Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W.J. Granger : [Research Reviews]

C.W.J. Granger and P. Newbold (1974), 'Spurious Regressions in Econometrics', Journal of Econometrics, 2 (2), July, 111-20 -- C.W.J. Granger (1981), 'Some Properties of Time Series Data and Their Use in Econometric Model Specification', Journal of Econometrics, 16 (1) May, 121-30...

Full description

Main Author: Mulhearn, Chris
Corporate Author: Edward Elgar Publishing
Other Authors: Vane, Howard R.
Format: eBook
Language:English
Published: Cheltenham, UK Edward Elgar 2009
Series:An Elgar reference collection
Subjects:
Online Access:
Collection: Edward Elgar eBook Archive - Collection details see MPG.ReNa
LEADER 05667nmm a2200445 u 4500
001 EB001835573
003 EBX01000000000000001002019
005 00000000000000.0
007 cr|||||||||||||||||||||
008 180626 ||| eng
020 |a 9781785362842 
050 4 |a HB171 
100 1 |a Mulhearn, Chris 
245 0 0 |a Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W.J. Granger  |h Elektronische Ressource  |b [Research Reviews]  |c edited by Howard R. Vane and Chris Mulhearn 
260 |a Cheltenham, UK  |b Edward Elgar  |c 2009 
300 |a xiii, 588 pages 
600 1 4 |a Engle, R. F / (Robert F.) 
600 1 4 |a Haavelmo, Trygve 
600 1 4 |a Granger, C. W. J / (Clive William John) / 1934-2009 
600 1 4 |a McFadden, Daniel 
600 1 4 |a Heckman, James J / (James Joseph) 
653 |a Economics 
700 1 |a Vane, Howard R. 
710 2 |a Edward Elgar Publishing 
041 0 7 |a eng  |2 ISO 639-2 
989 |b ZDB-1-EWE  |a Edward Elgar eBook Archive 
490 0 |a An Elgar reference collection 
856 |u http://www.gbv.de/dms/zbw/585420823.pdf  |3 Inhaltsverzeichnis  |x Verlag 
856 |u http://www.zentralblatt-math.org/zmath/en/search/?an=1166.91303  |3 Inhaltstext  |x Verlag 
856 |u https://www.elgaronline.com/view/Research_Reviews/9781847208392/9781847208392.xml  |3 Volltext  |x Verlag 
082 0 |a 330 
520 |a C.W.J. Granger and P. Newbold (1974), 'Spurious Regressions in Econometrics', Journal of Econometrics, 2 (2), July, 111-20 -- C.W.J. Granger (1981), 'Some Properties of Time Series Data and Their Use in Econometric Model Specification', Journal of Econometrics, 16 (1) May, 121-30 -- C.W.J. Granger and A.A. Weiss (1983), 'Time Series Analysis of Error-Correction Models', in Samuel Karlin (ed), Takeshi Amemiya (ed) and Leo A. Goodman (ed) (eds), Studies in Econometrics, Time Series, and Multivariate Statistics, New York: Academic Press, 255-78 
520 |a Recommended readings (Machine generated): Trygve Haavelmo (1943a), 'The Statistical Implications of a System of Simultaneous Equations', Econometrica, 11 (1), January, 1-12 -- Trygve Haavelmo (1943b), 'Statistical Testing of Business-Cycle Theories', Review of Economic Statistics, 25 (1), February, 13-18 -- Trygve Haavelmo (1944), 'The Probability Approach in Econometrics', Econometrica, 12, Supplement, July, iii-viii, 1-115 -- M.A. Girshick and Trygve Haavelmo (1947), 'Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations', Econometrica, 15 (2), April, 79-110 -- James Heckman (1974), 'Shadow Prices, Market Wages, and Labor Supply', Econometrica, 42 (4), July, 679-94 -- James J. Heckman (1976), 'A Life-Cycle Model of Earnings, Learning, and Consumption', Journal of Political Economy, 84 (4, Part 2), August, S11-S44, references --  
520 |a C.W.J. Granger (1969), 'Investigating Causal Relations by Econometric Models and Cross-Spectral Methods', Econometrica, 37 (3), July, 424-38 -- J.M Bates and C.W.J. Granger (1969), 'The Combination of Forecasts', Operational Research Quarterly, 20 (4), December, 451-68 
520 |a Daniel McFadden (1976), 'The Revealed Preferences of a Government Bureaucracy: Empirical Evidence', Bell Journal of Economics, 7 (1), Spring, 55-72 -- Daniel McFadden (1978), 'Modelling the Choice of Residential Location', in Anders Karlqvist (ed), Lars Lundqvist (ed), Folke Snickars (ed) and Jörgen W. Weibull (ed) (eds), Spatial Interaction Theory and Planning Models, Chapter 3, Amsterdam: North-Holland, 75-96 -- Robert F. Engle (1982), 'Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation', Econometrica, 50 (4), July, 987-1007 -- Robert F. Engle, David M. Lilien and Russell P. Robins (1987), 'Estimating Time Varying Risk Premia in the Term Structure: The ARCH-M Model', Econometrica, 55 (2), March, 391-407 -- Robert F. Engle and C.W.J. Granger (1987), 'Co-integration and Error Correction: Representation, Estimation, and Testing', Econometrica, 55 (2), March, 251-76 --  
520 |a This groundbreaking series brings together a critical selection of key papers by the Nobel Memorial Laureates in Economics that have helped shape the development and present state of economics. The editors have organised this comprehensive series by theme and each volume focuses on those Laureates working in the same broad area of study. The careful selection of papers within each volume is set in context by an insightful introduction to the Laureates' careers and main published works. This landmark series will be an essential reference for scholars throughout the world 
520 |a James J. Heckman (1979), 'Sample Selection Bias as a Specification Error', Econometrica, 47 (1), January, 153-61 -- James Heckman (1990), 'Varieties of Selection Bias', American Economic Review, Papers and Proceedings, 80 (2), May, 313-18 -- Stephen V. Cameron and James J. Heckman (1998), 'Life Cycle Schooling and Dynamic Selection Bias: Models and Evidence for Five Cohorts of American Males', Journal of Political Economy, 106 (2), April, 262-333 -- James J. Heckman, Thomas M. Lyons and Petra E. Todd (2000), 'Understanding Black-White Wage Differentials, 1960-1990', American Economic Review, 90, (2), May, 344-9 -- Daniel McFadden (1974), 'Conditional Logit Analysis of Qualitative Choice Behavior', in Paul Zarembka (ed) (ed.), Frontiers in Econometrics, Chapter 4, New York: Academic Press, 105-42 -- Daniel McFadden (1975), 'The Revealed Preferences of a Government Bureaucracy: Theory', Bell Journal of Economics, 6 (2), Autumn, 401-16 --