Selected Readings in Econometrics from Econometrica
The twenty-two articles collected in this book have had and continue to have a considerable impact on the development of econometrics. Since limits must be set in such a broad field, selections have been restricted to articles dealing primarily with statistical methods to economic models.
The editors have attempted to balance articles on econometric methodology with those on econometric application. The result is both discerning and representative, with chapters ranging over such subject matter as the stock market, hybrid corn, international comparison of household expenditure patterns, the demand for durable goods, as well as the use of econometric models in guiding economic policy and identification problems in model construction. There are also a number of chapters on simultaneous equations: three-stage least squares, canonical correlation theory, alternative estimators, the costs of approximate specification, and the statistical implications of a system of simultaneous equations.
Both students and professional practioners of econometrics will find this a convenient reference book and a historical document of the growth and changing emphasis of the subject over the past three decades.
Alfred Cowles, R. Frisch and F. V. Waugh, T. Haavelmo, C. F. Roos and V. S. Von Szeliski, H. B. Mann and A. Wald, L. R. Klein, T. C. Koopmans, H. Chenery, T. M. Brown, R. L. Basmann, Z. Griliches, H. S. Houthakker, J. Tobin, J. W. Hooper, I. Adelman and F. L. Adelman, R. Stone and D. A. Rowe, T.-C. Liu, F. M. Fisher, A. Zellner and H. Theil, T. J. Rothenberg and C. T. Leenders, M. Nerlove, and G. C. Chow