The McGraw-Hill Series Economics essentials of economics brue, McConnell, and Flynn Essentials of Economics

Specialized
Belsley, David A., Edwin Kuh, and Roy E. Welsh,
Regression
Diagnostics: Identifying Influential Data and Sources of
Collinearity,
John Wiley & Sons, New York, 1980.
Dhrymes, P. J.,
Distributed Lags: Problems of Estimation
and Formulation,
Holden-Day, San Francisco, 1971.
Diebold, Francis X., 
Elements of Forecasting,
2d ed., South-
Western Publishing, 2001.
Goldfeld, S. M., and R. E. Quandt,
Nonlinear Methods of
Econometrics,
North-Holland, Amsterdam, 1972.
Gourieroux, Christian, 
Econometrics of Qualitative
Dependent Variables,
Cambridge University Press, New
York, 2000.
Graybill, F. A.,
An Introduction to Linear Statistical Models
,
vol. 1, McGraw-Hill, New York, 1961.
Hamilton, James D.,
Time Series Analysis,
Princeton
University Press, Princeton, NJ, 1994.
Maddala, G. S., and Kim In-Moo, 
Unit Roots,
Cointegration, and Structural Change,
Cambridge
University Press, New York, 1998.
Mills, T. C.,
Time Series Techniques for Economists,
Cambridge University Press, 1990.
Rao, C. R.,
Linear Statistical Inference and Its Applications,
2d ed., John Wiley & Sons, New York, 1975.
Zellner, A.,
An Introduction to Bayesian Inference in
Econometrics,
John Wiley & Sons, New York, 1971.
Applied
Berndt, Ernst R.,
The Practice of Econometrics: Classic
and Contemporary,
Addison-Wesley, 1991.
Bridge, J. I.,
Applied Econometrics,
North-Holland,
Amsterdam, 1971.
Charemza, Wojciech W., and Derek F. Deadman, 
New
Directions in Econometric Practice: General to Specific
Modelling, Cointegration and Vector Autoregression,
2d ed.,
Edward Elgar Publisher, New York, 1997.
Cramer, J. S.,
Empirical Econometrics,
North-Holland,
Amsterdam, 1969.
Desai, Meghnad,
Applied Econometrics,
McGraw-Hill,
New York, 1976.
Kennedy, Peter,
A Guide to Econometrics,
4th ed., MIT
Press, Cambridge, MA., 1998.
Leser, C. E. V.,
Econometric Techniques and Problems,
2d ed., Hafner, London, 1974.
Mills, T. C.,
The Econometric Modelling of Financial Time
Series,
Cambridge University Press, 1993.
Mukherjee, Chandan, Howard White, and Marc Wuyts,
Econometrics and Data Analysis for Developing Countries,
Routledge, New York, 1998.
Patterson, Kerry,
An Introduction to Applied Econometrics:
A Time Series Approach,
St. Martin’s Press, New York, 2000.
Rao, Potluri, and Roger LeRoy Miller,
Applied
Econometrics,
Wadsworth, Belmont, CA., 1971.
Note:
For a list of the seminal articles on the various topics discussed in this book, please refer to the extensive bibliography
given at the end of each chapter in Fomby et al., cited above.
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Name Index
A
Achen, Christopher H., 206n, 326
Afifi, T., 500n
Aigner, Dennis J., 150n, 246n
Aldrich, John H., 541n, 547, 553n, 556n
Alexander, Carol, 739n, 762n
Ali, M. M., 383n
Allen, R. G. D., 803n
Allison, Paul D., 607n
Almon, Shirley, 645
Alt, F. F., 623
Amemiya, T., 547n, 572
Anderson, R. L., 136n
Asteriou, Dimitrios, 601n, 799n
Atkinson, A. C., 498n
B
Baltagi, Badi H., 264n, 492n, 592, 616n
Bancroft, T. A., 136n
Bandyopadhyay, Subhayu, 616
Bartels, Robert, 376n
Bartlett, M. S., 753n
Basmann, Robert, 719
Bassett, G., 388n
Batten, D. B., 652n
Beckenback, E. F., 653n
Becker, Gary S., 30
Becker, William, 588
Belsley, D. A., 340n
Bera, A. K., 131n, 260n, 319n, 450n, 791n
Berenblutt, I. I., 445n
Berndt, Ernst R., 46, 176n, 264n, 357n
Bernoulli, Daniel, 822
Blanchard, Olivier J., 169n, 342n, 657n
Blaug, Mark, 69n, 516
Blumstein, A., 362n
Blundell, Richard, 179n
Bodkin, Ronald, 526n
Boes, Duane C., 143n, 837
Bok, Derek, 584
Bollersley, T., 796n
Bowen, William G., 584
Box, G. E. P., 187n, 753, 754n, 773n
Bradley, R. A., 346n
Brechling, F. P. R., 662
Breen, Richard, 574n
Brenner, Reuven, 12
Breusch, T. S., 385n, 438, 439, 605n
Brownlee, K. A., 125n, 238n, 239n
Brunner, K., 653n, 684
Buckland, William R., 395n, 413n
Buse, A., 259n
C
Cagan, Phillip, 408n, 630
Cameron, A. Colin, 499n, 605n, 606
Cameron, S., 202n
Campbell, John Y., 765n
Cappelleri, Joseph, 551
Carlson, Keith M., 489, 620n
Caskey, John P., 587
Chamberlain, G., 592n, 668n
Charemza, Wojciech W., 12, 217n, 496,
655n, 738n, 739n, 746n, 759n, 771n
Chatterjee, Samprit, 136n, 312n, 346n,
357n
Cheng Hsiao, 526n
Chiang, Alpha C., 212n, 802n, 848n
Chow, Gregory C., 256n, 257, 639n
Christ, Carl F., 269n, 712n
Clinton, William J., 32
Cochrane, D., 455n
Cohen, J., 362n
Cohen, Malcolm S., 549, 550n
Colander, David, 12
Cole, Don, 900n
Conlisk, J., 342n
Cook, Philip, 612
Cox, D. R., 187n, 557n
Craig, Allen T., 101n, 112n, 145n
Cramer, Harald, 99n
Cramer, J. S., 583
Cromwell, Jeff B., 738n
Cuthbertson, Keith, 467n, 657n, 741n,
788, 789n
D
Darnell, Adrian C., 1n, 12, 259n, 295n,
386n, 473n, 499
Davidson, James, 36n, 63, 63n, 400, 437n,
474n, 647, 648
Davidson, Russell, 59n, 260, 357n, 375n,
443n, 490n, 510n, 525n, 529n,
795n, 796n
De Long, J. Bradford, 121n, 124
de Marchi, Neil, 12
Deadman, Derek F., 12, 217n, 496,
655n, 738n
Deaton, Angus, 835n, 836
Demarsi, Alfred, 556n, 583
Dey, John H., 12
Dhrymes, Phoebus J., 374n
Dickey, David A., 755, 756, 758, 759n,
763n, 893n
Diebold, Francis X., 291n, 495n, 653
DiNardo, John, 498n, 607
Doran, H. E., 635n
Dornbusch, Rudiger, 633n, 677n
Dougherty, Christopher, 356n, 518n
Draper, Norman R., 346n, 430n, 495n, 497,
517n, 529n, 535n
Duesenberry, James S., 712n
Duncan, Alan, 597n, 600n
Durbin, J., 434n, 435, 456n, 465, 637n,
638, 703n
Duval, Robert D., 510n
E
Eisenhart, C., 434, 892n
Elashoff, R. M., 500n
Elgar, Edward, 217n, 499n
Elias, Victor J., 251n, 537n
Elliot, Graham, 759
Enders, Walter, 738n, 799n
Engel, Ernst, 165
Engle, R. F., 482, 755n, 763n, 764,
769, 791n
Evans, J. Lynne, 1n, 12
Evans, M. A., 388n
F
Fair, Ray, 312n, 541n, 575n
Fama, Eugene, 464
Farebrother, R. W., 434n, 889n
Farley, John U., 685
Farrar, D. E., 338
Feldstein, Martin, 178n, 511
Fennet, D. J., 586n
Fiebig, Denzil G., 376n
Fischer, Stanley, 633n, 677n
Fisher, Irving, 661n
Fisher, R. A., 115, 136
Fisher, Robert J., 221n
Fogler, H. Russell, 136
Fomby, Thomas B., 238n, 241n, 296n,
437n, 485n, 488n, 789
Fox, John, 278n, 400, 497n, 498n, 529n
Franses, Philip Hans, 791
905
Page numbers followed by n indicate material found in notes.
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Judge, George G., 124n, 179n, 206n, 339n,
346n, 347n, 383n, 395n, 437n,
592n, 899n
K
Katos, A. V., 668n, 669n, 733n, 738n
Kaufman, Bruce E., 277n
Kendall, Maurice G., 19, 99n, 381n,
395n, 413n
Kennedy, Peter, 73n, 217n, 263n, 282n,
313n, 326n, 342n, 356n, 357n,
467n, 476, 485n, 511, 513, 574n
Keynes, John Maynard, 3, 7, 8
Kim, Moshe, 593, 760
Kinal, T., 788n
King, M. L., 388n
Kiviet, J. F., 638n
Klein, Lawrence R., 339n, 357, 358n,
637n, 679, 712
Kleinbaum, David G., 340n
Kmenta, Jan, 119n, 122n, 317, 337, 411n,
422n–424n, 471n, 490, 640n, 691n,
717n
Koenker, R., 386n, 388n
Koop, Gary, 653n, 738n, 764n, 794n
Koopmans, Tjalling C., 1n, 715n
Korosi, Gabor, 434n, 638n
Kosters, M., 360n
Koyck, L. M., 624n, 625, 626
Kramer, J. S., 554n
Krugman, Paul R., 621n
Kuh, Edwin, 340n, 343n, 712n
Kumar, Krishna, 351
Kupper, Lawrence L., 340n
Kutner, Michael H., 111n, 187n, 531n,
578n, 589n
L
Labys, Walter C., 738n
Lang, Kevin, 121n, 124
Langer, Sidney, 308
Lawler, K. A., 668n, 669n, 733n, 738n
Leamer, Edward E., 320n, 326, 515n
Lee, A., 15n
Lee, Cheng F., 727
Lee, Peter M., 12
Lee, T. C., 592n
Lehman, E. L., 115n
Lemeshow, Stanley, 580n
Lerman, Robert L., 549, 550n
Leuthold, Jane, 305n
Lev, Joseph, 834n
Levitt, Harold J., 685
Levy, Haim, 135n, 147n, 271
Lewis, Stephen R., 387n
Lewis-Beck, Michael S., 541n
906