Advances in Econometrics

Table of Contents

• Part I. Qualitative response models
• 1. Qualitative response models Daniel McFadden
• Part II. The structural analysis of longitudinal data:
• 2. The identification problem in econometric models for duration data James J. Heckman and Burton Singer
• Part III. Experimentation in econometrics:
• 3. The effects of time in economic experiments Jerry A. Hausman
• Part IV. Small-sample distribution theory:
• 4. Some recent developments on the distributions of single-equation estimators T. W. Anderson
• 5. Best uniform and modified Pade approximants to probability densities in econometrics P. C. B. Phillips
• Part V. Topics in time-series analysis:
• 6. Identifiability and problems of model selection in econometrics R. E. Kalman
• Part VI. Testing for causation and exogeneity:
• 7. Causality, exogeneity, and inference John Geweke
• 8. Generating mechanisms, models, and causality C. W. J. Granger
• Part VII. Alternative tests and estimators:
• 9. Comparing alternative asymptotically equivalent tests Thomas J. Rothenberg
• 10. Conflict among testing procedures in a linear regression model with lagged dependent variables G. B. A. Evans and N. E. Savin
• Part VIII. Modeling centrally planned economies:
• 11. Macroeconomic modeling based on econometric and simulation models for the Polish economy Zbigniew Czerwiriski and Wladyslaw Welfe.
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