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Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W.J. Granger.

Author: Howard R Vane; Chris Mulhearn
Publisher: Cheltenham, UK ; Northampton, MA : Edward Elgar, ©2009.
Series: Elgar reference collection.; Pioneering papers of the Nobel Memorial Laureates in Economics, 3.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Named Person: Trygve Haavelmo; James J Heckman; Daniel McFadden; R F Engle; C W J Granger; R F Engle; C W J Granger; Trygve Haavelmo; James J Heckman; Daniel McFadden; Trygve M Haavelmo; Trygve M Haavelmo; James J Heckman; Daniel McFadden; Robert F Engle; Clive W J Granger
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Howard R Vane; Chris Mulhearn
ISBN: 9781847208392 1847208398
OCLC Number: 271774484
Description: xiii, 588 pages : illustrations ; 25 cm.
Contents: Contents:AcknowledgementsGeneral IntroductionPART I TRYGVE HAAVELMOIntroduction to Part IHoward R. Vane and Chris Mulhearn1. Trygve Haavelmo (1943a), `The Statistical Implications of a System of Simultaneous Equations'2. Trygve Haavelmo (1943b), `Statistical Testing of Business-Cycle Theories'3. Trygve Haavelmo (1944), `The Probability Approach in Econometrics'4. M.A. Girshick and Trygve Haavelmo (1947), `Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations'PART II JAMES J. HECKMAN Introduction to Part IIHoward R. Vane and Chris Mulhearn5. James Heckman (1974), `Shadow Prices, Market Wages and Labor Supply'6. James J. Heckman (1976), `A Life-Cycle Model of Earnings, Learning, and Consumption'7. James J. Heckman (1979), `Sample Selection Bias as a Specification Error'8. James Heckman (1990), `Varieties of Selection Bias'9. Stephen V. Cameron and James J. Heckman (1998), `Life Cycle Schooling and Dynamic Selection Bias: Models and Evidence for Five Cohorts of American Males'10. James J. Heckman, Thomas M. Lyons and Petra E. Todd (2000), `Understanding Black-White Wage Differentials, 1960-1990'PART III DANIEL L. McFADDEN Introduction to Part IIIHoward R. Vane and Chris Mulhearn11. Daniel McFadden (1974), `Conditional Logit Analysis of Qualitative Choice Behavior'12. Daniel McFadden (1975), `The Revealed Preferences of a Government Bureaucracy: Theory'13. Daniel McFadden (1976), `The Revealed Preferences of a Government Bureaucracy: Empirical Evidence'14. Daniel McFadden (1978), `Modelling the Choice of Residential Location'PART IV ROBERT E. ENGLE Introduction to Part IVHoward R. Vane and Chris Mulhearn15. Robert F. Engle (1982), `Autoregressive Conditional Heteroscedasticity With Estimates of the Variance of United Kingdom Inflation'16. Robert F. Engle, David M. Lilien and Russell P. Robins (1987), `Estimating Time-Varying Risk Premia in the Term Structure: the ARCH-M Model'17. Robert F. Engle and C.W.J. Granger (1987), `Co-integration and Error Correction: Representation, Estimation and Testing'PART V CLIVE W.J. GRANGER Introduction to Part VHoward R. Vane and Chris Mulhearn18. C.W.J. Granger (1969), `Investigating Causal Relations by Econometric Models and Cross-Spectral Methods'19. J.M Bates and C.W.J. Granger (1969), `The Combination of Forecasts'20. C.W.J. Granger and P. Newbold (1974), `Spurious Regressions in Econometrics'21. C.W.J. Granger (1981), `Some Properties of Time Series Data and Their Use in Econometric Model Specification'22. C.W.J. Granger and A.A. Weiss (1983), `Time Series Analysis of Error Correction Models'Name Index
Series Title: Elgar reference collection.; Pioneering papers of the Nobel Memorial Laureates in Economics, 3.
Responsibility: edited by Howard R. Vane and Chris Mulhearn.
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