Econometrics: The New Palgrave

Front Cover
John Eatwell, Murray Milgate, Peter Newman
W. W. Norton & Company, 1990 - Econometrics - 285 pages
"First published in the New Palgrave: a dictionary of economics ... in four volumes, 1987"--T.p. verso. Includes bibliographical references.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Hashem Pesaran
1
Aggregation of economic relations Walter D Fisher
35
Bunch maps Wilfred Corlett
43
Causality in economic models Herbert A Simon
50
Discrete choice models Takeshi Amemiya
58
Dummy variables Pietro Balestra
70
Errors in variables Vincent J Geraci
80
Full and limited information methods Thomas J Rothenberg
88
Logit probit and tobit Forrest D Nelson
136
Lognormal distribution P E Hart
145
Multicollinearity Wilfred Corlett
158
Nonnested hypotheses M Hashem Pesaran
167
Path analysis Insan Tunali
174
econometric N E Savin
184
Seasonal variation Pietro Balestra
198
Simulation models Irma Adelman
225

Identification Cheng Hsiao
95
Information theory Esfandiar Maasoumi
101
Instrumental variables Charles E Bates
113
Leads and lags Olivier Jean Blanchard
123
Specification problems in econometrics Edward E Leamer
238
Transformation of statistical variables D R Cox
257
Wiener process A G Malliaris
276
Copyright

Other editions - View all

Common terms and phrases

About the author (1990)

John Eatwell is President of Queens' College, Cambridge.


Lance Taylor is the Arnhold Professor of International Cooporation and Development at the New School University.

Professor Peter Newman was born in Mitcham, Surrey and educated at University College, London and Nuffield College, Oxford. He held posts at the Admiralty's Department of Operational Research and in the Planning Secretariat of Ceylon before becoming a lecturer at the University of West Indies. From
1966 until his retirement in 1990 he was Professor of Political Economy at Johns Hopkins University, Baltimore, and later Emeritus Professor. He died in New Zealand in November 2001.

Bibliographic information