Xin giới thiệu tới các Saganors bộ sổ tay kinh tế tượng. Các bạn download tài liệu theo đường links để tham khảo…

Handbook of Econometrics Vols. 1-4

Part 1 – Mathematical and Statistical Methods in Econometrics

1. Linear Algebra and Matrix Methods in Econometrics – Henri Theil
2.
Statistical Theory and Econometrics – Arnold Zellner

Part 2 – Econometric Models

3. Economic and Econometric Models – Michael D. Intriligator
4.
Identification – Cheng Hsiao
5.
Model Choice and Specification Analysis – Edward E. Leamer

Part 3 – Estimation and Computation

6. Non-linear Regression Models – Takeshi Amemiya
7.
Specification and Estimation of Simultaneous Equation Models – Jerry A. Hausman
8.
Exact Small Sample Theory in the Simultaneous Equations Model – P. C. B. Phillips
9.
Bayesian Analysis of Simultaneous Equation Systems – J.H. Drèze and Jean-François Richard
10.
Biased Estimation – G. G. Judge and M. E. Bock
11.
Estimation for Dirty Data and Flawed Models – W.S. Krasker, Edwin Kuh and Roy E. Welsch
12.
Computational Problems and Methods – Richard E. Quandt

Volume 2

Edited by: Zvi Griliches and Michael D. Intriligator

Part 4 – Testing

13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics- Robert F. Engle
14.
Multiple Hypothesis Testing – N. E. Savin
15.
Approximating the Distributions of Econometric Estimators and Test Statistics – T.J. Rothenberg
16.
Monte Carlo Experimentation in Econometrics – David F. Hendry

Part 5 – Time Series Topics

17. Time Series and Spectral Methods in Econometrics – C. W. J. Granger and Mark W. Watson
18.
Dynamic Specification – David F. Hendry, Adrian R. Pagan and J. Denis Sargan
19.
Inference and Causality in Economic Time Series Models – John Geweke
20.
Continuous Time Stochastic Models and Issues of Aggregation Over Time – A. R. Bergstrom
21.
Random and Changing Coefficient Models – Gregory C. Chow
22.
Panel Data – Gary Chamberlain

Part 6 – Special Topics in Econometrics-1

23. Latent Variable Models in Econometrics – D.J. Aigner, C. Hsiao, A. Kapteyn and T. Wansbeek
24.
Econometric Analysis of Qualitative Response Models – Daniel L. McFadden

Volume 3

Edited by: Zvi Griliches and Michael D. Intriligator

Part 7 – Special Topics in Econometrics: 2

25. Economic Data Issues – Zvi Griliches
26.
Functional Forms in Econometric Model Building – Lawrence J. Lau
27.
Limited Dependent Variables – Phoebus J. Dhrymes
28.
Disequilibrium, Self-selection, and Switching Models – G. S. Maddala
29.
Econometric Analysis of Longitudinal Data – J. J. Heckman and B. Singer

Part 8 – Selected Applications and Uses of Econometrics

30. Demand Analysis – Angus Deaton
31.
Econometric Methods for Modeling Producer Behavior – Dale W. Jorgenson
32.
Labor Econometrics – James J. Heckman and Thomas E. Macurdy
33.
Evaluating the Predictive Accuracy of Models – Ray C. Fair
34.
New Econometric Approaches to Stabilization Policy – John B. Taylor
35.
Economic Policy Formation: Theory and Implementation – Lawrence R. Klein

Volume 4

Edited by: Robert F. Engle and Daniel L. McFadden

Preface - Robert F. Engle and Daniel L. McFadden

Part 9 – Econometric Theory

36. Large Sample Estimation and Hypothesis Testing – Whitney K. Newey and Daniel McFadden
37.
Empirical Process Methods in Econometrics – Donald W. K. Andrews
38.
Applied Nonparametric Methods – Wolfgang Härdle and Oliver Linton
39.
Methodology and Theory for the Bootstrap – Peter Hall
40.
Estimation Methods for LDV Models Using Simulation – V.A. Hajivassiliou and P.A. Ruud
41.
Estimation of Semiparametric Models – James L. Powell
42.
Restrictions of Economic Theory in Nonparametric Methods – Rosa L. Matzkin
43.
Analog Estimation of Econometric Models – Charles F. Manski
44.
Testing Non-Nested Hypotheses – C. Gourieroux and A. Monfort

Part 10 – Theory and Methods for Dependent Processes

45. Estimation and Inference for Dependent Processes – Jeffrey M. Wooldridge
46.
Unit Roots, Structural Breaks and Trends – James H. Stock
47.
Vector Autoregressions and Cointegration – Mark W. Watson
48.
Aspects of Modelling Nonlinear Time Series – T. Teräsvirta, D. Tjøstheim and C.W.J. Granger
49
ARCH Models – Tim Bollerslev, Robert F. Engle and Daniel B. Nelson
50.
State-Space Models – James D. Hamilton
51.
Structural Estimation of Markov Decision Processes – John Rust

www.saga.vn

 

0 Comments

You can be the first one to leave a comment.

Leave a Comment

 




 
*