- Advanced Econometrics
- Takeshi Amemiya
- Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
- Hardcover 1985
- Growth and Structural Transformation
- Kwang Suk Kim
- Michael Roemer
- Hardcover 1979
- The History of Statistics
- Stephen M. Stigler
- Stigler shows how statistics arose from the interplay of mathematical concepts and the needs of several applied sciences including astronomy, geodesy, experimental psychology, genetics, and sociology. His emphasis is upon how, when, and where the methods of probability theory were developed for measuring uncertainty in experimental and observational science, for reducing uncertainty, and as a conceptual framework for quantative studies in the social sciences.
- Hardcover 1986 / Paperback 1990
- Introduction to Statistics and Econometrics
- Takeshi Amemiya
- This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Unlike many statistics texts, it discusses regression analysis in depth. And unlike many econometrics texts, it offers a thorough treatment of statistics. Although its only mathematical requirement is multivariate calculus, it challenges the student to think deeply about basic concepts.
- Hardcover 1994
- Solutions Manual for Recursive Methods in Economic Dynamics
- Claudio Irigoyen
- Esteban Rossi-Hansberg
- Mark L. J. Wright
- Paperback 2003