Jan Tinbergen presented the first macroeconometric model of the Dutch economy to a meeting in The Hague in October 1936. Since that time econometric models of national economies have developed enormously and proliferated worldwide, thanks to improvements in economic data, progress in economic...

Professor Richard Quandt has made a unique contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole.

New Perspectives in Econometric Theory comprises specially selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form; nonlinear and nonparametric regression; instrumental variables and generalized method of...

Halbert White has made a major contribution to key areas of econometrics including specification analysis, specification testing, encompassing and Cox tests, and model selection. This book presents his most important published work supplemented with new material setting his work in context.

John Chipman is one of the most esteemed economists working in international trade theory. This major reference work presents in an accessible form his principal theoretical surveys. It explores the evolution of thought from classical to new-classical and on to modern theory. The work remains...

Takeshi Amemiya has made a significant contribution to econometric theory over the past 30 years. This volume brings together 34 of his key articles and papers on areas such as limited dependent variables, non-linear simultaneous equations models, time series analysis and error components...

There is much confusion in the economics literature on wage determination and the employment–inflation trade-off. Few model builders pay as much careful attention to the definition and meaning of long-run concepts as did Albert Ando. Expanding on years of painstaking work by Ando, the...

This challenging and original book takes a fresh, innovative look at econometrics, and re-examines the scientific standing of structural econometrics as developed by the founders (Frisch and Tinbergen) and extended by Haavelmo and the Cowles modellers (particularly Klein) during the period...

This outstanding collection of William Brock’s essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds...

Volume 2 collects the author’s most influential work on the theory of international movements of capital (both physical and financial). The main emphasis is the effects of these movements on resource allocation within countries, and the consequent changes in relative prices and thus both real...