and the
Likelihood,”
Lavine, M. (1991b), “An Approach to Robust Bayesian Analysis for
Multidimensional
205

Lawless, J. F. (1982), Statistical Models and Methods for Lifetime Data,


New York, JohnWiley.
Lawrence R. Klein
Laws and limits of Econometrics
Leamer (Eds.), Volume 5, 3159–3228, Amsterdam, North-Holland.
Leamer, E. E. (1973), “Multicollinearity: A Bayesian Interpretation,”
Review of Economics
Leamer, E. E. (1978), Specification Searches. New York: Wiley.
Leamer, E. E. (1978), Specification Searches: Ad Hoc Inference with
Nonexperimental Data,
Leamer, E. E. (1982), “Sets of Posterior Means with Bounded Variance
Priors,” Econometrica
Learning Econometrics using Gauss: a computer handbook to
accompany: Judge/Hill, Griffiths/Lutkepohl/Lee: introduction to the
theory and practice of Econometrics / prepared by R. Carter Hill -- 2nd
ed. -- [New York]: John Wiley & Sons, c1989 -- 218 p. ; 28 cm.
Least Squares Coefficients,” Journal of Econometrics, 22, 323–338.
LeCam and J. Nexman (Eds.), 59–82, Berkeley, CA, University of
California Press.
Lecture,” Journal of Political Economy, 109, 673–748.
Lectures on advanced Econometric theory / Denis Sargan edited and
with an introduction by Meghnad Desai -- Oxford: Basil Blackwell, 1988
-- x, 176 p. ; 24 cm.
Lee, C.-I. (2001), “Finite Sample Bias in IV Estimation of Intertemporal
Labor Supply Models:
Lee, L.-F. (1978), “Unionism and Wage Rates: A Simultaneous Equation
Model with
Lee, L.-F. (1981), “Simultaneous Equations Models with Discrete and
Censored Dependent
Lee, L.-F. (1983), “Generalized Econometric Models with Selectivity,”
Econometrica, 51, 507–
Lee, L.-F. (1995), “Semiparametric Maximum Likelihood Estimation of
Polychotomous and
Lee, L.-F. (2001), “Self-Selection,” in A Companion to Theoretical
Econometrics, B. Baltagi
Lee, L.-F. (2004), “Asymptotic Distributions of Quasi-Maximum
Likelihood Estimators for
Lee, L.-F., and J. H. Sepanski (1995), “Estimation of Linear and Nonlinear
Errors-in-Variable
Lee, L.-F., G. S. Maddala, and R. P. Trost (1980), “Asymptotic Covariance
Matrices of Two-
Lee, M.-J. (1989), “Mode Regression,” Journal of Econometrics, 42, 337–
349.
206

Lee, M.-J. (1996), Methods of Moments and Semiparametric


Econometrics for Limited Dependent
Lee, M.-J. (2002), Panel Data Econometrics: Methods-of-Moments and
Limited Dependent
Lee, S. S. and P. A. Mykland (2007). Jumps in _nancial markets: A new
nonparametric
Lehmann, E. L. and J. P. Romano (2005). Testing Statistical Hypotheses.
Lerman, S. R., and C. F. Manski (1981), “On the Use of Simulated
Frequencies to Approximate
Les choix economiques: decisions sequentielles et simulation / Pierre
Rosentiehl, Alain Ghouila-Houri, avec la collaboration de D. A. Emery [et
al.] -- Paris: Dunod, 1960 -- xix, 355 p. : ill. ; 24 cm. -- (Finance et
economie appliquee ; 9)
Leung, S. F., and S. Yu (1996), “On the Choice between Sample Selection
and Two-Part Models,”
Levi, M. (1973), “Errors in the Variables Bias in the Presence of Correctly
Measured Variables,”
Levin, L., and C.-F. Lin (1992), “Unit Root Tests in Panel Data:
Asymptotic and Finite-Sample
Levin, L., C.-F. Lin and S. J. C. Chu (2002), “Unit Root Tests in Panel
Data: Asymptotic and

Leybourne, S. J. and B. P. M. McCabe. "A Consistent Test for a Unit Root."


Journal of Business and Economic Statistics. Vol. 12, 1994, pp. 157–166.

Leybourne, S. J. and B. P. M. McCabe. "Modified Stationarity Tests with


Data-Dependent Model-Selection Rules." Journal of Business and
Economic Statistics. Vol. 17, 1999, pp. 264–270.

Li, F. and G. Tkacz (2006). A consistent bootstrap test for conditional


density functions
Li, H., and G. S. Maddala (1997), “Bootstrapping Cointegrating
Regressions,” Journal of
Li, T. (2002), “Robust and Consistent Estimation of Non-linear Errors-in-
Variables Models,”
Li, T., P. K. Trivedi, and J. Q. Guo (2003), “Modeling Response Bias in
Count: A Structural Approach
Liang, K.-Y., and S. L. Zeger (1986), “Longitudinal Data Analysis Using
Generalized Linear
Lien, D., and Q. H. Vuong (1987), “Selecting the Best Linear Regression
Model: A Classical
207

Likelihood based inference in cointegrated vector autoregressive


models / Soren Johansen --Oxford: Oxford University Press, 1995 -- x, 267
p. : ill. ; 25 cm. -- (Advanced texts in Econometrics)
Lillard, L., J. P. Smith, and F. Welch (1986), “What Do We Really Know
about Wages? The
Limit theorems for bipower variation in financial Econometrics
Limited.
Limited-dependent and qualitative variables in Econometrics / by G.S.
Maddala -- Cambridge: Cambridge University Press, 1983 -- xi, 401 p. ;
24 cm. -- (Econometric Society monographs in quantitative economics ;
3)
Limited-dependent and qualitative variables in Econometrics / G.S.
Maddala -- Cambridge: Cambridge University Press, 1986 -- xi, 401 p. :
ill. ; 23 cm. -- (Econometric Society monographs ; 3) Main Library
330.015 195 /M179-L Econometrics, issue 28, October-November 2013
20.
Lindeboom, M., and G. J. Van den Berg (1994), “Heterogeneity in
Bivariate Duration Models:
Lindgren, G. (1978), “Markov Regime Models for Mixed Distributions and
Switching
Lindley, D. and A. F. M. Smith (1972), “Bayes Estimates for the Linear
Model,” Journal
Lindley, D. V. (1957), “A Statistical Paradox,” Biometrika 44: 187–192.
Lindley, D. V., and Smith, A. F. M. (1972), “Bayes Estimates for the
Linear Model,” Journal of
Lindsey, B. G. (1995), Mixture Models: Theory, Geometry and
Applications, Hayward, CA,
Linear Model,” Journal of Econometrics, 34, 33–62.
Linear Model,” Journal of the American Statistical Association, 83, 1037–
1045.
Linear Models, New York, Springer-Verlag.
Linear Models,” Annals of Statistics, 3, 827–842.
Linearization, Jackknife and Balanced Repeated Replicatiom Methods,”
Annals of Statistics,
LINK proceedings 1991-1992: selected papers from meetings in
Moscow 1991 and Ankara 1992 / editors Bert G. Hickman, Lawrence
Klein ; LINK Meeting (1991: Moscow, Russia) -- Singapore: World
Scientific, 1998 -- viii, 351 p. ; 23 cm. -- (Studies in applied international
economics ; 1)
Literature, 30, 1–61.
Literature, 36, 669–721.
Little, R. J. A. (1988), “Missing-Data Adjustment in Large Surveys” (with
discussion), Journal
208

Little, R. J. A. (1992), “Regression with Missing X’s: A Review,” Journal


of the American
Little, R. J. A. and D. B. Rubin (2002), Statistical Analysis with Missing
Data, 2nd ed. New
Little, R. J. A., and D. Rubin (1987), Statistical Analysis with Missing
Data, New York, John
Liu, J. S., W. H. Wong, and A. Kong (1994), “Covariance Structure of the
Gibbs Sampler
Liu, R. Y. (1988), “Bootstrap Procedures under Some Non-iid Models,”
Annals of Statistics, 16,

Ljung, G. and G. E. P. Box. "On a Measure of Lack of Fit in Time Series


Models." Biometrika. Vol. 66, 1978, pp. 67–72.

Ljung, G. M. and Box, G. P. E. (1978). On a measure of lack of fit in time


series models. Biometrica, Vol. 66, pp.66 – 72.Loh, W.-Y. (1987),
“Calibrating Confidence Coefficients,” Journal of the American
Statistical

Lo, A. W., and A. C. MacKinlay. "Stock Market Prices Do Not Follow


Random Walks: Evidence from a Simple Specification Test." Review of
Financial Studies. Vol. 1, 1988, pp. 41–66.

Lo, A. W., and A. C. MacKinlay. "The Size and Power of the Variance
Ratio Test." Journal of Econometrics. Vol. 40, 1989, pp. 203–238.

Lo, A. W., and A. C. MacKinlay. A Non-Random Walk Down Wall St.


Princeton, NJ: Princeton University Press, 2001.

Loeffler, G., and P. N. Posch. Credit Risk Modeling Using Excel and VBA.
West Sussex, England: Wiley Finance, 2007.

Long memory processes and fractional integration in Econometrics


Long, J. S., and L. H. Ervin (2000), “Using Heteroscedasticity Consistent
Standard Errors in

Long, J. S., and L. H. Ervin. "Using Heteroscedasticity-Consistent


Standard Errors in the Linear Regression Model." The American
Statistician. v. 54, 2000, pp. 217-224.

Longitudinal and Structural Equation Models, Boca Raton, FL, Chapman


and Hall.
209

Long-run structural estimation of labour market equations with an


application to Greece

Longstaff, F. A., and E. S. Schwartz. "Valuing American Options by


Simulation: A Simple Least-Squares Approach." The Review of Financial
Studies. Spring 2001, Vol. 14, No. 1, pp. 113–147.

Lovell, M. C. (1983), “Data Mining,” Review of Economics and Statistics,


45, 1–12.
ltering. CREATES Research Papers 2010-67, School of Economics and
Luc Bauwens, Pierre Giot, "Econometric Modelling of Stock Market
Intraday Activity" 2001
Luc Bauwens; Michel Lubrano; Herman K. van Dijk
Lucas, R. (1978) Asset Prices in an Exchange Economy, Econometrica,
46, 1429- 1446.
Luce, R. D. (1959), Individual Choice Behavior: A Theoretical Analysis,
New York, JohnWiley.
Luigi Amoroso
Luiz Renato Lima, Marcelo Moreira, Jack Porter, Zhijie Xiao
Luke, Y. L. (1969). The Special Functions and Their Approximations. New
York: Academic

Lütkepohl, H. New Introduction to Multiple Time Series Analysis. Berlin:


Springer, 2005.

Lutkepohl, H.: 1991, Introduction to Multiple Time Series Analysis,


Springer, Berlin.

M. B. Bouissou, J. J. Laffont and Q. H. Vuong


M. Hashem Pesaran and Simon M. Potter
M. Hashem Pesaran; Ron Smith
M’aty’as and P. Sevestre (Eds.), Dordrecht, Kluwer Academic Publishers.
M’aty’as, L., and P. Sevestre, Eds. (1995), The Econometrics of Panel
Data, 2nd edition,
MA, MIT Press.
Maasoumi, Esfandiar, Medeiros, Marcelo

MacKinnon, J. G. "Numerical Distribution Functions for Unit Root and


Cointegration Tests." Journal of Applied Econometrics. v. 11, 1996, pp.
601–618.

MacKinnon, J. G. (2002), “Bootstrap Inference in Econometrics,”


Canadian Journal of Economics,
210

MacKinnon, J. G., and H. White (1985), “Some Heteroskedasticity-


Consistent Covariance Matrix

MacKinnon, J. G., and H. White. "Some Heteroskedasticity-Consistent


Covariance Matrix Estimators with Improved Finite Sample Properties."
Journal of Econometrics. v. 29, 1985, pp. 305-325.

MacKinnon, J.: 1996, Numerical distribution functions for unit root and
cointegration tests, Journal of Applied Econometrics 11, 601-618.

MacKinnon, James G.
MacroEconometric modeling and the theory of the representative agent
MacroEconometric systems: construction validation and applications
/ D.W. Challen and A.J. Hagger -- New York: St. Martin's Press, 1983 --
xiii, 235 p. ; 25 cm.
Macro-Econometrics
MacroEconometrics: developments, tensions and prospects / edited by
Kevin D. Hoover -- Boston: Kluwer Academic Pub., c1995 -- xi, 577 p. :
ill. ; 24 cm. -- (Recent economic thought series)
Macroeconomic analysis: essays in macroeconomics and
Econometrics / edited by D. Currie R. Nobay and D. Peel -- London:
Croom Helm, c1981 -- 491 p. : ill. ; 23 cm.
Macroeconomic policy in a world economy: from Econometric design
to practical operation / John B. Taylor -- New York: W.W. Norton, c1993
-- xviii, 330 p. : ill. ; 24 cm.
Macroeconomics and the real world / edited by Roger E. Backhouse,
Andrea Salanti -- Oxford: Oxford University Press, 2000 -- 2 v. : ill. ; 24
cm.
MaCurdy, T. E. (1981), “An Empirical Model of Labor Supply in a Life-
Cycle Setting, Journal
MaCurdy, T. E. (1982a), “Using Information on the Moments of
Disturbances to Increase the
MaCurdy, T. E. (1982b), “The Use of Time Series Processes to Model the
Error Structure of
MaCurdy, T. E. (1983), “A Simple Scheme for Estimating an Intertemporal
Model of Labor
Madansky, A. (1959), “The Fitting of Straight Lines When Both Variables
Are Subject to Error,”

Maddala G.S. (1992). Introductory Econometrics, New Jersey, Prentice-


Hall.

Maddala, G. S. (1977), Econometrics, New York, McGraw-Hill.


211

Maddala, G. S. (1983), Limited-Dependent and Qualitative Variables in


Economics, Cambridge,

Maddala, G.S., “Introduction to Econometrics”, Wiley, 2002.

Magdalinos, M. A. (1988), “The Local Power of the Tests of


Overidentifying Restrictions,”
Magnac, T. (2000), “Subsidised Training and Youth Employment:
Distinguishing Unobserved
Magnus, J. R. (2002). Estimation of the mean of a univariate normal
Main Library & Basement Information Systems 051 /J86-O
Main Library & Basement Information Systems 059.2 /J86 E
Main Library & Basement Information Systems ΡΔ /46

Malinvaud, Edmond (1964) 1966 Statistical Methods in Econometrics.


Chicago: Rand McNally. → First published in French.

Mammen, E. (1993), “Bootstrap and Wild Bootstrap for High Dimensional


Linear Models,”
Manning, W. G., J. P. Newhouse, N. Duan, E. B. Keeler, A. Leibowitz, and
M. S. Marquis
Manski and D. McFadden (Eds.), 346–364, Cambridge, MA, MIT Press.
Manski, C. F. (1975), “The Maximum Score Estimator of the Stochastic
Utility Model of
Manski, C. F. (1985), “Semiparametric Analysis of Discrete Response :
Asymptotic Properties
Manski, C. F. (1987), “Semiparametric Analysis of Random Effects Linear
Models from Binary
Manski, C. F. (1988a), Analog Estimation Methods in Econometrics,
London, Chapman and
Manski, C. F. (1988b), “Identification of Binary Response Models,”
Journal of the American
Manski, C. F. (1989), “Anatomy of the Selection Problem,” Journal of
Human Resources, 24,
Manski, C. F. (1991), “Regression,” Journal of Economic Literature, 39,
34–50.
Manski, C. F. (1995), Identification Problems in the Social Sciences,
Cambridge, MA, Harvard
Manski, C. F., and D. McFadden (1981a), “Alternative Estimators and
Sample Design
Manski, C. F., and D. McFadden Eds. (1981b), Structural Analysis of
Discrete Data with Econometric
212

Manski, C. F., and S. R. Lerman (1977), “The Estimation of Choice


Probabilities from Choice-
Manski, C. F., and T. S. Thompson (1986), “Operational Characteristics of
Maximum Score
Manton, K. G., E. Stallard, and J. W. Vaupel (1986), “Alternative Models
for the Heterogeneity
manuscript, Department of Economics, MIT.
manuscript, Harvard University.
Marginal Densities,” Journal of the American Statistical Association, 85,
398–409.
Marianne Bertrand. Enjoying the Quiet Life? Corporate Governance and
Managerial Preferences. Journal of Political Economy [Internet].
Market Response Models: Econometric and Time Series Analysis
(International Series in Quantitative Marketing) by Dominique M.
HanssensEnglish | 2003 | From 1976 to the beginning of the millennium—
covering the quarter-century life span of this book and its predecessor—
something remarkable has happened to market response research: it has
become practice.
Marschak, J. (1953), “Economic Measurement for Policy and Prediction,”
in Studies in Econometric
Marschak, J., and W. H. Andrews (1944), “Random Simultaneous
Equations and the Theory of
Marshall, A. W., and I. Olkin (1990), “Multivariate Distributions
Generated from Mixtures
Mary Morgan's "History of Econometric Ideas".Philippe Legall - 1992 -
Economics and Philosophy 8:286.
Masry, E. (1991). Multivariate probability density deconvolution for
stationary random
Mastering 'Metrics: The Path from Cause to Effect by Joshua D. Angrist
and Jorn-Steffen Pischke, Princeton University Press (2014, 304pp) ---
This book by Angrist and Pischke is a gentler introduction to causal
inference than their "Mostly Harmless Econometrics" (see below). The
book can be used as a companion to Wooldridge or Stock-Watson in an
undergraduate course or by itself as a standalone textbook in a second
Econometrics course. Additional resources: book website.
Matching, Regression Discontinuity, Difference in Differences, and
Beyond by Myoung-jae Lee, Oxford University Press (2016, 280pp) ---
This book reviews the three most popular methods (and their extensions)
in applied economics and other social sciences: matching, regression
discontinuity, and difference in differences. It book introduces the
underlying Econometric and statistical ideas, shows what is identified and
213

how the identified parameters are estimated, and illustrates how they are
applied with real empirical examples. Additional resources: publisher
website, Google preview.
Mathematica as an environment for doing economics and Econometrics
Mathematical Statistics, 29, 614.
Mathematical Statistics, 33, 1065–1076.
Mathematics for Econometrics by Phoebus J. Dhrymes, Springer (2013,
419pp).
Matzkin, R. L. (1994), “Restrictions of Economic Theory in
Nonparametric Models,” in Handbook
maximum likelihood. Journal of Econometrics 64, 375{400.
McCall, B. P. (1996), “Unemployment Insurance Rules, Joblessness, and
Part-Time Work,”
McCallum, B. T. (1972), “Relative Asymptotic Bias from Errors of
Omission and Measurement,”
McCullagh, P., and J. A. Nelder (1983, 1989), Generalized Linear Models,
1st and 2nd editions,
McCulloch R., and P. Rossi (1994), “An Exact Likelihood Analysis of the
Multinomial Probit
McCulloch, R. E. and P. E. Rossi (1994), “An Exact Likelihood Analysis
of the Multinomial
McCulloch, R. E., N. G. Polson, and P. E. Rossi (2000), “A Bayesian
Analysis of the

McCullough, B. D., and C. G. Renfro. "Benchmarks and Software


Standards: A Case Study of GARCH Procedures." Journal of Economic
and Social Measurement. Vol. 25, 1998, pp. 59–71.

McDonald, J., and R. Moffitt (1980), “The Uses of Tobit Analysis,”


Review of Economics and
McFadden, D. (1973), “Conditional Logit Analysis of Qualitative Choice
Behavior,” in Frontiers
McFadden, D. (1974), “The Measurement of Urban Travel Demand,”
Journal of Public Economics,
McFadden, D. (1978), “Modelling the Choice of Residential Location,” in
Spatial Interaction
McFadden, D. (1981), “Econometric Models of Probabilistic Choice” in
Structural Analysis of
McFadden, D. (1984), “Econometric Analysis of Qualitative Response
Models,” in Handbook
McFadden, D. (1989), “A Method of Simulated Moments for Estimation
of Discrete Response
214

McFadden, D. (1995), “ComputingWillingness-to-Pay in Random Utility


Models,” Department
McFadden, D. (2001), “Economic Choices,” American Economic Review,
91, 351–378.
McFadden, D., and F. Reid (1975), “Aggregate Travel Demand
Forecasting from Disaggregate
McFadden, D., and K. Train (2000), “Mixed MNL Models for Discrete
Response,” Journal of
McFadden, D., and P. A. Ruud (1994), “Estimation by Simulation,”
Review of Economics and

McLeod, A.I. and W.K. Li. "Diagnostic Checking ARMA Time Series
Models Using Squared-Residual Autocorrelations."Journal of Time Series
Analysis. Vol. 4, 1983, pp. 269–273.

McManus, D. A. (1991), “Who Invented Local Power Analysis?,”


Econometric Theory, 265–
Mealli, F., and S. Pudney (1996), “Occupational Pensions and Job Mobility
in Britain: Estimation
Mean Independence Assumptions,” Journal of Econometrics, 68, 115–
132.
mean-regression model against a nonparametric alternative.
Econometrica 69, 599{
Measure and Some Exact Finite Sample Theory,” University of
Melbourne, Department
Measure of Risk,”Annales d’Economie et de Statistique 40: 67–91.
Measures of User Benefit,” Environmental Planning A, 9, 285–344.
Measuring the Determinants of Mode Choice, D. Hensher and Q. Dalvi
(Eds.), London,
Meese-Rogoff Redux: micro-based exchange-rate forecasting
Meister, A. (2009). Deconvolution Problems in Nonparametric Statistics.
Berlin: Springer.
Melenberg, B., and A. Van Soest (1996), “Parametric and Semi-Parametric
Modelling of Vacation
Melino, A. and S. M. Turnbull (1990). Pricing foreign currency options
with stochastic
Melino, A., and G. T. Sueyoshi (1990), “A Simple Approach to the
Identifiability of the Proportional
Meng, X.-L. (2000), “Missing Data: Dial M for ???,” Journal of the
American Statistical Association,
Merton, R. C. (1980). On estimating the expected return on the market: An
exploratory
Method of Moments Estimators,” Econometrica, 64, 891–916.
215

Method, W. J. Hood and T. C. Koopmans (Eds.), Cowles Commission


Monograph
method. Econometric Theory 10, 316{356.
Methodological Aspects of the Encompassing Principle.Steven Cook -
1999 - Journal of Economic Methodology 6 (1):61-78.The philosophy of
science literature has played an increasing role in discussion of
Econometric methodology in recent years, and the Hendry methodology
in particular has received much attention. Despite this, the encompassing
principle has been overlooked in the methodological literature. This paper
addresses this by examining the major methodological implications of the
principle.
Methodological Issues in Forecasting: Insights From the Egregious
Business Forecast Errors of Late 1930.Robert S. Goldfarb, H. O. Stekler &
Joel David - 2005 - Journal of Economic Methodology 12 (4):517-542.
This paper examines some economic forecasts made in late 1930 that were
intended to predict economic activity in the United States in order to shed
light on several methodological issues. We document that these forecasts
were extremely optimistic, predicting that the recession in the US would
soon end, and that 1931 would show a recovery. These forecasts displayed
egregious errors, because 1931 witnessed the largest negative growth rate
for the US economy in any year in the twentieth century. A specific (...)
Methodology and tacit knowledge: two experiments in Econometrics /
Jan R. Magnus and Mary S. Morgan -- Chichester: J. Wiley, 1999 – xi, 413
p. : ill. ; 25 cm.
Methodology of scientific research programs (MSRP), model-building and
actor-network-theory (ANT) are woven together to provide a layered study
of the Leontief paradox. Neil De Marchi's Lakatosian account examined
the paradox within an Ohlin-Samuelson research program. A model-
building approach rather highlights the ability of Leontief's input-output
model to mediate between international trade theory and the world by
facilitating an empirical application of the Heckscher-Ohlin Theorem. The
epistemological implications of this model-building approach provide an
alternative explanation of why Samuelson and other prominent (...)
Methods and applications of economic dynamics / edited by L.
Schoonbeek, E. Sterken, and S.K. Kuipers --Amsterdam: Elsevier, 1995 --
340 p. : ill. ; 23 cm -- (Contributions to economic analysis ; 228)
Methods and Research, 31, 514–544.
216

Methods of moments and semiparametric Econometrics for limited


dependent variable models / Myoung Jae Lee -- New York: Springer,
1996 -- xii, 279 p. ; 24 cm.
Methods,” Journal of the American Statistical Association, 77, 848–854.
Methods,” Journal of the Royal Statistical Society Series B 57: 473–484.
metric Theory 20, 844{882.
Meyer, B. D. (1990), “Unemployment Insurance and Unemployment
Spells,” Econometrica,
Meyer, B. D. (1995), “Natural and Quasi-experiments in Economics,”
Journal of Business and
Michael Bruno
Michael P. Keane and Kenneth I. Wolpin
Michael PP. Keane
Microdata, 1984–1989,” Quarterly Journal of Economics, 108, 33–60.
MicroEconometrics Using Stata by A. Colin Cameron and Pravin K.
Trivedi, Stata Press (2010, 706pp)
MicroEconometrics: Methods and Applications by A. Colin Cameron and
Pravin K. Trivedi, Cambridge University Press (2005, 1056pp) --- The
authors cover an impressive amount of material in this textbook, covering
nearly every model used in empirical microeconomics today. Illustrative
examples and datasets are used throughout. Additional resources: Book
website, datasets, some solutions and extra exercises, errata, Google
preview. The book MicroEconometrics Using Stata (2009) by Cameron
and Trivedi is a valuable resource for Stata users, covering much of the
same materials and empirical examples as the MicroEconometrics:
Methods and Applications textbook.
microstructure noise models. Borrowing Strength: Theory Powering
Applications-A
microstructure noise: A review of the theory and practical considerations.
In T. G.
Miller, R. G. (1974), “The Jackknife – A Review,” Biometrika, 61, 1–17.

Mills, T.: 1999, The Econometrics Modelling of Financial Time Series,


Cambridge University Press, Cambridge.

Milton Friedman
Mincer, J. (1958), “Investment in Human Capital and Personal Income
Distribution,” Journal
Mining and Knowledge of the Earth in Eighteenth-Century Italy.Ezio
Vaccari - 2000 - Annals of Science 57 (2):163-180.
217

Mining the Fields: Farm Workers Fight Back.John C. Leggett - 1998 -


Rowman & Littlefield Publishers.
Misspecification of Distribution,” Journal of Econometrics, 32, 157–187.
Misspecification test methods in Econometrics
Misspecification tests in Econometrics: the Lagrange multiplier
principle and other approaches / L.G. Godfrey -- Cambridge: Cambridge
University Press, 1988 -- xii, 252 p. ; 24 cm. -- (Econometric Society
monographs ; 16)
MIT Press.
Mittelhammer, R. C., G. G. Judge, and D. J. Miller (2000), Econometric
Foundations. Cambridge,
Mittelhammer, R. C., Judge, G. G., and D. J. Miller (2000), Econometric
Foundations, Cambridge,
Mixed Multinomial Logit Model,” Transportation Research: Part B:
Methodological, 35,
Mixed-Poisson Regression Models, with Application,” Econometrics
Journal, 2,
Mizon, G. E., and J.-F. Richard (1986), “The Encompassing Principle and
Its Application to
Model (with Discussion),” Journal of the Royal Statistical Society, A, 148,
82–117.
Model Determination,” Biometrika 82: 711–732.
model for asset returns. Journal of Business & Economic Statistics 14,
429{434.
Model in Health Econometrics,” Journal of Health Economics, 17, 247–
281.
Model of Duration:With an Application to Kennan’s Strike Data,” Journal
of Applied Econometrics,
Model Specification in Econometrics,” Review of Economic Studies, 47,
239–254.
Model Using Markov Chain Monte Carlo,” Journal of Econometrics 74:
237–254.
Model with an Application to Labor Supply,” Econometrica, 54, 679–685.
Model with Limited Dependent Variables,” International Economic
Review, 19, 695–709.
Model,” Review of Economics and Statistics, 79, 340–343.
Modeling bond yields in finance and macroeconomics
Modeling: A Unified Approach with Copulas”. Preprint from Groupe de
Recherche Operationnelle,
Modelling economic series: readings in Econometric methodology /
edited by C.W.J. Granger -- Oxford: Oxford University Press, 1990 -- vi,
419 p. : ill. ; 24 cm.
218

Modelling non stationary economic time series: a multivariate


approach / by Simon P. Burke and John Hunter-Burke -- Basingstoke:
Palgrave MacMillan, c2005 -- vii, 253 p. ; 24 cm. -- (Palgrave texts in
Econometrics)
Modelling nonlinear economic relationships / Clive W. J. Granger and
Timo Terasvirta -- Oxford: Oxford University Press, 1993 -- x, 187 p. ; 24
cm. -- (Advanced texts in Econometrics)
Models for the Demand for Medical Care,” Journal of Business and
Economic Statistics,
models II: Making the right forecast with the wrong model. Journal of
Econometrics 67,
Models of Conditional Means and Variances,” Journal of Econometrics,
47, 5–46.
models using realized measures. Review of Economic Studies 73,
635{667.
Models Using Validation Data,” Journal of the American Statistical
Association, 90, 130–
Models with Applications to Health Care Utilization,” Journal of Business
and Economic
models with diagnostics. Journal of Econometrics 81, 159{192.
Models with Discrete Covariates,” Journal of the American Statistical
Association, 91, 1632–
Models with Errors in Variables,” Journal of Econometrics, 76, 193–221.
Models with Time-Varying Covariates,” Journal of Econometrics, 51, 25–
58.
Models without Numerical Integration,” Econometrica, 57, 995–1026.
Models,” Biometrika, 73, 13–22.
models. Journal of Business & Economic Statistics 20, 69{87.
Models: An Application to Changes in Black-White Earnings Inequality
during the 1960s,”
Models: Empirical Evidence Using Alternative Approaches,” manuscript,
Department
Models: Some Empirical Results,” A. E. R. Papers and Proceedings, 324–
328.
Modern Econometric Analysis. by Olaf Hubler, Joachim Frohn English |
2006.
Modern Econometric analysis: surveys on recent developments / Olaf
Hubler ; Joachim Frohn (editors) -- Berlin: Springer, c2006 -- vii, 230 p. ;
25 cm.
Modern Econometrics: an introduction / R. L. Thomas -- Essex:
Addison-Wesley, c1997 -- xii, 535 p. : tabl. ; 24 cm. + 1 floppy disk
Moffitt, R. (1992), “Incentive Effects of the U.S. Welfare System: A
Review,” Journal of Economic
219

moments of integrated volatility. Journal of Econometrics 109, 33{65.


Monograph No. 23, New Haven, Yale University Press.
Montalvo, J. G. (1997), “GMM Estimation of Count-Panel-Data Models
with Fixed Effects
Monte Carlo maximum likelihood. Journal of Econometrics 87, 271{301.
Monte Carlo Simulation for Econometricians by Jan Kiviet, NOW
Publishers (2012, 198pp) --- access to EViews programs.
Monte Carlo Study,” Journal of Econometrics, 96, 357–393.
Morgan, M. S. (1990), The History of Econometric Ideas, Cambridge, UK,
Cambridge University

Morin, N. "Likelihood Ratio Tests on Cointegrating Vectors,


Disequilibrium Adjustment Vectors, and their Orthogonal Complements."
European Journal of Pure and Applied Mathematics. v. 3, 2010, pp. 541–
571.

Mosteller, F., and J. Tukey (1977), Data Analysis and Regression: A


Second Course in Statistics,
Mostly harmless Econometrics: an empiricist's companion / Joshua D.
Angrist and Jorn-Steffen Pischke, Angrist Joshua David -- Princeton, N.J.:
Princeton University Press, c2009 -- xvii, 373 p. : ill. ; 23 cm. Main Library
330.015 195 /AN482-M Econometrics, issue 28, October-November 2013
4
Mostly Harmless Econometrics: An Empiricist's Companion by Joshua D.
Angrist and Jorn-Steffen Pischke, Princeton University Press (2008,
392pp) --- This book is not your standard Econometrics textbook but is
already popular among empirical economists. Rather than focusing too
much on theory and models, the authors use examples from published
papers to illustrate some of the most common Econometric techniques
available to today's researchers. The book would make a nice companion
to a more theoretical textbook. Additional resources: book website,
datasets, sample chapter from publisher, Google preview.
Moulton, B. R. (1986), “Random Group Effects and the Precision of
Regression Estimates,”
Moulton, B. R. (1987), “Diagnostic Tests for Group Effects in Regression
Analysis,” Journal
Moulton, B. R. (1990), “An Illustration of a Pitfall in Estimating the Effects
of Aggregate Variables
Mroz, T. A. (1987), “The Sensitivity of an Empirical Model of Married
Women’s Hours of
220

Mudholkar, G. S., D. K. Srivastava, and G. D. Kollia (1996), “A


Generalization of the Weibull
Mullahy, J. (1986), “Specification and Testing of Some Modified Count
Data Models,” Journal
Mullahy, J. (1997), “Instrumental Variable Estimation of Poisson
Regression Models: Application
Mullahy, J. (1998), “Much Ado about Two: Reconsidering
Retransformation and Two-Part
MULTIMOD Mark III: the core dynamic and steady state models /
Douglas Laxton ... [et al.] -- Washington: IMF, 1998 -- vii, 73 p.: charts ;
28 cm. -- (Occasional paper / International Monetary Fund ; 164)
Multinomial Probit Model with Fully Identified Parameters,” Journal of
Econometrics
Multiperiod Probit Model,” Journal of Econometrics 80: 125–166.
Multiple Optima, Nondifferentiability, and Other Irregular Features,”
Journal of Business
multi-scale approach. Bernoulli 12, 1019{1043.
Multivariate Linear Regression Model,” Econometrica, 45, 1263–1277.
Mundlak, Y. (1978), “On the Pooling of Time Series and Cross Section
Data,” Econometrica,
Munk, A. and J. Schmidt-Hieber (2010a). Lower bounds for volatility
estimation in
Munk, A. and J. Schmidt-Hieber (2010b). Nonparametric estimation of the
volatility function
Munkin, M., and P. K. Trivedi (1999), “Simulated Maximum Likelihood
Estimation of Multivariate
Murphy, K., and R. Topel (1985), “Estimation and Inference in Two-Step
Econometrics Models,”

Myers R. (1990). Classical and Modern Regression with Applications,


Belmont California, Duxbury Press.

Mykland, P. A. and L. Zhang (2008). Inference for volatility-type objects


and implications
Mykland, P., L. Tierney, and B. Yu (1995), “Regeneration in Markov-
chain Samplers,”
Nadaraya, E. A. (1964), “On Estimating Regression,” Theory of
Probability and Its Applications,
Nagar, A. L. (1959), “The Bias and Moment Matrix of the General k-Class
Estimators of the
Nakamura, T. (1990), “Corrected Score Function for Errors-in-Variables
Models: Methodology
221

Narendranathan, W., S. Nickell, and J. Stern (1985), “Unemployment


Benefits Revisited,” Economic
Nashvill: American Economic Association, 1969-
Nawata, K. (1993), “A Note on Estimation with Sample-Selection Bias,”
Economics Letters,
Nawata, K., and N. Nagase (1996), “Estimation of Sample-Selection Bias
Models,” Econometric
NBER macroeconomics annual -- Cambridge, Mass.: MIT Press, c1986-
Negative Binomial,” Scandinavian Actuarial Journal, 198, 113–127.
Nelder, J. A., and R. W. M. Wedderburn (1972), “Generalized Linear
Models,” Journal of the
Nelsen, R. B. (1999), An Introduction to Copulas, Lecture Notes in
Statistics, 139, New York,
Nelson, C. R., and R. Startz (1990), “The Distribution of the Instrumental
Variables Estimator

Nelson, C., and C. Plosser. "Trends and Random Walks in Macroeconomic


Time Series: Some Evidence and Implications." Journal of Monetary
Economics. Vol. 10, 1982, pp. 130–162.

Nelson, D. B. "Conditional Heteroskedasticity in Asset Returns: A New


Approach." Econometrica. Vol. 59, 1991, pp. 347–370.

Nelson, D. B. (1990). ARCH models as di_usion approximations. Journal


of Economet-
Nelson, D. B. (1992). Filtering and forecasting with misspeci_ed ARCH
models I: Getting
Nelson, D. B. and D. P. Foster (1995). Filtering and forecasting with
misspeci_ed ARCH

Nelson, D.: 1991, Conditional heteroskedasticity in asset returns: a new


approach, Econometrica 59(2), 347-370.

Nelson, F. D. (1977), “Censored Regression Models with Unobserved


Stochastic Censoring
Nelson, F. D., and L. Olson (1978), “Specification and Estimation of a
Simultaneous Equations
Nerlove, M. (1963), “Returns to Scale in Electricity Supply,” in
Measurement In Economics:
Nevo, A. (2001), “Measuring Market Power in the Ready-to-Eat Cereal
Industry,” Econometrica,
New directions in Econometric practice: general to specific modelling,
cointegration and vector autoregression / Wojciech W. Charemza and
222

Derek F. Deadman -- 2nd ed. -- Cheltenham: Edward Elgar, c1997 -- xiv,


344 p. ; 24 cm.
New Series, V.47, no.188, pp.387-406
New Series, Vol. 76, Supplement 1: Robbins's Essay at 75, pp. 873-890
New Views of Early Mining and Extractive Metallurgy.Pt Craddock - 1991
- Proceedings of the British Academy 77:109-110.
Newey, W. and K. West (1987), “A Simple Positive Semi-definite,
Heteroskedasticity and

Newey, W. K, and K. D. West. "Automatic Lag Selection in Covariance


Matrix Estimation." The Review of Economic Studies. Vol. 61, No. 4, 1994,
pp. 631–653.

Newey, W. K. (1984), “A Methods of Moments Interpretation of


Sequential Estimators,” Economics
Newey, W. K. (1985), “Maximum Likelihood Specification Testing and
Conditional Moment
Newey, W. K. (1990a), “Efficient Instrumental Variable Estimation of
Nonlinear Models,”
Newey, W. K. (1993), “Efficient Estimation of Models with Conditional
Moment Restrictions,”
Newey, W. K. (1997), “Convergence Rates and Asymptotic Normality for
Series Estimators,”
Newey, W. K., and D. McFadden (1994), “Large Sample Estimation and
Hypothesis Testing,”
Newey, W. K., and K. D. West (1987b), “A Simple, Positive Semi-
Definite, Heteroscedasticity

Newey, W. K., and K. D. West. "A Simple Positive Semidefinite,


Heteroskedasticity and Autocorrelation Consistent Covariance Matrix."
Econometrica. Vol. 55, 1987, pp. 703–708.

Newey, W. K., J. L. Powell, and J. R. Walker (1990), “Semiparametric


Estimation of Selection
Newey,W. K. (1990b), “Semiparametric Efficiency Bounds,” Journal of
Applied Econometrics,
Newey,W. K., and K. D.West (1987a), “Hypothesis Testing with Efficient
Method of Moments
Newhouse, J. P., and the Insurance Experiment Group (1993), Free for All?
Lessons from
Newman, J. L., and C. E. McCulloch (1984), “A Hazard Rate Approach to
the Timing of Births,”
223

Neyman, J. (1937), “ ‘Smooth Test’ for Goodness of Fit,” Skandinaviske


Aktuarietidskrift, 20,
Neyman, J. (1959), “Optimal Asymptotic Tests of Composite Statistical
Hypotheses,” in Probability
Neyman, J., and E. L. Scott (1948), “Consistent Estimates Based on
Partially Consistent Observations,”
Neyman, J., and E. S. Pearson (1933), “On the Problem of the Most
Efficient Tests of Statistical

Ng, S., and P. Perron. "Unit Root Tests in ARMA Models with Data-
Dependent Methods for the Selection of the Truncation Lag." Journal of
the American Statistical Association. Vol. 90, 1995, pp. 268–281.

Nickell, S. (1981), “Biases in Dynamic Models with Fixed Effects,”


Econometrica, 1399–1416.
No. 131, New York, Springer-Verlag.
noise. Econometrica 76, 1481{1536.
nomics 20, 371{395.
Nonlinear and nonparametric methods in Econometrics
Nonlinear dynamics and Econometrics: an introduction
Nonlinear dynamics and Econometrics: an introduction
Nonlinear dynamics chaos and Econometrics / edited by M. Hashem
Pesaran and Simon M. Potter -- Chichester [England]: J. Wiley, c1993 --
xiii, 244 p. : ill. ; 26 cm.
Nonlinear Econometric modeling in time series: proceedings of the
Eleventh International Symposium in Economic Theory / edited by
William A. Barnett ... [et al.] -- Cambridge: Cambridge University Press,
2000 -- xii, 227 p. : ill. ; 24 cm. -- (International symposia in economic
theory and Econometrics)
Nonlinear economic models: cross sectional, time series and neural
network applications / edited John Creedy, Vance L. Martin --
Cheltenham: Edward Elgar, c1997 -- xvii, 284 p. : tables ; 24 cm.
Nonlinear Rational Expectations Models,” Econometrica, 1269–1286.
Nonlinear Statistical Models, New York, Basil Blackwell.
Non-normal Outcome Model with Selection: Application to Health Care
Utilization,” revised
Nonparametric and robust methods in Econometrics
Nonparametric Econometrics / Adrian Pagan, Aman Ullah --
Cambridge: Cambridge University Press, 1999 -- xv, 424 p. ; 24 cm. --
(Themes in modern Econometrics)
Nonparametric Econometrics by Adrian Pagan & Aman Ullah,
Cambridge University Press (1999, 444pp) --- Google preview.
224

Nonparametric Econometrics: Theory and Practice by Qi Li & Jeffrey


Racine, Princeton University Press (2006, 768pp) --- Preface available.
Nonparametric Econometrics: Theory and Practice by Qi Li & Jeffrey
Racine, Princeton University Press (2006, 768pp) --- Preface available.
Nonparametric estimation of average treatment effects under exogeneity:
A review
Nonparametric model validations for hidden Markov models with
applications in financial Econometrics
Nonstationary time series analysis and cointegration / edited by Colin
P. Hargreaves -- Oxford: Oxford University Press, 1994 -- xviii, 308 p. :
charts ; 23 cm. -- (Advanced texts in Econometrics)
Note,” The American Statistician, 36, 153–157.
November 1857. Reprinted in 1895 as appendix to E. Engel, “Die
Lebenskosten belgicher
ntroductory Econometrics: A Modern Approach 6th edition by Jeffrey M.
Wooldridge, South-Western College Publishers (2015, 789pp) --- This
textbook contains a comprehensive treatment of undergraduate
Econometrics. The book is a bit more technical than some other
undergraduate texts (like Stock and Watson's "Introduction to
Econometrics"), but most of the advanced mathematics is left as optional
material. Wooldridge explains concepts very clearly. The topic coverage
goes well beyond the multiple regression model, hitting important topics
like binary-choice models, panel-data models, and forecasting
techniques. Examples are abundant throughout the text, and many end-of-
chapter exercises (based on real datasets) provide students the opportunity
to fully absorb the book's material.
Number of Observations Is Large,” Transactions of the American
Mathematical Society, 54,
Observations on the Practice of Data-Mining: Comments on the JEM
Symposium.Steven Cook - 2001 - Journal of Economic Methodology 8
(3):415-419.A positive view of data-mining has been recently presented in
a Journal of Economic Methodology ( JEM ) symposium. This is in stark
contrast to the stance normally taken. In this note consideration of the
Bayesian philosophy of science literature and the impact of data revision
extends the analysis of data-mining. Introduction of these issues is seen to
provide support for the arguments presented in the JEM symposium.
of a Dynamic Model: The Demand for Natural Gas,” Econometrica, 34,
585–612.
225

of a Random-Effects Competing Risks Model,” Journal of Applied


Econometrics, 11,
of a Sample Selection Model,” Review of Economic Studies, 65, 497–517.
of Adolescent Childbirth on Schooling,” Journal of Human Resources, 24,
39–53.
of Applied Economic Statistics, D. Giles and A. Ullah (Eds.), New York,
Marcel Dekker.
On Econometric Tools.Jacob Marschak - 1969 - Synthese 20 (4):483 -
488.
on Micro Units,” Review of Economics and Statistics, 72, 334–338.
On the Semantic Approach to Econometric Methodology.Steven Cook -
2005 - Journal of Economic Methodology 12 (1):117-123.
On the Theoretical Basis of Prediction in Economics.Wenceslao J.
González - 1996 - Journal of Social Philosophy 27 (3):201-228. Mining
Civilizational Knowledge.Susantha Goonatilake - 2011 - In Sandra G.
Harding (ed.), The Postcolonial Science and Technology Studies Reader.
Duke University Press. pp. 380. A Review of Jan R. Magnus and Mary S.
Morgan's Methodology and Tacit Knowledge: Two Experiments in
Econometrics. [REVIEW]C. W. J. Granger - 2001 - Journal of Economic
Methodology 8 (2):339-343.
One of the most actively discussed aspects of Keynes's thought during the
last decade has been his concern with uncertainty and probability theory.
As the concerns of current macroeconomic theorists have turned
increasingly to the effects of expectations and uncertainty, interest has
grown in the fact that Keynes was the author of A Treatise on Probability
and that uncertainty plays a prominent role in Chapter 12 of The General
Theory as well as in three 1937 papers in which he summarized (...)
One-Factor Multinomial Probit Model,” Econometrica, 50, 761–764.
Optimization heuristics in Econometrics: applications of threshold
accepting / Peter Winker -- Chichester: Wiley, c2001 -- xiii, 333 p. : ill. ;
24 cm. -- (Wiley series in probability and statistics)
Ordered Response Models,” Econometrica, 76, 663–692.
Ordinal Clinical Trial Compliance Data with Nonignorable Missingness,”
Journal

Osterwald-Lenum, M.: 1992, A note with quantiles of the asymptotic


distribution of the maximum likelihood cointegration rank statistics,
Oxford Bulletin of Economics and Statistics 54, 461-472.
226

Owen, A. B. (1988), “Empirical Likelihood Ratio Confidence Intervals for


a Single Functional,”
Owen, A. B. (2001), Empirical Likelihood, London, Chapman and Hall.
Oxford Handbook of Bayesian Econometrics Oxford University Press
(2011, 560pp)
P. Sevestre (Eds.), 2nd ed., 303–315, Norwell, MA, Kluwer Academic
Publishers, and Dordrecht,
P.A.V.B. Swamy's contribution to Econometrics
Paarsch, H.J. (1982), “A Monte Carlo Comparison of Estimators for
Censored Regression Models,”
Packages for Regression Models with Missing Variables,” The American
Statistician,
Pagan, A. and A. Ullah (1999). Nonparametric Econometrics.
Pagan, A. R. (1986), “Two Stage and Related Estimators and Their
Applications,” Review of
Pagan, A. R., and A. Ullah (1999), Nonparametric Econometrics,
Cambridge, UK, Cambridge
Pagan, A. R., and F. Vella (1989), “Diagnostic Tests for Models Based on
Individual Data: A
Pakes, A. S., and D. Pollard (1989), “Simulation and the Asymptotics of
Optimization Estimators,”
Palgrave handbook of Econometrics / edited by Terence C. Mills and
Kenny Patterson ; foreword by Sir Clive Granger -- Basingstoke: Palgrave
MacMillan, c2006 -- xxv, 1097 p. ; 24 cm. -- (v.1. Econometric theory)
Palmgren, J. (1981), “The Fisher Information Matrix for Log-Linear
Models Arguing Conditionally
panel data / Jeffrey M. Wooldridge -- 2nd ed. -- Cambridge, Mass.: MIT
Press, c2010 – xxvii, 1064 p. : ill. 24 cm. Handbook of financial.
Panel Data Covering Short Periods,” Econometrica, 51, 1635–1659.
Panel data Econometrics / Manuel Arellano -- Oxford: Oxford University
Press, c2003 – xii, 231 p. : ill. ; 24 cm. -- (Advanced texts in
Econometrics)
Panel Data Econometrics by Manuel Arellano, Oxford University Press
(2003, 248pp) --- Prof. Arellano covers many panel-data topics, including
a very complete treatment of dynamic linear panel-data models. Google
preview.
Panel data Econometrics: future directions-papers in honour of
professor Pietro Balestra / edited by Jaya Krishnakumar, Elvezio
Ronchetti -- Amsterdam: Elsevier, 2000 -- xix, 332 p. ; 21 cm. --
(Contributions to economic analysis ; 244)
227

Panel Data Models,” cemmap Working Paper CWP04/02, University


College London.
Panel Data Models,” Journal of Econometrics, 87, 115–143.
Panel Data,” Econometrica, 55, 357–362.
Panel Data,” Econometrica, 56, 1371–1395.
Panel Data,” Econometrica, 67, 1057–1111.
Panels,” Journal of Econometrics, 68, 79–113.

Pankratz, A. Forecasting with Dynamic Regression Models. John Wiley &


Sons, 1991˙.

Paper 63RV.
Paper EC-97-02, Department of Economics, Stern School of Business,
New York
Parameter-Dependent Support,” Econometrica, 71, 1307–1338.
Parameters in Simultaneous Equations,” Econometrica, 27, 575–595.

Park, R. E. "Estimation with Heteroscedastic Error Terms". Econometrica.


34, 1966 p. 888.

Park, T. and G. Casella. "The Bayesian Lasso." Journal of American


Statistical Association. Vol. 103, 2008, pp. 681–686.

Part B, Methodological, 25B, 1–12.


Part VI-Risk Management Systems with Intelligent Data Analysis-
Implementing an Integrated Time-Series Data Mining Environment Based
on Temporal Pattern Extraction Methods: A Case Study of An.Hidenao
Abe, Miho Ohsaki, Hideto Yokoi & Takahira Yamaguchi - 2006 - In O.
Stock & M. Schaerf (eds.), Lecture Notes in Computer Science. Springer
Verlag. pp. 425-435.
Parzen, E. (1962), “On Estimation of a Probability Density Function and
Mode,” Annals of
Paul Arthur Ruud, "An Introduction to Classical Econometric Theory"
English 2000.
PcGive 10 / David Hendry, Jurgen A. Doornik -- 3rd ed. -- London:
Timberlake Consultants Ltd, c2001 -- 3 v. ; 24 cm. – (v.1. Empirical
Econometric modelling using PcGive 10 -- v.2. Modelling dynamic
systems using PcGive 10 -- v.3. Econometric modelling using PcGive 10)
PC-GIVE: an interactive Econometric modelling system / David F.
Hendry -- Version 6.0/6.01 -- [Oxford]: Institute of Economics and
Statistics and Nuffield College, University of Oxford, 1989 -- xliv, 353 p.
: ill. ; 24 cm.
228

Pearl, J. (2000), Causality: Models, Reasoning and Inference, Cambridge,


UK, Cambridge University
Pedroni, P. (2004), “Panel Cointegration: Asymptotic and Finite Sample
Properties of Pooled
Pendergast, J., S. J. Gange, M. A. Newton, M. J. Lindstrom, M. Palta, and
M. R. Fisher (1996),

Pereira A., and Xu, Z., (2000). Export growth and domestic performance,
Review of International Economics, Vol.8, pp. 60 - 73.

Performance,” Journal of Political Economy, 98, 944–964.

Perron, P. "Trends and Random Walks in Macroeconomic Time Series:


Further Evidence from a New Approach." Journal of Economic Dynamics
and Control. Vol. 12, 1988, pp. 297–332.

Pesaran, B., and M. H. Pesaran (1995), “A Non-nested Test of Level-


Differenced versus Log-

Pesaran, H. H. and Y. Shin. "Generalized Impulse Response Analysis in


Linear Multivariate Models." Economic Letters. Vol. 58, 1998, 17–29.

Pesaran, Hashem; Timmermann, Allan


Pesaran, M. H. (1974), “On the General Problem of Model Selection,”
Review of Economic
Pesaran, M. H. (2004), “Estimation and Inference in Large Heterogeneous
Panels with a Multifactor
Pesaran, M. H., and B. Pesaran (1993), “A Simulation Approach to the
Problem of Computing
Pesaran, M. H., and R. Smith (1995), “Estimating Long-Run Relationships
from Dynamic Heterogeneous

Peston, M. H. 1959 A View of the Aggregation Problem. Review of


Economic Studies 27, no. 1:58–64.

Peter Bossaerts, Charles Plott and William R. Zame


Peter C. B. Phillips
Peter Lenk; Michel Wedel

Peters, J. P. "Estimating and Forecasting Volatility of Stock Indices Using


Asymmetric GARCH Models and Skewed Student-t Densities." Working
Paper. Belgium: École d'Administration des Affaires, University of Liège,
March 20, 2001.
229

Ph. D. Dissertation, McMaster University.


Pham, T. D. and L. T. Tran (1985). Some mixing properties of time series
models.
Phenomenal Data Mining: From Observations to Phenomena.John
McCarthy – unknown • Conventional data mining infers relations among
e.g. the fraction of supermarket baskets with diapers also contain beer. •
Phenomenal data mining concerns relations between data and the
phenomena underlying the data, e.g. y married couples keeping old friends
buy diapers and • Example: The sales receipts of a supermarket usually not
identify the customers. Grouping baskets by customer is possible and
useful but requires new techniques.
Philip Hans Franses, Herman K. van Dijk
Philip Mirowski
Phillips, G. D. A., and C. Hale (1977), “The Bias of Instrumental Variable
Estimators of Simultaneous

Phillips, P. "Time Series Regression with a Unit Root." Econometrica.


Vol. 55, 1987, pp. 277–301.

Phillips, P. and Ouliaris, S.: 1990, Asymptotic properties or residual based


tests for cointegration, Econometrica 58, 73-93.

Phillips, P. and Perron, P.: 1988, Testing for a unit root in time series
regression, Biometrica 75, 335-346.

Phillips, P. C. B. (1983), “Exact Small Sample Theory in the Simultaneous


Equations Model,” in
Phillips, P. C. B., and H. R. Moon (1999), “Linear Regression Limit
Theory for Nonstationary
Phillips, P. C. B., and H. R. Moon (2000), “Nonstationary Panel Data
Analysis: An Overview
Phillips, P. C. B., and J. Y. Park (1988), “On the Formulation of Wald Tests
of Nonlinear Restrictions,”

Phillips, P., and P. Perron. "Testing for a Unit Root in Time Series
Regression." Biometrika. Vol. 75, 1988, pp. 335–346.

Philosophy and objectives of Econometrics


Pitt, M. M., and M. R. Rosenzweig (1990), “Estimating the Intrahousehold
Incidence of Illness:
Podolskij, M. and M. Vetter (2009). Estimation of volatility functionals in
the simultaneous
230

Podolskij, M. and M. Vetter (2010). Understanding limit theorems for


semimartingales:
Pohlmeier,W., and V. Ulrich (1995), “An Econometric Model of the Two-
Part Decision-making
Poirier, D. J. (1995), Intermediate Statistics and Econometrics: A
Comparative Approach. Cambridge, MA: MIT Press.
Poirier, D. J. (1998), “Revising Beliefs in Nonidentified Models,”
Econometric Theory 14:483–509.
Poisson Model,” Journal of Econometrics, 46, 347–364.
Poisson Regression Model Approach,” Journal of Business and Economic
Statistics, 16, 27–
Policy, Baltimore, Johns Hopkins Press.
Political Economy, 81, S168–199.
Politis, D. N., and J. P. Romano (1994), “Large Sample Confidence
Regions Based on Subsamples
Politis, D. N., J. P. Romano, and M. Wolf (1999), Subsampling, New York,
Springer-Verlag.
Polivka, A. E. (1996), “Data Watch: The Redesigned Current Population
Survey,” Journal of
Poskitt, D. S., and C. L. Skeels (2002), “Assessing Instrumental Variable
Relevance: An Alternative
Poterba, J. M., and L. H. Summers (1995), “Unemployment Benefits and
Labor Market Transitions:
Powell, J. L. (1984), “Least Squares Absolute Deviations Estimation for
the Censored Regression
Powell, J. L. (1986a), “Censored Regression Quantiles,” Journal of
Econometrics, 32, 143–155.
Powell, J. L. (1986b), “Symmetrically Trimmed Least Squares Estimation
for Tobit Models,”
Powell, J. L. (1994), “Estimation of Semiparametric Methods,” in
Handbook in Econometrics,
Powell, J. L., J. H. Stock, and T. M. Stoker (1989), “Semiparametric
Estimation of Index Coefficients,”
pp. 232{246. Berlin: Springer.
Practice, London, Chapman and Hall.
Prais, S. J., and H. S. Houthakker (1955), Analysis of Family Budgets,
Cambridge, UK,
Prediction or Prophecy? The Boundaries of Economic Foreknowledge and
Their Socio-Political Consequences.Gregor Betz - 2006 - DUV.
Preface to Econometrics: an introduction to quantitative methods in
economics / Michael J. Brennan -- Cincinnati: South-western Pub. Co,
[1960] -- 419 p. : ill. ; 24 cm.
231

Prentice, R. L., and R. Pyke (1979), “Logistic Disease Incidence Models


and Case-Control
prepared for Festschrift in honor of Thomas Rothenberg.
preprint.
presence of microstructure noise and jumps. Bernoulli 15, 634{658.
Press, W. H., B. P. Flannery, S. A. Teukolsky, and W. T. Vetterling (1993),
Numerical Recipes
Press, W., B. Flannery, S. Teukolsky, and W. Vetterling (1986), Numerical
Recipes: The Art of
Principles of Econometrics 4th edition by R. Carter Hill, William E.
Griffiths, and Guay C. Lim, Wiley (2011, 758pp) --- book website,
datasets, a free ebook (by Prof. Lee Adkins) for this textbook using the
gretl software package, an EViews guide for Principles of Econometrics,
a Stata guide for Principles of Econometrics.
Probability and Measure by Patrick Billingsley, Wiley (1995, 608pp)
Probability and Structure in Econometric Models.Kevin D. Hoover –
manuscript. The difficulty of conducting relevant experiments has long
been regarded as the central challenge to learning about the economy from
data. The standard solution, going back to Haavelmo's famous “The
Probability Approach in Econometrics” (1944), involved two elements:
first, it placed substantial weight on a priori theory as a source of structural
information, reducing Econometric estimates to measurements of causally
articulated systems; second, it emphasized the need for an appropriate
statistical model of the data. These elements are usually seen as (...)
Probability theory and statistical inference: Econometric modelling
with observational data / Aris Spanos -- Cambridge: Cambridge
University Press, 1998 – xxvii, 815 p. ; 24 cm.
Probit Model,” Journal of Econometrics 64: 207–240.
Probit Model,” Journal of Econometrics, 80, 125–166.
Problem in the Doctrine of Chances,”Biometrika, 1958, 45, 293–315.
Problem SP02/3, Statistical Papers, 43/2, 301. Solution, Statistical Papers,
2003, 44/3, 445–
Probleme der Kostenermittlung als Grundlagge der Tarifbildung:
dargestellt am Beispiel des Guterkraftverkehrs / Henry Gauglitz --
Berlin: Verlag die Wirtschaft, 1959 -- 99 p. ; 22 cm.
Problems,” Econometrica, 69, 1127–1160.
Problems,” Technometrics, 12, 69–82.
problems. Annals of Statistics 19, 1257{1272.
Proceedings of the Econometric Society European meeting 1979:
selected Econometric papers in memory of Stefan Valavanis / editor
232

E.G. Charatsis -- Amsterdam: North-Holland, c1981 -- xv, 444 p. : ill. ; 23


cm. -- (Contributions to economic analysis ; 138)
Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics
and Probability, L.
Process in the Demand for Health Care,” Journal of Human Resources, 30,
339–361.
process in the presence of market microstructure noise. Review of
Financial Stud-
Process,” Journal of Time Series Analysis, 8, 261–275.
Processes,” Journal of the Royal Statistical Society, B, 41, 184–189.
processes. IEEE Transactions on Information Theory 37, 1105{1115.
processes. Probability Theory and Related Fields 35, 237{252.
Production,” Econometrica, 12, 143–205.
Programs for the Economically Disadvantaged,” Journal of Economic
Literature, 35,
Progress and challenges in Econometrics
Propensity Scores,” The Stata Journal, 2, 358–377.
Properties of Daily Data from Speculative Markets,” Department of
Economics,
Properties,” UCSD Department of Economics Working Paper 92-23.
Proportional Hazards Models via Gibbs Sampling,” Applied Statistics 42:
443–459.
Protter, P. E. (2005). Stochastic Integration and Di_erential Equations (2nd
ed.). Berlin:
Pseudo-Maximum Likelihood and Simulated Maximum Likelihood
Methods Applied to
Pudney, S. (1989), Modelling Individual Choice: The Econometrics of
Corners, Kinks, and
Python for Unified Research in Econometrics and Statistics
Qin, Duo; Gilbert, Christopher L.
Qin, J., and J. Lawless (1994), “Empirical Likelihood and General
Estimating Equations,” Annals
Qualitative analysis and Econometric estimation of continuous time
dynamic models / Giancarlo Gandolfo with contributions by Giancarlo
Martinengo and Pietro Carlo Padoan -- Amsterdam: North-Holland, c1981
-- xiv, 253 p. ; 23 cm. -- (Contributions to economic analysis ; 136)
Qualitative and Limited Dependent Variables,” International Economic
Review, 19, 415–
Quandt, R. (1983), “Computational Problems and Methods,” in Handbook
of Econometrics,
Quantile Regression by Roger Koenker, Cambridge University Press
(2005, 366pp) --- This book, written by the foremost expert on quantile
233

regression, contains a comprehensive treatment of quantile regression


models and estimation methods.
Quantiles,” Econometrica, 50, 43–62.
Quantitative economics: journal of the Econometric Society -- New
York: New York University, 2010-

Quantitative Micro Software, EViews 6 User's Guide I e II, ., 2007

Quantitative Micro Software, EViews 6 User's Guide I e II, ., 2007

Quantitative theory and Econometrics


Quenouille, M. H. (1956), “Notes on Bias in Estimation,” Biometrika, 43,
353–360.
R. F. Engle and D. L. McFadden (Eds.), Volume 4, 2297–2339,
Amsterdam, North-
R. F. Engle and D. L. McFadden (Eds.), Volume 4, 2443–2521,
Amsterdam, North-Holland.
R. F. Engle and D. McFadden (Eds.), Volume 4, 3081–3143, Amsterdam,
North-
R. Rao (Eds.), 299–342, Amsterdam, North-Holland.
Radulovi’c, D., and M. Wegkamp (undated), “An Easy Proof of Sklar’s
Theorem,” Department
Ragnar Frisch
Ragnar Frisch received the first Nobel Memorial Prize in Economic
Science together with Jan Tinbergen in 1969 for having played an
important role in ensuring that mathematical techniques figure prominently
in modern economic analysis. Frisch was also a co-founder of the
Econometric Society in 1930, the inaugural editor of its journal
Econometrica for over 20 years, and a major figure in Norwegian
academic life. This collection of essays derived from the centennial
symposium which marked Frisch's birth explores his contributions to (...)

Ramsey J. B. (1969). Test for the specification errors in classical linear


least squares regression analysis. Journal of the Royal Statistical
Society, pp 350 - 371.

Ramsey, J. B. (1969), “Tests of Specification Errors in Classical Linear


Least Squares Regression
Rand Journal of Economics, 28, S71–91.
Rank Correlation Estimator,” Journal of Econometrics, 35, 303–316.
234

Rao, C. R. (1947), “Large Sample Tests of Statistical Hypotheses


Concerning Several Parameters
Rao, C. R. (1973), Linear Statistical Inference and Its Applications, 2nd
edition, New York,
Rao, J. N. K., and C. F. J. Wu (1988), “Resampling Inference with
Complex Survey Data,”
Rational expectations and Econometric practice / edited by Robert E.
Lucas Jr. and Thomas J. Sargent -- Minneapolis: University of Minnesota
Press, c1981 -- xl, 689 p. : ill. ; 24 cm.
Rational expectations and Econometric practice / edited by Robert E.
Lucas Jr. and Thomas J. Sargent -- Minneapolis: University of Minnesota
Press, c1981 -- 2 v. : ill. ; 24 cm.

Rea, J. D. "Indeterminacy of the Chow Test When the Number of


Observations is Insufficient." Econometrica. Vol. 46, 1978, p. 229.

Reading, MA, Addison-Wesley.


realised kernels to measure the ex-post variation of equity prices in the
presence of
realised kernels. Journal of Econometrics 160, 204{219.
Realism and instrumentalism in the development of Econometrics
realized exchange rate volatility. Journal of the American Statistical
Association 96,
Real-time Econometrics
Recent advances in Bayesian Econometrics
Recent developments in financial economics and Econometrics: An
overview
Regression analysis of count data / A. Colin Cameron, Pravin K. Trivedi
-- New York: Cambridge University Press, c1998 -- 411 p. ; 21 cm. --
(Econometric Society monographs ; 30)
Regression Analysis of Count Data by A. Colin Cameron & Pravin K.
Trivedi, Cambridge University Press (2013, 432pp) --- This overview of
count-data models and estimation methods was written prior to Cameron
and Trivedi's more general books in graduate Econometrics. The 2nd
edition was published in 2013.
Regression Model for Heterogeneous Count Data,” Journal of Applied
Econometrics, 8, 397–
Regression Model,” Econometric Theory, 8, 203–222.
Regression Models with Fixed Effects,” Econometrica, 60, 533–565.
Regression Problems,” Journal of the Royal Statistical Society Series B 50:
462–474.
Regression,” Econometrica, 62, 405–458.
235

Regression,” Problem, Econometric Theory, 15, 428. Solution by M. D.


Berg (2000), Econometric
Regression,” The American Statistician, 46, 175–185.
Regression: A Non-conjugate Bayesian Decision Theory Approach,”
Biometrika 86:
Regressions,” International Economic Review, 25, 485–502.
Regressions,” Scandinavian Journal of Statistics 5: 81–91.
Regressors: Simple Strategies for Empirical Practice,” Journal of Business
and
Reiersol, O. (1941), “Confluence Analysis by Means of Lag Moments and
Other Methods of

Reimars, H.-E.: 1992, Comparisons of tests for multivariate cointegration,


Statistical Papers 33, 335-359.

Reinsel, G. and Aim, S.: 1992, Vector autoregression models with unit
roots and reduced rank structure: Estimation, likelihood ratio test, and
forecasting, Journal of Time Series Analysis 13, 353-375.

Renault, E. (2009). Moment-based estimation of stochastic volatility


models. In T. G.
Reno, R. (2006). Nonparametric estimation of stochastic volatility models.
Economics
Reno, R. (2008). Nonparametric estimation of the di_usion coe_cient of
stochastic volatility
Research Programs, Model-Building and Actor-Network-Theory:
Reassessing the Case of the Leontief Paradox.Justin Bledin & Sharon
Shewmake - 2004 - Journal of Economic Methodology 11 (4):455-476.
Resources, 19, 293–318.
Resources, 33, 127–169.
Resources, 33, 39–61.
Response Models,” Econometrica, 61, 387–423.
Restoration of Images,” IEEE Transactions on Pattern Analysis and
Machine Intelligence, 6,
Return to Schooling,” Journal of Business and Economic Statistics, 13,
225–235.
Revelt, D., and K. Train (1998), “Mixed Logit with Repeated Choices:
Households’ Choices of
Review Articles-Mining for Metaphysics.Richard Healey - 1999 - Studies
in History and Philosophy of Science Part B 30 (3):443-452.
236

Review: Bernt P. Stigum, Toward a Formal Science of Economics. The


Axiomatic Method in Economics and Econometrics. [REVIEW]David
Booth - 1991 - Journal of Symbolic Logic 56 (3):1102-1103.
Revisiting Data Mining: 'Hunting' with or Without a License.Aris Spanos
- 2000 - Journal of Economic Methodology 7 (2):231-264. The primary
objective of this paper is to revisit a number of empirical modelling
activities which are often characterized as data mining, in an attempt to
distinguish between the problematic and the non-problematic cases. The
key for this distinction is provided by the notion of error-statistical severity.
It is argued that many unwarranted data mining activities often arise
because of inherent weaknesses in the Traditional Textbook (TT)
methodology. Using the Probabilistic Reduction (PR) approach to
empirical modelling, it is argued that (...)
Revisiting Haavelmo's Structural Econometrics: Bridging the Gap
Between Theory and Data.Aris Spanos - 2015 - Journal of Economic
Methodology 22 (2):171-196. The objective of the paper is threefold. First,
to argue that some of Haavelmo's methodological ideas and insights have
been neglected because they are largely at odds with the traditional
perspective that views empirical modeling in economics as an exercise in
curve-fitting. Second, to make a case that this neglect has contributed to
the unreliability of empirical evidence in economics that is largely due to
statistical misspecification. The latter affects the reliability of inference by
inducing discrepancies between the actual and (...)
Revisiting the Omitted Variables Argument: Substantive Vs. Statistical
Adequacy.Aris Spanos - 2006 - Journal of Economic Methodology 13
(2):179-218. The problem of omitted variables is commonly viewed as a
statistical misspecification issue which renders the inference concerning
the influence of X t on yt unreliable, due to the exclusion of certain relevant
factors W t . That is, omitting certain potentially important factors W t may
confound the influence of X t on yt . The textbook omitted variables
argument attempts to assess the seriousness of this unreliability using the
sensitivity of the estimator to the inclusion/exclusion of W t (...)
Richard Stone, demand theory and the emergence of modern
Right and Problems from the Left,” Journal of Economic Perspectives, 15,
57–68.
Ripley, B. D. (1987), Stochastic Simulation, New York, John Wiley.
Risk Mining for Infection Control.Shusaku Tsumoto, Kimiko Matsuoka &
Shigeki Yokoyama - 2008 - In S. Iwata, Y. Oshawa, S. Tsumoto, N. Zhong,
237

Y. Shi & L. Magnani (eds.), Communications and Discoveries From


Multidisciplinary Data. Springer. pp. 283--297.
Risk Models,” Journal of Applied Econometrics, 5, 1–28.
Risks Models,” Bulletin of Economic Research, 48, 27–39.
Rivers, D., and Q. H. Vuong (1988), “Limited Information Estimators and
Exogeneity Tests for
Robert, C. P., and G. Casella (1999), Monte Carlo Methods, New York,
Springer-Verlag.
Robinson, P. M. (1987), “Asymptotically Efficient Estimation in the
Presence of Heteroskedasticity
Robinson, P. M. (1988a), “Root-N-Consistent Semiparametric
Regression,” Econometrica, 56,
Robinson, P. M. (1988b), “Semiparametric Econometrics: A Survey,”
Journal of Applied
Robustness / Lars Peter Hansen, Thomas J. Sargent -- Princeton, N.J.:
Princeton University Press, c2008 -- xvii, 435 p. : ill. ; 27 cm.
Rose, N. (1990), “Profitability and Product Quality: Economic
Determinants of Airline Safety
Rosenbaum, P., and D. B. Rubin (1983), “The Central Role of Propensity
Score in Observational
Rosenblatt, M. (1956), “Remarks on Some Nonparametric Estimates of a
Density Function,”
Rosenzweig, M., and K.Wolpin (1980), “Testing the Quality-Quantity
Fertility Model: The Use
Rosenzweig, M., and K.Wolpin (2000), “ ‘Natural’ Natural Experiments”
in Economics,” Journal
Rothenberg, T. J. (1973), Efficient Estimation with A Priori Information,
Cowles Foundation
Rothenberg, T. J. (1984), “Approximating the Distributions of
Econometric Estimators and
Roy, A. (1951), “Some Thoughts on the Distribution of Earnings,” Oxford
Economic Papers, 3,
Royal Statistical Society Series B 57: 45–97.
Royal Statistical Society, A, 135, 370–384.
Rubin, D. B. (1974), “Estimating Causal Effects of Treatments in
Randomized and Nonrandomized
Rubin, D. B. (1976), “Inference and Missing Data,” Biometrika, 63, 581–
592.
Rubin, D. B. (1978), “Bayesian Inference for Causal Effects,” Annals of
Statistics, 6,
Rubin, D. B. (1987), Multiple Imputation for Nonresponse in Surveys, New
York, John
238

Rubin, D. B. (1996), “Multiple Imputation after 18+ Years,” Journal of the


American Statistical
Ruiz, E. (1994). Quasi-maximum likelihood estimation of stochastic
volatility models.
Ruppert, D., M. P.Wand, and R. J. Carroll (2003), Semiparametric
Regression, Cambridge, UK,
Rust, J. (1994), “Structural Estimation of Markov Decision Processes,” in
Handbook of Econometrics,
Ruud, P. A. (1983), “Sufficient Conditions for the Consistency of
Maximum Likelihood Estimation
Ruud, P. A. (1984), “Tests of Specification in Econometrics,”
Econometric Reviews, 3, 211–242.
Ruud, P. A. (1986), “Consistent Estimation of Limited Dependent Variable
Models Despite
Ruud, P. A. (2000), An Introduction to Classical Econometric Theory,
Oxford, Oxford University
Ryden, T., T. Terasvirta, and S. Asbrink (1998), “Stylized Facts of Daily
Sage Publications.

Said, b. and Dickey, D.: 1984, Testing for unit roots in autoregressive
moving average models of unknown orders, Biometrica 71, 599-607.

Sakata, S. (1998), “Quasi-maximum Likelihood Estimation with Complex


Survey Data,”
Salant, S.W. (1977), “Search Theory and Duration Data: A Theory of
Sorts,” Quarterly Journal
sample. Journal of Multivariate Analysis 98, 57{75.

Samuelson, Paul A. (1947)1958 Foundations of Economic Analysis.


Harvard Economic Studies, Vol. 80. Cambridge, Mass.: Harvard Univ.
Press. → A paperback edition was published in 1965 by Atheneum.

San Diego and New York, Academic Press.


Sandmann, G. and S. J. Koopman (1998). Estimation of stochastic
volatility models via
Sapra, S. (1998), “Further Examples of Accelerated Failure Time Models
Which Are Not Proportional
Sapra, S. (2000), “Simple Applications of the Cox–Tsiaitis Result on
Unidentifiability of Dependent
Sapra, S. (2001), “Identification of Parameters in Two Competing Risks
Models,” Problem,
Sapra, S. (2002), “Effects of Heterogeneity on Unconditional (Population)
Hazard Functions,”
239

Sareen, S. (1999), “Posterior Odds Comparison of a Symmetric Low-Price,


Sealed-Bid Auction
Sareen, S. (2003), “Reference Bayesian Inference in Non-regular Models,”
Journal of Econometrics
Sargan, J. D. (1958), “The Estimation of Economic Relationships Using
Instrumental Variables,”
Sargan, J. D. (1980), “Some Approximations to the Distribution of
Econometric Criteria Which
Sargan, J. D. (1988), Lectures on Advanced Econometric Theory, Oxford,
Blackwell.
Sargan, J. D. (2001), “Model Building and Data Mining,” Econometric
Reviews, 20, 159–170.
SAS Institute Inc.
Savage, L. J. (1951), “The Theory of Statistical Decision,” Journal of the
American Statistical
Savant Officials in the Prussian Mining Administration.Ursula Klein -
2012 - Annals of Science 69 (3):349-374. Summary In the second half of
the eighteenth century, the Prussian State supported savants who combined
learned inquiry into nature with technical work. Members of the physical
and mathematical classes of the Royal Prussian Academy of Sciences were
involved in State projects such as surveying for the construction of canals,
chemical analysis of Silesian iron, production of porcelain and of beet
sugar. Some of these men were truly ?hybrid? experts living both in the
worlds of State-directed manufacture and academic natural (...)
Savin, N. E. (1984), “Multiple Hypothesis Testing,” in Handbook of
Econometrics, Z. Griliches
Scandinavian Journal of statistics 5, 151{157.
Schafer, J. L. (1997), Analysis of Incomplete Multivariate Data, London,
Chapman and Hall.
Schmidt, P. (1976), Econometrics, New York, Marcel Dekker.
Schott, J. R. (1997), Matrix Analysis for Statistics. New York: Wiley.
Schumpeter, Joseph
Schumpeter, Joseph A.
Schwarz, G. (1978), “Estimating the Dimension of a Model,” Annals of
Statistics, 6, 461–464.
Schweizer, B., and E. F. Wolff (1981), “On Nonparametric Measures of
Dependence for Random

Schwert, W. "Effects of Model Specification on Tests for Unit Roots in


Macroeconomic Data." Journal of Monetary Economics. Vol. 20, 1987,
pp. 73–103.
240

Schwert, W. "Tests for Unit Roots: A Monte Carlo Investigation." Journal


of Business and Economic Statistics. Vol. 7, 1989, pp. 147–159.

Sciences, 43, 303–343.


Scientific Computing, Cambridge, UK, Cambridge University Press.
Score Estimator,” Journal of Econometrics, 111, 141–167.
Scott L. Baier, Jeffrey H. Bergstrand
Scott, A. J., and D. Holt (1982), “The Effect of Two-Stage Sampling on
Ordinary Least Squares
Seasonality in regression / Svend Hylleberg -- Orlando: Academic Press,
Inc., 1986 -- xiii, 269 p. : ill. ; 24 cm. -- (Economic theory, Econometrics,
and mathematical economics)
Sections,” Journal of Econometrics, 82, 37–62.
Security Administrative Records,” American Economic Review, 80, 313–
335.
Selected articles from Economic bulletin (in print and online: 1993- )
Selected papers on contemporary Econometric problems: presented at
the Econometric Society European Meetings. Athens, 1979 dedicated
to the Memory of Stefan Valavanis -- [Athens]: The Athens School of
Economics and Business Science, [1982] -- 496 p. ; 23 cm.
Selected Working Papers (in print and online: 1993- )
Selection and Limited Dependent Variables and a Simple Estimator for
Such Models,” Annals
Self-Interpretation.Edward E. Leamer - 1985 - Economics and Philosophy
1 (2):295. My essay “Let's Take the Con out of Econometrics” is intended
to be an amusing, titillating, and even annoying distillation of ideas that I
have published in a more formal, academic style in many different
locations over the course of several years. As far as I could tell, these ideas
were widely ignored until I adopted the more contentious style of “Con,”
which, since its publication two years ago, has been reprinted in two
volumes and excerpted in two others. There (...)
Self-Selection,” Review of Economics and Statistics, 69, 42–49.
Semiparametric Econometrics: a survey
Semiparametric methods in applied Econometrics: do the models fit the
data?
Semiparametric methods in Econometrics
Semiparametric regression for the applied Econometrician / Adonis
Yatchew -- Cambridge: Cambridge University Press, 2003 -- xvii, 213 p. ;
24 cm. -- (Themes in modern Econometrics)
Semiparametric Regression Models,” Econometrica, 59, 307–345.
Sequences,” Statistical Science 7: 457–472.
Sequences,” Statistical Science, 7, 457–511.
241

Sequential Choice Models,” Journal of Econometrics, 65, 381–428.


Serfling, R. (1980), Approximation Theorems of Mathematical Statistics,
New York, John
Series Applications,” Econometrica, 27, 197–214.
Series, pp. 269{311. Berlin: Springer.
Severini, T. A., and G. Tripathi (2001), “A Simplified Approach to
Computing Efficiency
Shao, J. (1989), “Monte Carlo Approximations in Bayesian Decision
Theory,” Journal of
Shao, J., and D. Tu (1995), The Jackknife and Bootstrap, New York,
Springer-Verlag.

Sharpe, W. F. "Capital Asset Prices: A Theory of Market Equilibrium


under Conditions of Risk." Journal of Finance. Vol. 19, 1964, pp. 425–
442.

Shaw, D. (1988), “On-Site Samples’ Regression: Problems of Non-


negative Integers, Truncation,
SHAZAM the Econometrics computer program version 8.0: user's
reference manual -- New York: McGraw-Hill, c1997 -- 498 p. ; 24 cm. +
3 diskettes
SHAZAM: the Econometrics computer program: version 7.0: user's
reference manual Version 7.0 -- New York: McGraw-Hill, c1993 -- 482
p. ; 24 cm.
Shea, J. (1997), “Instrument Relevance in Multivariate Linear Models: A
Simple Measure,”
Sheedy, Elizabeth
Shephard, N. (1996). Statistical aspects of ARCH and stochastic volatility.
In D. R. Cox,
Shephard, N. and K. Sheppard (2010). Realising the future: forecasting
with highfrequency-
Shephard, N. and T. G. Andersen (2009). Stochastic volatility: Origins and
overview. In
Sherman, R. C. (1993), “The Limiting Distribution of the Maximum Rank
Correlation Estimator,”
Shiller, R. J. (1984), “Smoothness Priors and Nonlinear Regression,”
Journal of the American

Shreve, S. E. Stochastic Calculus for Finance II: Continuous-Time Models.


New York: Springer-Verlag, 2004.

Silverman, B. W. (1986), Density Estimation for Statistics and Data


Analysis, London, Chapman
242

Silvey, S. D. (1959), “The Lagrangian Multiplier Test,” Annals of


Mathematical Statistics, 30,
Simon P. Washington, "Statistical and Econometric Methods for
Transportation Data Analysis, Second Edition" English 2011.
Simon, H. A. (1956), “Dynamic Programming under Uncertainty with a
Quadratic Criterion Function,” Econometrica 24: 74–81.
Simplicity in Econometric Modelling: Some Methodological
Considerations.Bernd Hayo - 1998 - Journal of Economic Methodology 5
(2):247-261. It is shown how simplicity in Econometric modelling can be
defended from three different methodological positions, a ?traditional
scientific?, a rhetorical and a hermeneutical one. Moreover, it is argued that
the claim of methodological superiority by supporters of general-to-
specific modelling is largely rhetorics. In practice there does not exist a
viable alternative to simple modelling in empirical economics.
Sims, C. A. and H. Uhlig (1991), “Understanding Unit Rooters: A
Helicopter Tour,” Econometrica 59: 1591–1599.

Sims, C., Stock, J., and Watson, M. "Inference in Linear Time Series
Models with Some Unit Roots." Econometrica. Vol. 58, 1990, pp. 113–
144.

Sims, Christopher A.
simulation, and empirical results. Journal of Business & Economic
Statistics 20,
Simulation-Based Inference in Econometrics, R. S. Mariano, T.
Schuermann, and M. J.
Simultaneous Probit Models,” Journal of Econometrics, 39, 347–366.
Since the mid?1950s the spread of formal models and Econometric
method has greatly improved the study of the past, giving rise to the ?new?
economic history; at the same time, the influence of economic history on
economists and economics has markedly declined. This paper argues that
the contribution of history to the advancement of economics is still
paramount, as is evident from the evolution of monetary theory and
institutions.JEL classification: NO1, A12.
Singh, K. (1981), “On the Asymptotic Accuracy of Efron’s Bootstrap,”
Annals of Statistics, 9,
Single equation vs. equation system methods of estimation in
Econometrics
Single-Index Models,” Journal of Econometrics, 58, 71–120.
Singularity in the equation systems of Econometrics: some aspects of the
problem of multicollinearity
243

Size on Scholastic Achievement,” Quarterly Journal of Economics, 114,


533–575.
Skinner, C. J. (1989), “Introduction to Part A,” in Analysis of Complex
Surveys, C. J. Skinner,
Sklar, A. (1973), “Random Variables, Joint Distribution Functions, and
Copulas,” Kybernetika,
Skrondal, A., and S. Rabe-Hesketh (2004), Generalized Latent Variable
Modeling: Multilevel,
Small, K. A., and H. S. Rosen (1981), “AppliedWelfare Economics with
Discrete Choice Models,”
Smith, A. F. M. (1973), “A General Bayesian Linear Model,” Journal of
the Royal Statistical Society Series B 35: 67–75.
Smith, J. A., and P. E. Todd (2004), “Does Matching Overcome Lalonde’s
Critique of Nonexperimental
Smith, M. and R. Kohn (1996), “Nonparametric Regression Using
Bayesian Variable Selection,”Journal of Econometrics 75: 317–343.
Smith, M. D. (2003), “Modelling Sample Selection Using Archimedean
Copulas,” Econometrics
Smith, R. J., and R.W. Blundell (1986), “An Exogeneity Test for a
Simultaneous Equation Tobit
Smith, Tom
Smooth-adjustment Econometrics and inventory-theoretic money
management
Society Monograph No. 30, Cambridge, UK, Cambridge University Press.
Society, 44, 50–57.
Society, B, 50, 413–446.
Solari, M. E. (1969), “The Maximum Likelihood Solution to the Problem
of Estimating a Linear
Solon, G. (1992), “Intergenerational Income Mobility in the United
States,” American Economic
Solution to a Philosophical Problem Concerning Data Mining.Joseph S.
Fulda - 1999 - Acm Sigcas Computers and Society 29 (4):6-7.
Solutions manual for Econometrics / Badi H. Baltagi -- Berlin: Springer
Verlag, 1997 -- viii, 321 p. ; 24 cm.
Some comments on the role of Econometrics in economic theory
Some Econometrics of growth: great ratios of economics
Some Econometrics of price determination
Some Econometrics of the determination of absolute prices and wages
Some impossibility theorems in Econometrics with applications to
structural and dynamic models
Some Problems of Causal Interpretation of Statistical Relationships.Stefan
Nowak - 1960 - Philosophy of Science 27 (1):23-38. In following paper an
244

attempt will be made to analyse the statistical relationships between


variables as the functions of causal relations existing between them. Our
basic assumption here is that statistical relationships between traits, events,
or characteristics of objects, may be logically derived from the pattern of
their mutual causal connections, if this pattern is described by appropriate
concepts and with sufficient precision. The first part of the paper presents
basic concepts, which according to author's view may serve for the (...)
Some recent developments in applied Econometrics: dynamic models and
simultaneous equation systems
Sound and Fury: McCloskey and Significance Testing in
Economics.Kevin D. Hoover & Mark V. Siegler - 2008 - Journal of
Economic Methodology 15 (1):1-37. For more than 20 years, Deidre
McCloskey has campaigned to convince the economics profession that it
is hopelessly confused about statistical significance. She argues that many
practices associated with significance testing are bad science and that most
economists routinely employ these bad practices: ?Though to a child they
look like science, with all that really hard math, no science is being done
in these and 96 percent of the best empirical economics ?? (McCloskey
1999). McCloskey's charges are analyzed and rejected. (...)
Spatial Autoregressive Models,” Econometrica, 72, 1899–1926.
Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny
of Distance?
Specification estimation and analysis of macroEconometric models /
Ray C. Fair -- Cambridge, Mass.: Harvard University Press, 1984 -- 479 p.
: ill. ; 24 cm.
Speckman, P. (1988), “Kernel Smoothing in Partial Linear Models,”
Journal of the Royal Statistical
Spells: A Partial Likelihood Approach,” Journal of Business and Economic
Statistics,
Splawa)-Neyman, J. (1923, 1990), “On the Application of Probability
Theory to Agricultural
Springer-Verlag.
Springer-Verlag.
Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations
Models with Selectivity,”
Staiger, D., and J. Stock (1997), “Instrumental Variables Regression with
Weak Instruments,”
Stat Discussion Paper Series 035, Institute of Economic Research,
State Dependence,” Economica, 47, 247–283.
245

State-space models with regime switching: classical and Gibbs-


sampling approaches with applications / Chang-Jin Kim and Charles R.
Nelson -- Cambridge, Mass.: MIT Press, c1999 -- xii, 297 p. : ill. ; 24 cm.
Stationary Observations,” Annals of Statistics, 24, 1914–1933.
Statistical Association, 43, 729–738.
Statistical Association, 91, 1575–1583.
Statistical Association, 97, 1227–1237.
Statistical foundations of Econometric modelling / Aris Spanos --
Cambridge: Cambridge University Press, 1986 -- xxiii, 695 p. : ill. ; 24 cm.
Statistical Inference and Data Mining.Clark Glymour, David Madigan,
Daniel Pregibon & Padhraic Smyth – unknown If Inductive Logic
Programming Leads, Will Data Mining Follow?Randy Goebel -
forthcoming - Proceedings of the Japanese Society for Artificial
Intelligence, Foundations of Ai Special Interest Group Workshop on
Inductive Logic Programming.
Statistical papers = Statistische Hefte -- Berlin: Springer International,
1988-
Statistical Vs. Economic Significance in Economics and Econometrics:
Further Comments on McCloskey and Ziliak.Tom Engsted - 2009 -
Journal of Economic Methodology 16 (4):393-408.I comment on the
controversy between McCloskey and Ziliak and Hoover and Siegler on
statistical versus economic significance, in the March 2008 issue of the
Journal of Economic Methodology. I argue that while McCloskey and
Ziliak are right in emphasizing ?real error?, i.e. non-sampling error that
cannot be eliminated through specification testing, they fail to
acknowledge those areas in economics, e.g. rational expectations
macroeconomics and asset pricing, where researchers clearly distinguish
between statistical and economic significance and where statistical testing
plays (...)
Statistics and Econometric models / Cristian Gourieroux, Alain Monfort
translated by Quang Vuong -- Cambridge: Cambridge University Press,
1995 -- 2 v. ; 23 cm. -- (Themes in modern Econometrics)
Statistics and Econometric Models: Volume 1, General Concepts,
Estimation, Prediction and Algorithms (Themes in Modern Econometrics)
by Christian Gourieroux. English | Oct. 27, 1995 This two-volume work
aims to present as completely as possible the methods of statistical
inference with special reference to their economic applications. It is a well-
integrated textbook presenting a wide diversity of models in a coherent and
unified framework.
246

Statistics and Econometric Models: Volume 2, Testing, Confidence


Regions, Model Selection and Asymptotic Theory (Themes in Modern
Econometrics) by Christian Gourieroux. English | Jan. 26, 1996 This two-
volume work aims to present as completely as possible the methods of
statistical inference with special reference to their economic applications.
The reader will find a description not only of the classical concepts and
results of mathematical statistics, but also of concepts…
Statistics and Econometrics: methods and applications / Orley
Ashenfelter, Phillip B. Levine David J. Zimmerman -- New York: Wiley,
c2003 -- xix, 300 p. ; 24 cm.
Statistics and Econometrics: Methods and Applications by Orley
Ashenfelter, Phillip B. Levine, and David J. Zimmerman, Wiley (2006,
320pp) --- Datasets. Lecture slides.
Statistics for Business and Economics 11th edition by David R. Anderson,
Dennis J. Sweeney, and Thomas A. Williams, South-western (2011,
1120pp) --- Book website.
Statistics: Proceedings of the Twenty-Third Symposium on the Interface,
pp. 571–578.
Stefanski, L. A. (1989), “Unbiased Estimation of a Nonlinear Function of
a Normal Mean with
Stefanski, L. A. (2000), “Measurement Error Models,” Journal of the
American Statistical Association,
Stefanski, L. and R. Carroll (1990). Deconvoluting kernel density
estimators. Statistics 21,
Steinbrickner, T. R. (1999), “Estimation of a Duration Model in the
Presence of Missing Data,”
Stephen G. Hall, Lawrence R. Klein, George S. Tavlas, Arnold Zellner
Stephen J. Perez
Stern, S. (1997), “Simulation-Based Estimation,” Journal of Economic
Literature, 35, 2006–
Steve Rock; Stanley Sedo; Michael Willenborg
Steven N. Durlauf
Stevens, A. H. (1999), “Climbing Out of Poverty, Falling Back In:
Measuring the Persistence

Stigler, George J. 1962 Henry L. Moore and Statistical Economics.


Econometrica 30:1–21.

Stigler, S. M. (1986), The History of Statistics: The Measurement of


Uncertainty before 1900,
Stochastic Processes and Their Applications 19, 297{303.
stochastic volatility model. Finance and Stochastics 14, 49{80.
247

Stock Prices,” Journal of Financial Economics, 31, 319–379.

Stock, J. H. e Watson, M. W., Introduction to Econometrics, 2nd ed.,


Pearson, Addison-Wesley, 2007

Stock, J. H. e Watson, M. W., Introduction to Econometrics, 2nd ed.,


Pearson, Addison-Wesley, 2007

Stock, J. H., and F. Trebbi (2003), “Retrospectives: Who Invented


Instrumental Variables Regression?,”
Stock, J. H., and M. Yogo (2003), “Testing for Weak Instruments in Linear
IV Regression,”
Stock, J. H., J. H. Wright, and M. Yogo (2002), “A Survey of Weak
Instruments and Weak
Stoker, T. M. (1982), “The Use of Cross-Section Data to Characterize
Macro Functions,” Journal
Stoker, T. M. (1984), “Completeness, Distribution Restrictions, and the
Form of Aggregate
Stoker, T. M. (1986), “Consistent Estimation of Scaled Coefficients,”
Econometrica, 54, 1461–
Stone, C. J. (1977), “Consistent Nonparametric Regression,” Annals of
Statistics, 5, 595–620.
Stone, C. J. (1980), “Optimal Convergence Rates for Nonparametric
Estimates,” Annals of
Stone, R. (1953), The Measurement of Consumers’ Expenditure and
Behaviour in the United
Stratified Samples,” Econometric Theory, 17, 451–470.
Structural analysis of discrete data with Econometric applications / ed.
by Charles F. Manski and Daniel McFadden -- Cambridge, Mass.: MIT
Press, c1981 -- xxv, 477 p. : ill. ; 24 cm.
Structural MacroEconometrics by David DeJong and Chetan Dave,
Princeton University Press (2011, 428pp) --- code and datasets, Google
preview.
Structural Models,” Annals of Economic and Social Measurement, 3/4,
653–665.
Structures,” Journal of Business and Economic Statistics, 14, 353–366.
Studies for Causal Effects,” Biometrika, 70, 41–55.
Studies in Econometrics time series and multivariate statistics / edited
by Samuel Karlin, Takeshi Amemiya, Leo A. Goodman -- Orlando:
Academic Press, 1983 -- xx, 570 p. ; 24 cm.
Studies in Mathematical Economics and Econometrics in Memory of
Yehuda Grunfeld, C. F.
248

Studies in Mathematical Economics and Econometrics.O. Lange, F.


McIntyre & T. O. Yntema (eds.) - 1942 - University of Chicago Press.
Studies,” Biometrika, 66, 403–411.
Studies,” Journal of Educational Psychology, 66, 688–701.
Sueyoshi, G. T. (1992), “Semiparametric Proportional Hazards Estimation
of Competing Risks
Sullivan, R., A. Timmermann, and H. White (2001), “Dangers of Data
Mining: The Case of
Supply and Consumption in the Presence of Taxes and Uncertainty,”
International Economic
Suresh de Mel, David McKenzie and Christopher Woodruff. Returns to
Capital in Microenterprises: Evidence from a Field Experiment. The
Quarterly Journal of Economics [Internet]. 2008;123(4):1329–72.
Available from: http://www.jstor.org/stable/40506211
Survey,” Journal of Applied Econometrics, 3, S29–60.
Survey,” NOAA Technical Memorandum, National Marine Fisheries
Service, Southwest
Swait, J. (2003), “Flexible Covariance Structures for Categorical
Dependent Variables through
Swamy, P. A. V. B. (1970), “Efficient Inference in a Random Coefficient
Regression Model,”
Symposium on Marshall's Tendencies: 5 Sutton's Critique of
Econometrics.Kevin D. Hoover - 2002 - Economics and Philosophy 18
(1):45-54. Through most of the history of economics, the most influential
commentators on methodology were also eminent practitioners of
economics. And even not so long ago, it was so. Milton Friedman, Paul
Samuelson, Trygve Haavelmo, and Tjalling Koopmans were awarded
Nobel prizes for their substantive contributions to economics, and were
each important contributors to methodological thought. But the fashion has
changed. Specialization has increased. Not only has methodology become
its own field, but many practitioners have come to agree with Frank Hahn's
(...)
Systems with Autoregressive Disturbances,” Econometrica, 43, 937–957.
Szu, H., and R. Hartley (1987), “Fast Simulated Annealing,” Physics
Letters A, 122, 157–162.
T. P. Speed from Roczniki Rolniczych Tom X (1923), 1–51 (Annals of
Agricultural Sciences),
Tanner, M. A., and W. H. Wong (1987), “The Calculation of Posterior
Distributions by Data
Tauchen, G. (1985), “Diagnostic Testing and Evaluation of Maximum
Likelihood Models,”
249

Taylor, H. M., and S. Karlin (1994), An Introduction to Stochastic


Modelling, revised edition,
Taylor, S. J. (1986). Modelling Financial Time Series. New York: Wiley.
Teakfield.
Technical report, University of Amsterdam.
Temporal Data Mining for Educational Applications.Carole R. Beal &
Paul R. Cohen - 2008 - In Tu-Bao Ho & Zhi-Hua Zhou (eds.), Pricai 2008:
Trends in Artificial Intelligence. Springer. pp. 66--77.
Terence C. Mills, Raphael N. Markellos - The Econometric Modelling of
Financial Time Series (3rd edition). Published: 2008-04-21.
Terza, J. (1998), “Estimating Count Data Models with Endogenous
Switching: Sample Selection
Test 13: 193–211.
test and jump dynamics. Review of Financial Studies 21, 2535{2563.
Test for Heteroskedasticity,” Econometrica, 48, 817–838.
Test Statistics,” in Handbook of Econometrics, Z. Griliches and M. D.
Intrilligator (Eds.),
Testing exogeneity / edited by Neil R. Ericsson and John S. Irons --
Oxford: Oxford University Press, 1994 -- ix, 422 p. : ill. ; 24 cm. --
(Advanced texts in Econometrics)
Testing Non-nested Hypotheses,” Econometrica, 54, 657–678.
Tests,” Econometrica, 53, 1047–1070.
The Anatomy of the PC Wage Differential,” IZA Discussion Paper No. 86.
the Application to Measurement Error Models,” Communications in
Statistics, A, 18, 4335–
The Cointegrated Var Model.Katarina Juselius - 2007 - Oxford University
Press USA. This valuable text provides a comprehensive introduction to
VAR modelling and how it can be applied. In particular, the author focuses
on the properties of the Cointegrated VAR model and its implications for
macroeconomic inference when data are non-stationary. The text provides
a number of insights into the links between statistical Econometric
modelling and economic theory and gives a thorough treatment of
identification of the long-run and short-run structure as well as of the
common stochastic trends and the impulse response (...)
The cointegrated VAR model: methodology and applications / Katarina
Juselius -- Oxford: Oxford University Press, 2006 -- xx, 457 p. : ill. ; 26
cm. -- (Advanced texts in Econometrics)
The Cult of Statistical Significance: How the Standard Error Costs Us Jobs,
Justice, and Lives.Chee Kian Leong - 2009 - Journal of Economic
Methodology 16 (4):431-434.
250

the Demand for Health Care and Health Insurance in Australia,” Review of
Economic Studies,
The Econometric analysis of seasonal time series / Eric Ghysels, Denise
R. Osborn -- Cambridge: Cambridge University Press, c2001 -- xxi, 228 p.
; 24 cm. -- (Themes in modern Econometrics)
The Econometric analysis of time series / A.C. Harvey -- Oxford: Philip
Allan, 1981 -- xi, 384 p. : ill. ; 24 cm.
The Econometric Analysis of Transition Data by Tony Lancaster,
Cambridge University Press (2008, 368pp) --- Prof. Lancaster's classic
book on duration models is now available in its second edition, updated to
account for recent developments in the field. Google preview (note that
this preview is for the first edition).
The Econometric Modelling of Social Preferences.Anna Conte & Peter G.
Moffatt - 2014 - Theory and Decision 76 (1):119-145.
The Econometrics journal -- Oxford, UK Malden, MA: Blackwell
Publishers, c1998-
The Econometrics Journal, 7, 98–119.
The Econometrics of economic policy / edited by Anindya Banerjee and
David F. Hendry -- Oxford: Blackwell Publishers, 1997 -- 249 p. : figures,
tables ; 23 cm.
The Econometrics of panel data / edited by G.S. Maddala -- Aldershot:
Elgar, c1993 -- 2 v. : ill. ; 25 cm. -- (The International library of critical
writings in Econometrics ; 1)
The economics of inaction: stochastic control models with fixed costs /
Nancy L. Stokey -- Princeton: Princeton University Press, c2009 -- ix, 308
p. : ill. ; 25 cm.
The economics of Irving Fisher: reviewing the scientific work of a
great economist / edited by Hans-E. Loef and Hans G. Monissen --
Cheltenham: Edward Elgar, c1999 -- xx, 343 p. ; 24 cm.
The economy in transition: a system of models and forecasts for
Germany / Gerhard Gehrig -- Frankfurt and Main Library: Peter Lang,
1995 -- 342 p. : tables ; 21 cm.
the Effect of Fertility on Female Labor Participation,” Journal of Business
and
the Effect of Training Programs,” Review of Economics and Statistics, 68,
648–660.
The Error Term and its Interpretation in Structural Models in
Econometrics.Damien Fennell - 2011 - In Phyllis McKay Illari, Federica
Russo & Jon Williamson (eds.), Causality in the Sciences. Oxford
University Press.
251

the Exercise of Mortgage Options,” Econometrica, 68, 275–307.


The First Mining Boom: The Impact of the Gold Rushes on Colonial
Victoria.Marion Littlejohn - 2013 - Agora 48 (1):20.
The fix-point approach to interdependent systems / Herman Wold
editor -- Amsterdam: North-Holland, 1981 -- xiv, 336 p. : ill. ; 23 cm. --
(Contributions to economic analysis ; 132)
The following bibliographic references are arranged in alphabetical order.
The formation of Econometrics: a historical perspective / Qin Duo --
Oxford: Clarendon Press, 1993 -- xii, 212 p. ; 23 cm.
The foundations of Econometric analysis / edited by David F. Hendry
and Mary S. Morgan -- Cambridge: Cambridge University Press, 1995 --
xvi, 558 p. : ill. ; 26 cm.
The Hague, Central Planning Bureau.
the Heterogeneity,” Biometrika, 71, 75–83.
The history of Econometric ideas / Mary S. Morgan -- Cambridge:
Cambridge University Press, 1990 -- xv, 296 p. : charts ; 24 cm. --
(Historical perspectives on modern economics)
The History of Econometric Ideas", by Mary
Morgan. [REVIEW]Margaret Schabas - 1993 - Philosophy of the Social
Sciences 23 (3):376.
The Hybrid Expert in the 'Bergstaat': Anton von Ruprecht as a Professor of
Chemistry and Mining and as a Mining Official, 1779–
1814. [REVIEW]Peter Konečný - 2012 - Annals of Science 69 (3):335-
347. Summary In the course of the 18th century a new type of scientifically
educated functional elites developed, who were trained to administer
mines. The educational project that led to the formation of a corps of
mining engineers was part of a programme of administrative and economic
reforms that led to a new configuration of bonds between state, economy
and science. At the same time the status of this new group of experts was
predicated substantially by the new emerging corpora of (...)
The Importance of Estimates and Confidence Intervals Rather Than P
Values [ P-Value, Statistical Significance].Margaret Ely - 1999 -
Philosophy of the Social Sciences 29 (1):185-190.
The Importance of the Mixing Distribution,” Journal of the Royal
Statistical Society, B, 56,
The limits of Econometrics / Adrian C. Darnell and J. Lynne Evans --
Aldershot: E. Elgar, c1990 -- xvi, 173 p. ; 22 cm.
the Linear Regression Model,” The American Statistician, 54, 217–224.
252

The Logic of Causal Inference: Econometrics and the Conditional


Analysis of Causation.Kevin D. Hoover - 1990 - Economics and
Philosophy 6 (2):207. Discontented people might talk of corruption in the
Commons, closeness in the Commons and the necessity of reforming the
Commons, said Mr. Spenlow solemnly, in conclusion; but when the price
of wheat per bushel had been the highest, the Commons had been the
busiest; and a man might lay his hand upon his heart, and say this to the
whole world, – ‘Touch the Commons, and down comes the country!’.
The Market for (Ir)Reproducible Econometrics.Susan Feigenbaum &
David M. Levy - 1993 - Social Epistemology 7 (3):215 – 232. Data Mining,
Retrieval and Management-Using Rough Set to Find the Factors That
Negate the Typical Dependency of a Decision Attribute on Some
Condition Attributes.Honghai Feng, Hao Xu, Baoyan Liu, Bingru Yang,
Zhuye Gao & Yueli Li - 2006 - In O. Stock & M. Schaerf (eds.), Lecture
Notes in Computer Science. Springer Verlag. pp. 713-720.
The mechanism of economic systems: an approach to the problem of
economic stabilisation from the point of view of control system
engineering / by Arnold Tustin -- Cambridge: Harvard University Press,
1953 -- xi, 161 p. : ill. ; 22 cm.
The Miracle of the Septuagint and the Promise of Data Mining in
Economics. Stan Du Plessis - 2009 - In Harold Kincaid & Don Ross (eds.),
The Oxford Handbook of Philosophy of Economics. Oxford University
Press.
the National Longitudinal Survey of Youth Using Multiple Imputation,”
Journal of Human Resources, 36, 500–519.
The political economy of monetary policy and wage bargaining: theory
and Econometric evidence / Juha Kilponen -- Helsinki: Bank of Finland,
2000 --174 p. ; 28 cm. -- (Bank of Finland studies. E ;19)
the RAND Health Insurance Experiment, Cambridge and London, Harvard
University
the Relationship between Weather and Electricity Sales,” Journal of the
American Statistical
The rise of "non-October" Econometrics: Kondratiev and Slutsky at the
Moscow Conjuncture Institute
The role of Econometrics in economic science: An essay about the
monopolization of economic methodology by Econometric methods
The role of theory in Econometrics
the Royal Statistical Society, B, 24, 406–424.
the Royal Statistical Society, B, 34, 1–41.
253

The solution and estimation of discrete choice dynamic programming


models by simulation and interpolation: Monte Carlo evidence
The theory and application of Econometric models / by Daniel B. Suits
-- Athens: Center of Economic Research, 1963 -- xiii, 147 p. : ill. ; 22 cm.
-- (Training seminar series / Κέντρο Προγραμματισμού και Οικονομικών
Ερευνών; 3)
The theory and practice of Econometrics / George G. Judge ... [et al.] --
2nd ed. -- New York: Wiley, c1985 -- xxix, 1019 p. : ill. ; 25 cm. -- (Wiley
series in probability and mathematical statistics)
The Theory and Practice of Econometrics, John Wiley.
the Thirteenth International Symposium in Economic Theory and
Econometrics: Essays in
the Time Dimension is Fixed,” Journal of Econometrics, 91, 201–226.
The use of Econometrics in informing public policy makers
the volatility under microstructure noise: wavelet adaptation. Preprint.
Available at
the Within Estimator,” Problem, Econometric Theory, 15, 630–631.
Solution by S. Gurmu
Theil, H. (1953), “Repeated Least Squares Applied to Complete Equation
System,” mimeograph,
Theory (1999), 15, 786–787.
Theory and Applications, T. F. Bewley (Ed.), Volume 1, 59–97,
Cambridge, UK,
Theory and estimation of macroeconomic rationing models / Henri R.
Sneessens -- Berlin: Springer-Verlag, 1981 -- vi, 138 p. : ill. ; 25 cm. --
(Lecture notes in economics and mathematical systems ; 191) Main Library
339.018 /SN771-T Econometrics, issue 28, October-November 2013 23.
conometric methods / J. Johnston -- New York: McGraw-Hill, [c1963] --
300 p. : ill. ; 24 cm.
Theory and Planning Models, 75–96, A. Karlquist L. Lundquist, F.
Snickars, and J.
Theory, 16, 297–299.
Theory,” Econometrica, 52, 681–700.
Theory: Fifth World Congress, T. F. Bewley (Ed.), Volume 1, 99–144,
Cambridge, UK,
Thirty-five years of journal of Econometrics
This paper explores the potential of data mining as a technique that could
be used by malicious data miners to threaten the privacy of social network
sites users. It applies a data mining algorithm to a real dataset to provide
empirically-based evidence of the ease with which characteristics about the
SNS users can be discovered and used in a way that could invade their
254

privacy. One major contribution of this article is the use of the decision
forest data mining algorithm (...)
This section presents indicative examples of Greek and international
Internet sources3, in which there are open-access useful data and
information.
This survey of the symposium papers argues that the problem of data
mining should be of interest to both practicing Econometricians and
specialists in economic methodology. After summarizing some of the main
points to arise in the symposium, it draws on recent work in the philosophy
of science to point to parallels between data mining and practices engaged
in routinely by experimental scientists. These suggest that data mining
might be seen in a more positive light than conventional doubts about it
(...)
Thistlethwaite, D., and D. Campbell (1960), “Regression Discontinuity
Analysis: An Alternative
Thomas F. Cooley and Stephen F. LeRoy

Thomas R.L. (1997). Modern Econometrics: An Introduction. Harlow,


Addison-Wesley.

Thomas, J. M. (1996), “On the Interpretation of Covariate Estimates in


Independent Competing
Thomson, C. J., and S. T. Crooke (1991), “Results of the Southern
California Sportfish Economic
Three Attitudes Towards Data Mining.Kevin D. Hoover & Stephen J.
Perez - 2000 - Journal of Economic Methodology 7 (2):195-210. 'Data
mining' refers to a broad class of activities that have in common, a search
over different ways to process or package data statistically or
Econometrically with the purpose of making the final presentation meet
certain design criteria. We characterize three attitudes toward data mining:
first, that it is to be avoided and, if it is engaged in, that statistical inferences
must be adjusted to account for it; second, that it is inevitable and that the
only results of any interest (...)
Three Interviews.Miro Brada – manuscript To support my Phd theses and
results of my grant research in 1999, I asked 1) prominent chemist Antonín
Holý, author of substances to treat hepatitis and HIV, about the
indivisibility of the art and science (published in Slovak Narodna Obroda
and Czech blisty,cz), 2) the distinguished economist William Baumol
about the alternative activities (published in Slovak Nove Slovo, Czech
255

Respekt and blisty.cz), 3) Nobel Laureate Clive Granger about the


significance of the economics (published in 2004 in Czech weekly Tyden).
(...)
Three ways to think about testing in Econometrics
Thresholds,” Journal of Econometrics, 6, 309–327.

Tibshirani, R. "Regression Shrinkage and Selection via the Lasso." Journal


of Royal Statistical Society. Vol. 58, 1996, pp. 267–288.

tical Society Series B 64, 253{280.


Tierney, L., R. E. Kass, and J. B. Kadane (1986), “Fully Exponential
Laplace Approximations
Tim Bollerslev
Time Series Analysis by James Hamilton, Princeton University Press
(1994, 820pp) --- Data and software for the textbook. Google preview.
Time series and dynamic models / Christian Gourieroux, Alain Monfort
; translated and edited by Giampiero M. Gallo -- Cambridge: Cambridge
University Press, 1990 -- xv, 668 p. ; 24 cm. -- (Themes in modern
Econometrics)
Time Series and Econometric Modelling: Advances in the Statistical
Sciences: Festschrift in Honor of Professor V.M. Joshi's 70th Birthday,
Volume III … Ontario Series in Philosophy of Science) by I.B. MacNeill
English | 1987 On May 27-31, 1985, a series of symposia was held at The
University of Western Ontario, London, Canada, to celebrate the 70th
birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect
Professor Joshi's research interests as well as areas of expertise in statistical
science among faculty…
Time series data analysis using EViews / I Gusti Ngurah Agung --
Singapore: John Wiley & Sons (Asia), 2009 -- xx, 609 p. : ill. ; 24 cm. --
(Statistics in practice)
Time Series Subject to Markov Mean and Variance Shifts,” Journal of
Business and
Time Series Tests with an Application to the PPP Hypothesis,”
Econometric Theory, 20,
Time Series, pp. 233{254. Berlin: Springer.
Time Series, pp. 577{598. Berlin: Springer.
Time to Event Data, New York, Wiley Interscience.
Time: The New Orleans Yellow Fever Epidemic of 1853,” Journal of
Applied Econometrics,
Times in Poisson and Overdispersed Poisson Regression Models,” Journal
of the American Statistical Association, 92, 1387–1398.
256

Time-series-based Econometrics: unit roots and co-integrations /


Michio Hatanaka -- Oxford: Oxford University Press, 1996 -- xii, 294 p. ;
24 cm. -- (Advanced texts in Econometrics)
Tintner, Gerhard

Tintner, Gerhard 1953 The Definition of Econometrics. Econometrica


21:31–40.

Tintner, Gerhard 1954 The Teaching of Econometrics. Econometrica


22:77–100.

tions. Berlin: Springer.


to Dynamic Latent Variable Models,” Journal of Applied Econometrics,
8, S153–
to Expectations and Variances of Nonpositive Functions,” Journal of the
American Statistical
to Models of Cigarette Smoking Behavior,” Review of Economics and
Statistics, 79,
to Restraints,” Annals of Mathematical Statistics, 29, 813–828.
to Schooling,” in Aspects of Labor Market Behavior: Essays in Honor of
John Vanderkamp,
to the Demand for Durable Goods,” Econometrica, 39, 829–844.
to the Ex Post Facto Experiment,” Journal of Educational Psychology, 51,
309–317.
Tobin, J. (1958), “Estimation of Relationships for Limited Dependent
Variables,” Econometrica,
Todorov, V. (2009). Estimation of continuous-time stochastic volatility
models with jumps
Tom Wansbeek; Michel Wedel
Tony Lawson
Topics in structural VAR Econometrics / Gianni Amisano, Carlo
Giannini -- 2nd ed. -- Berlin: Springer-Verlag, c1997 -- xiii, 181 p. : ill. ;
24 cm.
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Jin (Ginger)
Wu
Toronto Press.
Toward partial redirection of Econometrics
Train, K. E. (1986), Qualitative Choice Analysis: Theory, Practice and an
Application to Automobile
Train, K. E. (2001), “A Comparison of Hierarchical Bayes and Maximum
Simulated Likelihood
Train, K. E. (2003), Discrete Choice Methods with Simulation, Cambridge,
UK, Cambridge
257

Transactions of the Royal Society of London A, 222, 309–368.


Transactions of the Royal Society of London, 53, 370–418. Reprinted in
“Studies
Transportation Research B, 33, 63–79.
Travel Demand, Cambridge, MA, MIT Press.
Treatment Effects,” Econometrica, 66, 315–331.
Triangulation, Time and the Social Objects of Econometrics.Wendy Olsen
- 2003 - In Paul Downward (ed.), Applied Economics and the Critical
Realist Critique. Routledge. pp. 153--69.
Trivedi, P. K., and J. N. Alexander (1989), “Reemployment Probability
and Multiple Unemployment
Trochim, W. (1984), Research Design for Program Evaluation: The
Regression-Discontinuity
Truncated Data, New York and Berlin, Springer-Verlag.
Trygve Haavelmo
Tsay RS. Analysis of financial time series [Internet]. 2nd ed. Vol. Wiley
series in probability and statistics. Hoboken, N.J.: Wiley; 2005. Available
from:
http://www.myilibrary.com/browse/open.asp?id=27822&entityid=https://
lse.ac.uk/idp
Tsay, R. S. (2005). Analysis of Financial Time Series. New York: Wiley.

Tsay, R.: 2002, Analysis of Financial Time Series, John Wiley and Sons.

Tsay,R.S. Analysis of Financial Time Series. Hoboken, NJ: John Wiley &
Sons, Inc., 2005.

Tsiatsis, A. (1975), “A Nonidentifiability Aspect of the Problem of


Competing Risks,” Proceedings
Tucker Test in Linear Models with Inequality Constraints on the
Regression Parameters,”
Tukey, J. W. (1958), “Bias and Confidence in Not Quite Large Samples”
(abstract), Annals of
Tunali, I., and J. B. Pritchett (1997), “Cox Regression with Alternative
Concepts of Waiting

Turner, P. M. "Testing for Cointegration Using the Johansen Approach:


Are We Using the Correct Critical Values?" Journal of Applied
Econometrics. v. 24, 2009, pp. 825–831.

Two Approaches to Reasoning From Evidence or What Econometrics Can


Learn From Biomedical Research.Julian Reiss - 2015 - Journal of
Economic Methodology 22 (3):373-390. This paper looks at an appeal to
258

the authority of biomedical research that has recently been used by


empirical economists to motivate and justify their methods. I argue that
those who make this appeal mistake the nature of biomedical research.
Randomised trials, which are said to have revolutionised biomedical
research, are a central methodology, but according to only one paradigm.
There is another paradigm at work in biomedical research, the inferentialist
paradigm, in which randomised trials play no special role. I (...)
Two sided matching: a study in game theoretic modeling and analysis
/ Alvin E. Roth and Marilda A. Oliveira Sotomayor -- Cambridge:
Cambridge University Press, 1990 -- xiii, 265 p. ; 24 cm. -- (Econometric
Society monographs ; 18)
U.S. Census Bureau (2002), “Current Population Survey: Design and
Methodology,” Technical

U.S. Federal Reserve Economic Data (FRED), Federal Reserve Bank of


St. Louis,

Ullah, A., and R. Breunig (1998), “Econometric Analysis in Complex


Surveys,” in Handbook
Uncertainty in Econometrics: Evaluating Policy Counterfactuals.Nancy
Cartwright & J. Reiss - unknown
under Minimal Assumptions,” Annals of Statistics, 22, 2031–2050.
Underemployment Equilibria: Essays in Theory, Econometrics and
Policy.Jacques Drèze - 1991 - Cambridge University Press. This 1991 book
is a selection of Jacques Drèze's work over the last decade on the topics of
lasting unemployment, stagflation and unused capacity. At the theoretical
level, the author has contributed to the formulation and analysis of general
equilibrium models which allow for price rigidities and excess supply and
lend themselves to Econometric implementation, thus represents an
attempt to integrate micro- and macroeconomics, and to use theory for
empirical and policy purposes.
Undergraduate Econometrics / R. Carter Hill, William E. Griffiths,
George G. Judge -- 2nd ed. -- New York: John Wiley, c2001 -- xvi, 402 p.
: ill. ; 26 cm.
Understanding Econometrics / Dennis Halcoussis -- Mason, Ohio:
Thomson/South-Western, c2005 -- xvii, 332 p. : ill. ; 25 cm. Main Library
Unemployed,” Journal of the Royal Statistical Society, A, 143, 141–152.
Unit Roots and All That: The Impact of Time-Series Methods on
Macroeconomics.Ron P. Smith - 1999 - Journal of Economic Methodology
6 (2):239-258. Over the past two decades applied macroeconomics has
259

been transformed by the widespread adoption of a set of new statistical


techniques: unit-root tests, vector autoregressions, Granger causality and
cointegration. Although these techniques were developed to answer
statistical questions, they diffused very rapidly through applied economics
because they were thought to be able to answer important theoretical
questions in macroeconomics. This paper argues that these techniques have
not delivered on the early promises; not because they were not useful - they
are (...)
Unit roots cointegration and structural change / G.S. Maddala, In-Moo
Kim, Maddala G. S. -- Cambridge: Cambridge University Press, 1998 --
xii, 505 p. ; 23 cm. -- (Themes in modern Econometrics) Main Library
330.015 195 /M179-U
Unobserved Heterogeneity,” Journal of Econometrics, 60, 273–291.
Used in Making Program Evaluations,” Journal of Human Resources, 32,
441–462.
Using cointegration analysis in Econometric modelling / R. I. D. Harris
-- London: Prentice Hall, c1995 -- ix, 176 p. : tables ; 24 cm.
Using Econometrics: a practical guide / A.H. Studenmund -- 4th ed. --
Boston: Addison-Wesley, c2001 -- xiv, 638 p. ; 24 cm. -- (The Addison-
Wesley series in economics)
Using Econometrics: a practical guide / A.H. Studenmund -- 5th ed. --
Boston: Addison Wesley Pearson, c2006 -- xv, 639 p. ; 24 cm. -- (The
Addison-Wesley series in economics)
Using Econometrics: A Practical Guide 6th edition by A. H. Studenmund,
Addison-Wesley (2010, 648pp) --- book website, datasets
Using Estimated Propensity Score,” Econometrica, 71, 1161–1190.
Using Experimental Data,” Econometrica, 66, 1017–1098.
Using matching, instrumental variables, and control functions to estimate
economic choice models
Using R for Introductory Econometrics 1st edition by Florian Heiss,
CreateSpace Publishers (2016, 354pp) --- This book provides an
introduction to R by providing code and scripts that follow closely to the
examples in Wooldridge's Introductory Econometrics textbook. This
book provides a great way to give undergraduate students a background in
R, even if they do so on a self-study basis.
Using Semiparametric Models and Panel Data,” Journal of Econometrics,
101, 71–107.
Using Simulation, in Handbook of Econometrics, R. F. Engle and D. L.
McFadden (Eds.),
Using Stata, College Station, TX, STATA Press.
260

Using Twin Births as a Natural Experiment,” American Economic Review,


84, 1141–1156.
Van den Berg, G. (1990), “Nonstationarity in Job Search,” Review of
Economic Studies, 57,
Van den Berg, G. (1997), “Association Measures for Durations in Bivariate
Hazard Rate Models,”
Van den Berg, G. (2001), “Duration Models: Specification, Identification,
and Multiple Durations,”
Van der Klaauw, W. (2003), “Estimating the Effect of Financial Aid Offers
on College Enrollment:
Van der Sluis, P. J. (1997). EmmPack 1.01: C/C++ code for use with Ox
for estimation
Van der Vaart, A. (2000). Asymptotic Statistics. Cambridge: Cambridge
University Press.
Van Es, B., P. Spreij, and H. Van Zanten (2003). Nonparametric volatility
density estimation.
Van Es, B., P. Spreij, and H. Van Zanten (2005). Nonparametric volatility
density estimation
Van Ophem, H. (2000), “Modeling Selectivity in Count-Data Models,”
Journal of Business and
vanced in Econometrics, Volume 26, pp. 137{161. Bingley: Emerald
Group Publishing
Variable in a Discrete Response Setting,” Journal of Econometrics, 87,
239–269.
Variable Is Weak,” Journal of the American Statistical Association, 90,
443–450.
Variable Models, Berlin/New York, Springer-Verlag.
Variables Estimation,” International Economic Review, 37, 283–298.
Variables, San Diego, Academic Press.
Variables,” Annals of Statistics, 9, 879–883.
Variables,” Econometrica, 70, 163–189.
Variables,” in Structural Analysis of Discrete Data with Econometric
Applications, C. F.
variance estimators. Econometrica 64, 139{74.
variance of United Kingdom ination. Econometrica 50, 987{1007.
variance. Journal of Financial Econometrics 3, 456.
Variants in economic theory: selected works of Hal R. Varian / Hal R.
Varian -- Cheltenham: Edward Elgar, c2000 -- viii, 377 p. ; 25 cm. --
(Economists of the twentieth century)
Variates,” Proceedings of the Cambridge Philosophical Society 52: 449–
474.
Vaupel, J.W., K. G. Manton, and E. Stallard (1979), “The Impact of
Heterogeneity in Individual
261

Vella, F. (1998), “Estimating Models with Sample Selection Bias: A


Survey,” Journal of Human
Vella, F., and M. Verbeek (1999), “Estimating and Interpreting Models
with Endogenous Treatment
Veraart, A. (2010). Inference for the jump part of quadratic variation of
It^o semimartingales.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
262

Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:


Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek M. A guide to modern Econometrics. 4th ed. Hoboken, NJ:
Wiley; 2012.
Verbeek, M. (1995), “Pseudo Panel Data,” in The Econometrics of Panel
Data, L. Matyas and
Verbeek, M., and T. Nijman (1992a), “Can Cohort Data Be Treated as
Genuine Panel Data?,”
Verbeek, M., and T. Nijman (1992b), “Testing for Selectivity Bias in Panel
Data Models,” International

Verbeek, M.: 2008, A Guide to Modern Econometrics, John Wiley and


Sons.

Verdinelli, I., and L. Wasserman (1995), “Computing Bayes Factors Using


a Generalization
Verlag.
versus Two-Part Models,” Journal of Health Economics, 21, 601–625.
Vinod (Eds.), 419–454, Amsterdam, North-Holland.
Vision and influence in Econometrics: John Denis Sargan
Vol. 17, Supplement: Report of the Washington Meeting (Jul., 1949), pp.
330-332
Vol. 17, Supplement: Report of the Washington Meeting, pp. 334-340
Vol. 39, No. 1, Supplement: Conference on "Quantitative Evidence on
Price Determination", September 29 and 30, 2005, Co-sponsored by the
Vol. 7, Supplement: Special Issue on Nonlinear Dynamics and
Econometrics, pp. S1-S7
Vol. 71, No. 6, Nobel Lectures and 1981 Survey of Members, pp. 1-16
Vol. 75, No. 2, Papers and Proceedings of the Ninety-Seventh Annual
Meeting of the American Economic Association, pp. 196-200
Vol. 75, No. 2, Papers and Proceedings of the Ninety-Seventh Annual
Meeting of the American Economic Association, pp. 206-210
Vol. 94, Supplement: Conference Papers, pp. 69-81
Vol. 95, No. 2, Papers and Proceedings of the One Hundred Seventeenth
Annual Meeting of the American Economic Association, Philadelphia, PA,
January 7-9, 2005, pp. 398-404
Vol. 95, No. 2, Papers and Proceedings of the One Hundred Seventeenth
Annual Meeting of the American Economic Association, Philadelphia, PA,
January 7-9, 2005, pp. 405-414
263

Vol. 95, No. 2, Papers and Proceedings of the One Hundred Seventeenth
Annual Meeting of the American Economic Association, Philadelphia, PA,
January 7-9, 2005, pp. 415-420
Volatility and time series Econometrics: essays in honor of Robert F.
Engle / edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson
-- Oxford: Oxford University Press, 2010 -- xi, 419 p. : ill., maps ; 26 cm.
-- (Advanced texts in Econometrics)
volatility estimation. Economic Notes, forthcoming.
volatility measurement. In Y. A_t-Sahalia and L. P. Hansen (Eds.),
Handbook of
volatility model. In M. G. Akritas and D. N. Politis (Eds.), Recent
Advances and Trends
volatility. Journal of Econometrics 45, 239{265.
Volume 2, 881–935, Amsterdam, North-Holland.

Volume 21 - Modelling and Evaluating Treatment Effects in


Econometrics
Edited by: Tom Fomby, R. Carter Hill, Daniel L. Millimet, Jeffrey A.
Smith, Edward J. Vytlacil Published: 2008

Vuong, Q. H. (1989), “Likelihood Ratio Tests for Model Selection and


Non-nested Hypotheses,”
W. Weibull et al. (Eds.), Amsterdam, New York, North-Holland.

Wald A. (1943). Test of statistical hypotheses concerning several


parameters when the number of observations is large. Transactions
of the American Mathematical Society, Vol. 54, No. 3, pp. 426-482.

Wald, A. (1940), “The Fitting of Straight Lines If Both Variables Are


Subject to Error,” Annals
Wald, A. (1943), “Test of Statistical Hypotheses Concerning Several
Parameters When the
Walker, J., and M. Ben-Akiva (2002), “Generalized Random Utility
Model,” Mathematical Social
Wan, and A. Chaturvedi (Eds.), New York, Marcel Dekker.
Wang, P., I. M. Cockburn, and M. L. Puterman (1998), “Analysis of Patent
Data – A Mixed-
Wansbeek, T. J., and A. Kapteyn (1989), “Estimation of the Error
Components Model with
Wansbeek, T., and E. Meijer (2000), Measurement Error and Latent
Variables in Econometrics,
264

Watson, G. S. (1964), “Smooth Regression Analysis,” Sankhya A, 26, 359–


72.
Waugh, Frederick V.
Weak Convergence and Empirical Processes: With Applications to
Statistics by Aad van der Vaart and Jon Wellner, Springer (2000, 532pp) -
-- Google preview.
Weak dependence: models and applications to Econometrics
Weak instruments: diagnosis and cures in empirical Econometrics
Wedel, W., W. S. DeSarbo, J. R. Bult, and V. Ramaswamy (1993), “A
Latent Class Poisson
Weeks (Eds.), 71–99, Cambridge, UK, Cambridge University Press.
Welfare and Training Programs, C. Manski and I. Garfinkel (Eds.),
Cambridge, MA, Harvard
What Econometrics Cannot Teach Quantum Mechanics.J. Berkovitz -
1995 - Studies in History and Philosophy of Science Part B 26 (2):163-200.
When the Correlation between the Instruments and the Endogenous
Explanatory
While there exist numerous applications of Kuhn's analysis of scientific
revolutions to economics, there is yet to be an application to
Econometrics. The present paper addresses this via an analysis of the
often-documented transition between the textbook and LSE methodologies
witnessed in British time series Econometrics. This exercise allows a
number of issues to be raised. First, it will be questioned whether the
observed transition in Econometrics is an appropriate subject for analysis
within the Kuhnian framework. This is the primary (...)

White, H. "A Heteroskedasticity-Consistent Covariance Matrix and a


Direct Test for Heteroskedasticity." Econometrica. v. 48, 1980, pp. 817-
838.

White, H. (1980a), “A Heteroskedasticity-Consistent Covariance Matrix


Estimator and a Direct
White, H. (1980b), “Using Least Squares to Approximate Unknown
Regression Functions,”
White, H. (1980c), “Nonlinear Regression on Cross-Section Data,”
Econometrica, 48, 721–746.
White, H. (1982), “Maximum Likelihood Estimation of Misspecified
Models,” Econometrica,
White, H. (1994), Estimation, Inference, and Specification Analysis,
Cambridge, UK,
265

White, H. (2001a), Asymptotic Theory for Econometricians, revised


edition, San Diego, Academic
White, H. (2001b), “A Reality Check for Data Snooping,” Econometrica,
68, 1097–1126.

White, H. Asymptotic Theory for Econometricians. New York: Academic


Press, 1984.

White, H., and I. Domowitz (1984), “Nonlinear Regression with


Dependent Observations,”

White, H., and I. Domowitz. "Nonlinear Regression with Dependent


Observations." Econometrica. Vol. 52, 1984, pp. 143–162.

Why Functional Form Matters: Revealing the Structure in Structural


Models in Econometrics.Damien Fennell - 2007 - Philosophy of Science
74 (5):1033-1045. This paper argues that Econometricians' explicit
adoption of identification conditions in structural equation modelling
commits them to read the functional form of their equations in a strong,
nonmathematical way. This content, which is implicitly attributed to the
functional form of structural equations, is part of what makes equation
structural. Unfortunately, Econometricians are not explicit about the role
functional form plays in signifying structural content. In order to remedy
this, the second part of this paper presents an interpretation of the
functional (...)
William Greene (2008): Econometric Analysis, Prentice Hall, Sixth
edition.
William H. Greene, "Econometric Analysis (7th Edition)" .English | 2011.
Williams, H. (1977), “On the Formation of Travel Demand Models and
Economics Evaluation
Willmot, G. E. (1987), “The Poisson-Inverse Gaussian Distribution as an
Alternative to the

Wilson, A. L. "When is the Chow Test UMP?" The American Statistician.


Vol. 32, 1978, pp. 66–68.

Winkelmann, R. (1995), “Duration Dependence and Dispersion in Count-


Data Models,” Journal
Winkelmann, R. (1997), Econometric Analysis of Count Data, Berlin,
Springer-Verlag.
with an Application to the National Crime Victimization Survey Data,”
Sociological
266

with Applications to Problems of Estimation,” Proceedings of the


Cambridge Philosophical
with Applications,” Journal of Applied Econometrics, 12, 203–223.
with Choice-Based Sampling,” Econometrica, 60, 1187–1214.
with Income,” Discussion Paper No. 2002-87, CentER, Tilburg University.
with Simulated Annealing,” Journal of Econometrics, 60, 65–99.
Wolak, F. A. (1991), “The Local Nature of Hypothesis Tests Involving
Inequality Constraints
Wold, H., and L. Jureen (1953), Demand Analysis, New York, John Wiley.
Wolter, K. M. (1985), Introduction to Variance Estimation, New York,
Springer-Verlag.
Women,” Economica, 68, 157–85.
Wonnacott, R. J. and T. H. Wonnacott (1970). Econometrics, John Wiley
& Sons, Inc, New York NY.
Wooldridge, J. M. (1991), “On the Application of Robust, Regression-
Based Diagnostics to
Wooldridge, J. M. (1995), “Selection Corrections for Panel Data Models
under Conditional
Wooldridge, J. M. (1997a), “Multiplicative Panel Data Models without the
Strict Exogeneity
Wooldridge, J. M. (1997b), “On Two Stage Least Squares Estimation of
the Average Treatment
Wooldridge, J. M. (2001), “Asymptotic Properties of Weighted M-
Estimators for Standard
Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and
Panel Data, Cambridge,
Wooldridge, J. M. (2003), “Cluster-Sample Methods in Applied
Econometrics,” American Economic
Work to Economic and Statistical Assumptions,” Econometrica, 55, 765–
800.
Work,” Journal of Business and Economic Statistics, 9, 1–14.
Working Paper, Board of Governors of the Federal Reserve System,
Washington,
working paper, Department of Economics, Hunter College.
Working papers in economics and Econometrics / Australian National
University, Faculty of Economics and Commerce -- Canberra: Australian
National University, Faculty of Economics and Commerce, 1976-

Works dealing with the nature and history of Econometrics are Divisia
1953; Frisch 1933; Tintner 1953; 1954. Basic works in the field are Allen
1956; Malinvaud 1964; Samuelson 1947.
267

World Congress, D. M. Kreps and K. F. Wallis (Eds.), Volume 3, 188–


222, Cambridge, UK,
Worldwide Econometrics rankings: 1989-2005
Wu, C. F. G. (1986), “Jackknife, Bootstrap and Other Resampling Methods
in Regression Analysis,”
Wu, D. (1973), “Alternative Tests of Independence between Stochastic
Regressors and Disturbances,”
Xiu, D. (2010). Quasi-maximum likelihood estimation of volatility with
Xρήστου Γ., Εισαγωγή στην Οικονομετρία, Τομ.Α’, Gutenberg.
Yatchew, A. (1997), “An Elementary Estimator of the Partial Linear
Model,” Economics Letters,
Yatchew, A. (1998), “Nonparametric Regression Techniques in
Econometrics,” Journal of Economic
Yatchew, A. (2003), Semiparametric Regression for the Applied
Econometrician, Cambridge,
Yoshihara, K. (1976). Limiting behavior of U-statistics for stationary,
absolutely regular
Young-Sook Lee; Tae-Hwan Kim; Paul Newbold
Yule, G. U. (1897), “On the Theory of Correlation,” Journal of the Royal
Statistical Society, 60,
Z. Griliches and M. Intrilligator (Eds.), Volume 1, 699–764, Amsterdam,
North-
Z. Griliches and M. Intrilligator (Eds.), Volume 2, 937–976, Amsterdam,
North-
Zaman, A. (1996), Statistical Foundations for Econometric Techniques,
San Diego, CA, Academic
Zeitschrift des Statstischen B¨ureaus des K¨oniglich S¨achsischen
Ministerium des Innern, 22
Zellner, A. (1962), “Estimators for Seemingly Unrelated Regression and
Tests of Aggregation Bias,” Journal of the American Statistical
Association, 57, 500–509.
Zellner, A. (1971), An Introduction to Bayesian Inference in
Econometrics. New York:Wiley.
Zellner, A. (1971), An Introduction to Bayesian Inference in
Econometrics, New York, John Wiley.
Zellner, A. (1978), “Jeffreys–Bayes Posterior Odds Ratio and the Akaike
Information Criterion for Discriminating between Models,” Economics
Letters, 1, 337–342.
Zellner, A., and C.-K. Min (1995), “Gibbs Sampler Convergence Criteria,”
Journal of the American Statistical Association, 90, 921–927.
Zellner, A., and H. Theil (1962), “Three Stage Least Squares:
Simultaneous Estimation of Simultaneous Equations,” Econometrica, 30,
63–68.
268

Zhang, L. (2006). E_cient estimation of stochastic volatility using noisy


observations: a
Zhang, L., P. A. Mykland, and Y. A_t-Sahalia (2005). A tale of two time
scales: Determining
Zhou, B. (1996). High-frequency data and volatility in foreign-exchange
rates. Journal of
Ziliak, J. P. (1997), “Efficient Estimation with Panel Data When
Instruments Are Predetermined:An Empirical Comparison of Moment-
Condition Estimators,” Journal of Business and Economic Statistics, 15,
419–431.
Zimmerman, D. J. (1992) “Regression toward Mediocrity in Economic
Stature,” American Economic Review, 82, 409–429.

Zivot, E. and Wang, J.: 2006, Modeling Financial Time Series with S-
PLUS, Springer.

Zongwu Cai, Yongmiao Hong, Qi Li


Zu, Y. (2010). Nonparametric speci_cation tests for stochastic volatility
models II: Tests
Zu, Y. and H. P. Boswijk (2009). Nonparametric return based tests for
stochastic volatilitymodels. Technical report, University of Amsterdam.
Zu, Y. and H. P. Boswijk (2010). Estimating spot volatility in the presence
of noises.
Ανάλυση και έλεγχοι μονομεταβλητών χρηματοοικονομικών
χρονολογικών σειρών / Κώστας Συριόπουλος ; πρόλογος Ανδρέας
Κιντής, Συριόπουλος Κώστας -- Αθήνα: Τυπωθήτω, 1996 -- 201 σ. ; 24 εκ.

Ανδρικόπουλος, Α. (2000). Οικονομετρία. Θεωρία και


ΕμπειρικέςΕφαρμογές. Εκδόσεις Μπένου, Αθήνα.

Βάμβουκας. Α. Γ (2007). Σύγχρονη Οικονομετρία. Ανάλυση και


Εφαρμογές. Εκδόσεις Οικονομικού Πανεπιστημίου Αθηνών,
Αθήνα.

Δημέλη, Σ. (2002), Σύγχρονες Μέθοδοι Ανάλυσης Χρονολογικών Σειρών,


Εκδόσεις Κριτική, Αθήνα.

Δριτσάκη, Χ. και Μ. Δριτσάκη (2013.) Εισαγωγή στην Οικονομετρία με τη


χρήση του λογισμικού EViews, Εκδόσεις Κλειδάριθμος, Αθήνα.
269

Εισαγωγή στην Οικονομετρία / Γεωργίου Κ. Χρήστου -- 3η έκδ. --


Αθήνα: Gutenberg, 2007 -- 2 τ. : εικ. ; 25 εκ. + 1 CD-ROM (4 3/4 in.).
Εισαγωγή στην Οικονομετρία, Ενιαίο Γιώργος Χρήστου, 1029 σελ. ,
Εισαγωγή στην Οικονομετρία, τόμος 2 Γιώργος Χρήστου, 436 + ιστ΄ σελ.
Εισαγωγή στην Οικονομετρία-Ασκήσεις Γιώργος Χρήστου, 391 σελ.
Ιδιότητες οικονομετρικών εκτιμητών για μικρά δείγματα / Γεωργίου
Σ. Δονάτου -- Αθήνα: [χ.ό.], 1984 -- 192 σ. : πίν. ; 24 εκ.

Μαθηματικές μέθοδοι στα οικονομικά: θεωρία και εφαρμογές /


Αναστάσιος Π. Ξεπαπαδέας με τη συνεργασία Ιωάννη Χ. Γιαννίκου --
Αθήνα: Gutenberg, 2007-2009 -- 2 τ. : εικ. ; 25 εκ.

Οικονομετρία: βασική θεωρία και εφαρμογές / Ανδρέας Α.


Ανδρικόπουλος -- 3η έκδ. -- Αθήνα: Εκδ. Ευγ. Μπένου, 2003 -- 2 τ. : εικ.
; 24 εκ.

Στοιχεία Οικονομετρίας / Κ. Α. Αθανασιάδου -- Αθήναι: Παπαζήσης,


1954 -- 80 σ. : πίν. ; 24 εκ.

Συγχωνεύθηκε με Cahiers du seminaire d'econometrie για να σχηματίσει


Cahiers du seminaire d'econometrie
Τhe Review of Economics and Statistics

Τζαβαλής. Η. (2008). Οικονομετρία, Εκδόσεις Οικονομικού


Πανεπιστημίου Αθηνών, Αθήνα.

Το σύστημα Λεόντιεφ / Α. Α. Λάζαρη-Λάζαρης, Απόστολος Α.--Αθήναι:


Παπαζήσης, 1957-47 σ. : πίν. ; 24 εκ.
Χάλκος Γ. (2006), Οικονομετρία. Θεωρία και Πράξη, Εκδόσεις Β.
Γκιούρδας, Αθήνα
Χάλκος, Γ., Οικονομετρία. Θεωρία και Πράξη, Γκιούρας.

Χάλκος, Ε. Γ. (2011). Οικονομετρία, Εκδόσεις Gutenberg, Αθήνα.

Χρήστου Γ. (2002), Εισαγωγή στην Οικονομετρία (Τόμοι 1 & 2),ΕκδόσειςΓ.


Δάρδανος- Κ. Δάρδανος, Αθήνα
270

Χρήστου Γ.Κ., “Εισαγωγή στην Οικονομετρία”, Gutenberg, Αθήνα,


2002.

Χρήστου, Κ.Γ. (2002). Εισαγωγή στην Οικονομετρία. Εκδόσεις


Gutenberg, Αθήνα.

ΕΥΡΕΤΗΡΙΟ

analysis, 10, 11, 13, 16, 17, 18, 20, 21, 23, 169, 170, 171, 172, 174, 175, 176, 178,
25, 26, 27, 29, 30, 32, 34, 35, 36, 37, 38, 180, 181, 182, 183, 184, 186, 187, 188,
39, 42, 43, 48, 53, 54, 58, 59, 60, 61, 63, 189, 194, 198, 199, 200, 201, 203, 204,
64, 65, 68, 69, 71, 73 205, 207, 209, 210, 211, 212, 213, 214,
Ancient, 28, 29 215, 217, 218, 219, 221, 223, 225, 226,
Applied Econometrics, 8, 10, 92, 93, 94, 227, 230, 231, 232, 233, 234, 235, 237,
95, 96, 97 238, 239, 240, 242, 245, 246, 247, 249,
Athenian, 29 250, 251, 252, 253, 255, 258, 259, 260,
Balkan Wars, 22 265, 266, 267
Basic Econometric, 12 ECONOMETRIC, 17, 19, 21, 23, 25, 31,
Bayes, 120, 133, 137, 144, 145, 186, 195, 37, 48, 69
201, 207, 256, 262, 267 econometric methods, 10
Bayesian, 22, 23, 25, 40, 57, 71, 115, 120, Econometric modeling, 24, 28, 34, 35, 40,
121, 132, 133, 134, 140, 141, 143, 144, 48, 66
145, 148, 149, 153, 154, 159, 173, 176, Econometric models, 17, 23, 27, 30, 33,
177, 178, 179, 181, 190, 193, 196, 197, 35, 38, 41, 43, 45, 46, 50, 51, 52, 54, 57,
199, 200, 202, 203, 204, 205, 213, 224, 63, 64, 66, 68, 69, 72, 75
226, 227, 234, 235, 237, 239, 241, 243, Econometric Society, 7, 26
267 Econometric. Analysis, 18, 60
Bibliography, 24, 111, 115, 128 Econometrica, 7, 8, 10, 16, 51, 71, 75,
Ciompa, 7, 100, 101, 102, 103, 104, 105, 101, 102, 108, 112, 119, 121, 122, 124,
106, 107, 109, 110, 111 125, 126, 127, 130, 131, 132, 133, 135,
Econometric, 1, 7, 8, 10, 12, 13, 14, 15, 138, 142, 144, 145, 146, 147, 148, 150,
16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 154, 155, 156, 164, 167, 169, 170, 173,
27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 175, 176, 182, 186, 187, 188, 190, 193,
38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 194, 198, 202, 203, 204, 205, 209, 214,
49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 216, 217, 218, 220, 221, 222, 223, 224,
60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 225, 226, 227, 229, 231, 232, 233, 234,
71, 72, 73, 74, 75, 92, 93, 94, 95, 101, 235, 237, 240, 241, 242, 244, 246, 247,
106, 107, 108, 111, 112, 115, 116, 117, 248, 249, 251, 253, 256, 257, 259, 260,
118, 119, 120, 121, 122, 123, 124, 125, 264, 265, 266, 267
126, 127, 130, 131, 132, 133, 137, 140, econometrics, 7, 9, 60, 92, 93, 94, 95,
141, 142, 145, 146, 147, 148, 150, 151, 100, 101, 102, 103, 104, 105, 106, 107,
152, 153, 154, 155, 156, 158, 159, 160, 108, 109, 110, 111, 113
161, 162, 163, 164,165, 166, 167, 168,
271

Econometrics, 9, 11, 12, 13, 14, 15, 16, Growth, 39


17, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, Haavelmo, 10, 72
29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, Irving Fisher, 10, 58
40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, Keynes, 39, 42, 45
51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, Keynesianischen, 39
62, 63, 64, 65, 67, 68, 70, 71, 72, 73, 74, macroEconometric, 12, 43
75, 76,86, 94, 95, 96, 100, 101, 102, mathematical programming, 50
103, 104, 107, 109, 110, 111, 112, 113, Methodology, 16, 28, 45, 47, 49, 56, 57,
114, 115, 116, 117, 118, 119, 120, 121, 63
122, 123, 125, 126, 127, 128, 130, 131, MicroEconometric, 73
132, 133, 134, 135, 136, 137, 138, 139, Oekonometrie, 7, 100, 101, 102, 103,
140, 141, 142, 143, 145, 146, 147, 148, 104, 111
149, 150, 151, 152, 153, 154, 155, 156, Ökonometrie, 7
159, 160, 161, 162, 164, 165, 166, 167, Pawel Ciompa, 100, 101, 102, 107, 110,
168, 169, 170, 171, 172, 173, 174, 175, 111, 113
176, 177, 178, 179, 180, 181, 183, 184, Paweł Ciompa, 7, 9, 11
186, 187, 188, 189, 190, 191, 192, 193, Prize, 61
194, 195, 196, 197, 198, 200, 201, 202, profit, 22
203, 204, 205, 206, 207, 208, 209, 210, Ragnar Frisch, 7, 9, 10, 11, 27, 49, 72
211, 212, 213, 214, 215, 216, 217, 218, Ragnar Frisch,, 27, 100, 101, 111, 112
219, 220, 222, 223, 224, 225, 226, 227, Romans, 28
229, 230, 231, 232, 233, 234, 236, 237, Schumpeter, 105, 107, 108, 110, 112
238, 239, 240, 241, 242, 243, 244, 245, Simulation, 20, 25, 41
246, 247, 248, 249, 250, 251, 252, 253, statistical methods, 47
254, 255, 256, 257, 258, 259, 260, 261, statistics, 32, 35, 40, 41, 44, 46, 48, 50, 53,
262, 263, 264, 265, 266, 267 57, 73
economic, 63 Tinbergen, 7, 8, 9, 10, 37, 63, 64, 71
Economic, 9, 15, 17, 23, 24, 26, 28, 31, 32, Εconometric Methods, 12, 13, 22, 24, 26,
35, 36, 39, 45, 46, 48, 50, 51, 54, 55, 61, 35, 38, 45, 46, 47, 50, 51, 53, 57, 58, 60,
64, 66, 68, 69, 70, 71, 74 66, 67, 68
economic data, 11, 30, 61, 67, 73 Εφαρμοσμένη οικονομετρία, 82, 86, 90,
Economic growth, 48 91, 93, 94, 96, 97, 98, 99
Economic model, 31 ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ, 86, 90,
economic modelling, 27 91
Economic Reforms, 70 Θεωρητική Οικονομετρία, 89, 90, 91
economic relations, 11, 13 Λεξικό, 63
economic theory, 16, 17, 20, 25, 27, 36, ΟΙΚΟΝΟΜΕΤΡΙΑ, 10
37, 42, 60, 73, 74 Οικονομετρία, 1, 7, 8, 9, 10, 11, 27, 75, 76,
Economics, 9, 15, 16, 19, 22, 23, 24, 25, 77, 79, 80, 81, 82, 83, 85, 86, 87, 88, 89,
27, 28, 29, 30, 31, 33, 37, 45, 47, 48, 60, 90, 91, 92, 95, 96, 97, 98, 99, 100
61, 62, 64, 67, 71, 72 οικονομετρικά, 75, 76, 78, 79, 80, 81, 82,
economie, 16 84, 85
economy, 63 Οικονομετρικές προβλέψεις, 11
Economy, 22, 29, 39 οικονομετρική, 75, 76, 77, 78, 79, 81, 82,
economιtrie, 100, 101 83, 84
Elsewhere, 108 Οικονομετρική, 76, 77, 81, 84, 85
forecasting, 11, 13, 17, 19, 21, 48, 69, 73 οικονομετρικού, 77, 83
Frisch, 7, 9, 100, 101, 102, 107, 108, 109, οικονομετρικών, 78, 79, 80, 81, 83, 84
110, 111, 112 οικονομική, 42
Greece, 29 Οικονομική θεωρία, 11
Greek, 22 Οικονομικής διδασκαλίας, 42
272

οϊκονομομετρικής, 84 Π.χ., 63
ορισμός, 8, 10 πρώτη φορά, 7, 8, 10
ορισμός της οικονομετρίας, 10 συναρτησιακή σχέση, 10

S-ar putea să vă placă și