応用計量経済学全 4 巻

KS-4146 / July 2015
ご注文承り中!!
【経済学、計量経済学、統計学】

計量経済学の方法論と諸分野への応用に関する重要論文集

W.グリーン編
応用計量経済学
全4巻
Applied Econometrics. 4 vols.
Greene, William (ed.), Applied Econometrics: Critical Concepts in Economics. 4 vols. (Critical Concepts in Economics) 1616 pp. 2015:12 (Routledge,
UK) <624-391>
ISBN 978-1-138-01444-2
hard set
計量経済学の創始者である R.フリッシュは、計量経済学は「経済問題への、理論的・量
的アプローチと経験的・量的アプローチの統合」であると述べました。計量経済学は 1930
～40 年代に形成され始め、今や多くの研究者の注目を集める分野となっています。
好評を博した『計量経済学の台頭』（下記参照）に続いて、本書は計量経済学の方法論
及びその応用に関する研究を収録しています。第 1 巻は「方法論－基礎」
「方法論－現代
の実践」
「ミクロ計量経済学」
「マクロ計量経済学」
、第 2 巻は「モデルの特定化」
「モデル
の推定」
「推測」
、第 3 巻は「検定」
「産業組織」
「医療計量経済学」
「労働経済学」
「生産と
生産性」
「金融計量経済学」、第 4 巻は「処理、評価、因果推論」
「パネルデータ」
「空間計
量経済学」
「ツール」から構成されています。
本書を経済学、計量経済学、統計学等に関心を持つ研究者・研究室にお薦めいたします。
<<関連文献>>
計量経済学の台頭－経済学の重要概念全 4 巻
Qin, Duo (ed.), The Rise of Econometrics: Critical Concepts in Economics. 4
vols. (Critical Concepts in Economics) 1758 pp. 2013 (Routledge, UK)
<589-236>
★hard set
ISBN 978-0-415-61678-2
<<収録論文明細>>
VOLUME I
Part 1: Methodology—Foundation
1. R. Frisch and F. Waugh, ‘Partial Time Regressions as Compared with Individual Trends’,
1933
2. E. Working, ‘What Do Statistical Demand Curves Show’, 1926
Part 2: Methodology—Modern Practice
3. D. F. Hendry, ‘Modelling UK Inflation, 1875–1991’, 2001
4. L. Hansen, ‘Large Sample Properties of Generalized Method of Moments Estimators’, 1982
5. C. Manski, ‘Nonparametric Bounds on Treatment Effects’, 1990
6. H. White, ‘Maximum Likelihood Estimation of Misspecified Models’, 1982
7. J. Heckman, ‘Sample Selection as a Specification Error’, 1979
8. Joshua D. Angrist and Jörn-Steffen Pischke, ‘The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con Out of Econometrics’, 2010
9. M. Keane, ‘A Structuralist Perspective on the Experimentalist School’, 2010
Part 3: Microeconometrics
10. D. McFadden, ‘Conditional Logit Analysis of Qualitative Choice’, 1973
11. A. Cameron and P. Trivedi, ‘Econometric Models Based on Count Data: Comparisons and
Applications of Some Estimators and Tests’, 1986
12. O. Ashenfelter and J. Heckman, ‘The Estimation of Income and Substitution Effects in a
Model of Family Labor Supply’, 1974
Part 4: Macroeconometrics
13. R. Engle, ‘Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of
United Kingdom Inflations’, 1982
14. J. H. Stock and M. W. Watson, ‘Vector Autoregressions’, 2001
15. R. Litterman, ‘Forecasting with Bayesian Vector Autoregressions: Five Years of Experience’, 1986
16. R. Engle and C. Granger, ‘Co-Integration and Error Correction’ Representation, Estimation
and Testing’, 1987
17. S. Cecchetti and R. Rich, ‘Structural Estimates of the U.S. Sacrifice Ratio’, 2001
18. J. H. Stock, M. Yogo, and J. Wright, ‘A Survey of Weak Instruments and Weak Identification
in Generalized Method of Moments’, 2002
VOLUME II
Part 5: Model Specification
19. C. Cobb and P. Douglas, ‘A Theory of Production’, 1928
20. K. Arrow, H. Chenery, B. Minhas, and R. Solow, ‘Capital-Labor Substitution and Economic
Efficiency’, 1961
21. L. Christensen, D. Jorgenson, and L. Lau, ‘Transcendental Logarithmic Utility Functions’,
1975
22. L. Christensen and W. Greene, ‘Economies of Scale in U.S. Electric Power Generation’,
1976
23. J. Tobin, ‘Estimation of Relationships for Limited Dependent Variables’, 1958
24. T. Amemiya, ‘Qualitative Response Models: A Survey’, 1981
25. A. Harvey, ‘Estimating Regression Models with Multiplicative Heteroscedasticity’, 1976
26. R. Zavoina and W. McKelvey, ‘A Statistical Model for the Analysis of Ordinal Level Dependent Variables’, 1975
27. L. Lee, ‘Generalized Econometric Models with Selectivity’, 1983
28. D. McFadden and K. Train, ‘Mixed Multinomial Logit Models for Discrete Response’, 2000
29. A. Zellner, ‘An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests
of Aggregation Bias’, 1962
30. R. Koenker and G. Bassett, ‘Regression Quantiles’, 1978
31. A. Raftery, D. Madigan, and J. Hoeting, ‘Bayesian Model Averaging for Linear Regression
Models’, 1997
32. X. Sala-i-Martin, ‘I Just Ran Two Million Regressions’, 1997
Part 6: Model Estimation
33. R. Basmann, ‘A General Classical Method of Linear Estimation of Coefficients in a Structural Equation’, 1957
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KS-4146／応用計量経済学
34. J. Terza, A. Basu, and R. Bathouz, ‘Two-Stage Residual Inclusion Estimation: Addressing
Endogeneity in Health Econometric Modeling’, 2008
35. D. Card and A. Krueger, ‘Minimum Wages and Employment: A Case Study of the
Fast-Food Industry in New Jersey and Pennsylvania’, 1994
Part 7: Inference
36. B. Efron, ‘Bootstrap Methods: Another Look at the Jackknife’, 1979
37. H. White, ‘A Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test
for Heteroscedasticity’, 1980
38. W. Newey and K. West, ‘A Simple Positive Semi-Definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix’, 1987
39. E. Berndt, B. Hall, R. Hall, and J. Hausman, ‘Estimation and Inference in Nonlinear Structural Models’, 1974
40. J. M. Wooldridge, ‘Cluster-Sample Methods in Applied Econometrics’, 2003
41. I. Krinsky and L. Robb, ‘On Approximating the Statistical Properties of Elasticities’, 1986
42. K. Murphy and R. Topel, ‘Estimation and Inference in Two Step Econometrics Models’,
2002
VOLUME III
Part 8: Testing
43. J. Hausman, ‘Specification Tests in Econometrics’, 1978
44. T. Breusch and A. Pagan, ‘The LM Test and its Applications to Model Specification in
Econometrics’, 1980
45. R. Davidson and J. MacKinnon, ‘Several Tests for Model Specification in the Presence of
Alternative Hypotheses’, 1981
46. D. Dickey and W. Fuller, ‘Distribution of the Estimators for Autoregressive Time Series with
a Unit Root’, 1979
47. R. Davidson and J. MacKinnon, ‘Alternative Tests of Independence Between Stochastic
Regressors and Disturbances’, 1985
48. J. Sargan, ‘The Estimation of Economic Relationships Using Instrumental Variables’, 1958
Part 9: Fields—Industrial Organization
49. J. Asker, ‘A Study of the Internal Organization of a Bidding Cartel’, 2010
50. S. Berry, J. Levinsohn, and A. Pakes, ‘Automobile Prices in Market Equilibrium’, 1995
Part 10: Fields—Health Econometrics
51. Michael Grossman, ‘On the Concept of Health Capital and the Demand for Health’, 1972
Part 11: Fields—Labour Economics
52. J. Heckman, ‘Shadow Prices, Market Wages and Labor Supply’, 1974
Part 12: Fields—Production and Productivity
53. D. Aigner, K. Lovell, and P. Schmidt, ‘Formulation and Estimation of Stochastic Frontier
Production Models’, 1977
54. J. Jondrow, K. Lovell, I. Materov, and P. Schmidt, ‘On the Estimation of Technical Inefficiency in the Stochastic Frontier Production Model’, 1982
Part 13: Fields—Financial Econometrics
55. E. Fama and J. MacBeth, ‘Risk, Return and Equilibrium: Empirical Tests’, 1973
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KS-4146／応用計量経済学
VOLUME IV
Part 14: Fields—Treatment, Evaluation, and Causal Inference
56. R. LaLonde, ‘Evaluating the Econometric Evaluations of Training Programs with Experimental Data’, 1986
57. J. Heckman, H. Ichimura, and P. Todd, ‘Matching as an Econometric Evaluation Estimator’,
1998
58. J. Terza and D. Kenkel, ‘The Effect of Physician Advice on Alcohol Consumption: Count
Regression with an Endogenous Treatment Effect’, 2001
59. P. Holland, ‘Statistics and Causal Inference’, 1986
60. J. Angrist, G. Imbens, and D. Rubin, ‘Identification of Causal Effects Using Instrumental
Variables’, 1996
Part 15: Panel Data
61. P. Balestra and M. Nerlove, ‘Pooling Cross Section and Time Series Data in the Estimation
of a Dynamic Model: The Demand for Natural Gas’, 1966
62. Y. Mundlak, ‘On the Pooling of Time Series and Cross Sectional Data’, 1978
63. J. Hausman and W. Taylor, ‘Panel Data and Unobservable Individual Effects’, 1981
64. M. Arellano and S. Bond, ‘Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations’, 1991
65. S. Nickell, ‘Biases in Dynamic Models with Fixed Effects’, 1981
66. I. Fernandez Val, ‘Fixed Effects Estimation of Structural Parameters and Marginal Effects in
Panel Probit Models’, 2009
67. D. Kwiatkowski, P. C. B. Phillips, P. Schmidt, and Y. Shin, ‘Testing the Null Hypothesis of
Stationarity Against the Alternative of a Unit Root’, 1992
68. J. M. Wooldridge, ‘Simple Solutions to the Initial Conditions Problem Indynamic, Nonlinear
Panel-Data Models With Unobserved Heterogeneity’, 2005
69. J. Hausman, B. Hall, and Z. Griliches, ‘Economic Models for Count Data with an Application
to the Patents—R&D Relationship’, 1984
70. D. Revelt and K. Train, ‘Mixed Logit with Repeated Choices: Households’ Choices of Appliance Efficiency Level’, 1998
Part 16: Spatial Econometrics
71. L. Anselin, ‘Spatial Econometrics’, 2001
72. K. Bell and N. Bockstael, ‘Applying the Generalized Method of Moments Approach to Spatial Problems Involving Micro-Level Data’, 2000
Part 17: Tools
73. C. Ai and E. C. Norton, ‘Interaction Terms in Logit and Probit Models’, 2003
74. R. Olsen, ‘A Note on the Uniqueness of the Maximum Likelihood Estimator of the Tobit
Model’, 1978
75. Rolf Sundberg, ‘Maximum Likelihood Theory for Incomplete Data from an Exponential
Family’, 1974
76. J. Butler and R. Moffitt, ‘A Computationally Efficient Quadrature Procedure for the One
Factor Multinomial Probit Model’, 1982
77. J. Geweke, M. Keane, and D. Runkle, ‘Alternative Computational Approaches to Statistical
Inference in the Multinomial Probit Model’, 1994
78. T. Bago d’Uva and A. Jones, ‘Health Care Utilization in Europe: New Evidence from the
ECHP’, 2009
79. Alan E. Gelfand and Adrian F. M. Smith, ‘Sampling-Based Approaches to Calculating Marginal Densities’, 1990
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KS-4146／応用計量経済学

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