Econometrics

Originally published in 1984. This book brings together a reasonably complete set of results regarding the use of Constraint Item estimation procedures under the assumption of accurate specification...

An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters which cover limited dependent variables and panel data, is a key resource for all graduate and advanced undergraduate students of econometrics and fina..

Originally published in 1970. Input-output analysis has been described as the "lynch-pin of modern economic planning". This book presents the proceedings of the 1968 Manchester Conference including six papers, each followed by discussion, and summaries of ongoing and proposed research which were add..

Originally published in 1979. This book talks about how input/output databases illuminate problems of economic policy at the national, regional, and corporate level. It discusses such issues as the right to individual privacy, corporate secrecy, and the public’s right of access to stored data...

For beginning econometrics students or practitioners, the book illustrates the application of econometric methods to empirical analysis of economic issues perfectly. Its comprehensive treatment uncovers the missing link between economic theory and econometrics...

Originally published in 1984. This book is invaluable to economists wishing to understand the mathematics behind the logic of economic theory. It provides a basic introduction to fundamental mathematical ideas of topology and calculus, and uses these to present modern singularity theory and isolated..

This book considers the mathematical and quantative sides of economics and considers problems that have arisen in adapting these tools from other fields and their limitations in contemporary economic theory...

This work examines the contribution of the Austrian school to our understanding of markets as economic processes...

Originally published in 1985. This book presents a critical appraisal of developments in mathematical methods and models that facilitate the understanding of the processes of economic dynamics and prediction. It includes work from the fields of mathematics, statistics and economics...

This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It was originally published as a special issue of Applied Financial Econ..

Ragnar Frisch was one of the founders of economics as a modern science. This set of lecture notes is a rare exhibition of Frisch’s overview on econometrics, offering an accessible and astute description of economic and econometric modelling...

This book presents memoirs of intellectual lives. In conversation with cliometricians of the next generation, twenty-five pioneering scholars reflect on changes in the practice of economic history they have observed and have helped to bring about...