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The Econometric Society Monographs series is designed to promote the publication of original research contributions of high quality in economic theory and theoretical and applied econometrics. The editors of the Monographs series now welcome focused manuscripts of 100 to 150 pages that treat or survey cutting-edge or perennially important topics. For instance, these may address themes covered in the Society's recent World Congress volumes and similar series.

  • General Editors: Alessandro Pavan, Northwestern University, Illinois, Serena Ng, Columbia University, New York

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65 results in Econometric Society Monographs

Page 2 of 4

Applied Nonparametric Regression
  • Wolfgang Härdle
  • Published online:
    05 January 2013
    Print publication:
    26 October 1990
  • Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation possible. This volume focuses on the applications and practical problems of two central aspects of curve smoothing: the choice of smoothing parameters and the construction of confidence bounds. Härdle argues that all smoothing methods are based on a local averaging mechanism and can be seen as essentially equivalent to kernel smoothing. To simplify the exposition, kernel smoothers are introduced and discussed in great detail. Building on this exposition, various other smoothing methods (among them splines and orthogonal polynomials) are presented and their merits discussed. All the methods presented can be understood on an intuitive level; however, exercises and supplemental materials are provided for those readers desiring a deeper understanding of the techniques. The methods covered in this text have numerous applications in many areas using statistical analysis. Examples are drawn from economics as well as from other disciplines including medicine and engineering.

Advances in Economics and Econometrics
  • Theory and Applications, Ninth World Congress
  • Volume 1
  • Edited by Richard Blundell, Whitney K. Newey, Torsten Persson
  • Published online:
    05 January 2013
    Print publication:
    14 August 2006
  • This is the first of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarise and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Advances in Economic Theory
  • Werner Hildenbrand
  • Published online:
    05 January 2013
    Print publication:
    28 February 1983
  • At the Fourth World Congress of the Econometric Society, a number of Symposia were held at which invited papers were given. The purpose of these Symposia was to survey as completely as possible those areas in Economic Theory and Econometrics where important research had come to light during the last few years. This volume includes papers delivered at the Congress.

Estimation, Inference and Specification Analysis
  • Halbert White
  • Published online:
    05 January 2013
    Print publication:
    30 September 1994
  • This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models, and gives the conditions under which parameters of interest can be consistently estimated despite misspecification, and the consequences of misspecification, for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.

Misspecification Tests in Econometrics
  • The Lagrange Multiplier Principle and Other Approaches
  • L. G. Godfrey
  • Published online:
    05 January 2013
    Print publication:
    24 February 1989
  • Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Longitudinal Analysis of Labor Market Data
  • Edited by James J. Heckman, Burton S. Singer
  • Published online:
    05 January 2013
    Print publication:
    31 October 1985
  • Longitudinal Analysis of Labor Market Data presents a set of papers by leading scholars on methods for analysing the longitudinal data that is available on numerous topics of interest to social scientists. Because many sources of longitudinal data record labour market phenomena such as unemployment, labour supply, earnings mobility, job turnover and participation in training programmes, all of the papers collected in this volume focus on models of the labour market. The main methodological points, however, are more general and apply to such diverse areas as demography, life science analysis and training evaluation, to name only a few, potential avenues of application. The book contains important methodological contributions to the emerging field of longitudinal analysis and is of interest to a wide range of social scientists.

Advances in Econometrics
  • Fifth World Congress
  • Volume 1
  • Edited by Truman F. Bewley
  • Published online:
    05 January 2013
    Print publication:
    27 November 1987
  • The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow new ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I & II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.

Democracy, Education, and Equality
  • Graz-Schumpeter Lectures
  • John E. Roemer
  • Published online:
    05 January 2013
    Print publication:
    09 January 2006
  • Many believe that equality of opportunity will be achieved when the prospects of children no longer depend upon the wealth and education of their parents. The institution through which the link between child and parental prospects may be weakened is public education. Many also believe that democracy is the political institution that will bring about justice. This study, first published in 2006, asks whether democracy, modeled as competition between political parties that represent different interests in the polity, will result in educational funding policies that will, at least eventually, produce citizens who have equal capacities (human capital), thus breaking the link between family background and child prospects. In other words, will democracy engender, through the educational finance policies it produces, a state of equal opportunity in the long run?

Advances in Econometrics
  • Sixth World Congress
  • Volume 2
  • Edited by Christopher A. Sims
  • Published online:
    05 January 2013
    Print publication:
    08 September 1994
  • This is the second of a 1994 two-volume set of articles reflecting the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

Population Issues in Social Choice Theory, Welfare Economics, and Ethics
  • Charles Blackorby, Walter Bossert, David J. Donaldson
  • Published online:
    05 January 2013
    Print publication:
    15 August 2005
  • This book presents an exploration of the idea of the common or social good, extended so that alternatives with different populations can be ranked. The approach is, in the main, welfarist, basing rankings on the well-being, broadly conceived, of those who are alive (or ever lived). The axiomatic method is employed, and topics investigated include: the measurement of individual well-being, social attitudes toward inequality of well-being, the main classes of population principles, principles that provide incomplete rankings, principles that rank uncertain alternatives, best choices from feasible sets, and applications. The chapters are divided, with mathematical arguments confined to the second part. The first part is intended to make the arguments accessible to a more general readership. Although the book can be read as a defense of the critical-level generalized-utilitarian class of principles, comprehensive examinations of other classes are included.

Econometrics and Economic Theory in the 20th Century
  • The Ragnar Frisch Centennial Symposium
  • Edited by Steinar Strøm
  • Published online:
    05 January 2013
    Print publication:
    28 January 1999
  • Ragnar Frisch (1895–1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an important role in ensuring that mathematical techniques figure prominently in modern economic analysis. Frisch was also a co-founder of the Econometric Society in 1930, the inaugural editor of its journal Econometrica for over 20 years, and a major figure in Norwegian academic life. This collection of essays derived from the centennial symposium which marked Frisch's birth explores his contributions to econometrics and other key fields in the discipline as well as the results of new research. Contributors include eminent scholars from Europe, the United Kingdom and North America who investigate themes in utility measurement, production theory, microeconomic policy, econometric methods, macrodynamics, and macroeconomic planning.

Mechanism Design
  • A Linear Programming Approach
  • Rakesh V. Vohra
  • Published online:
    05 January 2013
    Print publication:
    09 May 2011
  • Mechanism design is an analytical framework for thinking clearly and carefully about what exactly a given institution can achieve when the information necessary to make decisions is dispersed and privately held. This analysis provides an account of the underlying mathematics of mechanism design based on linear programming. Three advantages characterize the approach. The first is simplicity: arguments based on linear programming are both elementary and transparent. The second is unity: the machinery of linear programming provides a way to unify results from disparate areas of mechanism design. The third is reach: the technique offers the ability to solve problems that appear to be beyond solutions offered by traditional methods. No claim is made that the approach advocated should supplant traditional mathematical machinery. Rather, the approach represents an addition to the tools of the economic theorist who proposes to understand economic phenomena through the lens of mechanism design.

Frontiers of Research in Economic Theory
  • The Nancy L. Schwartz Memorial Lectures, 1983–1997
  • Edited by Donald P. Jacobs, Ehud Kalai, Morton I. Kamien, Nancy L. Schwartz
  • Published online:
    05 January 2013
    Print publication:
    13 November 1998
  • 'Leading economists presenting fundamentally important issues in economic theory' is the theme of the Nancy Schwartz lectures series held annually at the J. L. Kellogg Graduate School of Management of Northwestern University. Reporting on lectures delivered in the years 1983 through 1997, this collection of essays discusses economic behavior at the individual and group level and the implications to the performance of economic systems. Using non-technical language, the speakers present theoretical, experimental, and empirical analysis of decision making under uncertainty and under full and bounded rationality, the influence of economic incentives and habits, and the effects of learning and evolution on dynamic choice. Perfect competition, economic development, social insurance and social mobility, and negotiation and economic survival, are major economic subjects analyzed through our understanding of economic behavior.

Advances in Economic Theory
  • Fifth World Congress
  • Edited by Truman Fassett Bewley
  • Published online:
    05 January 2013
    Print publication:
    26 June 1987
  • The Econometric Society holds a World Congress every five years. The program of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. This volume, with its focus on economic theory and its companion volumes on econometrics contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these articles should be helpful to anyone with training in economics, who wishes to review past ideas and tendencies in the subject. Advances in Economic Theory - Fifth World Congress, edited by Professor Truman F. Bewley, includes a wide variety of topics, comprising empirical and policy orientated subjects as well as theoretical ones.

Advances in Econometrics
  • Sixth World Congress
  • Volume 1
  • Edited by Christopher A. Sims
  • Published online:
    05 January 2013
    Print publication:
    21 April 1994
  • This is the first of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labour economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

Limited-Dependent and Qualitative Variables in Econometrics
  • G. S. Maddala
  • Published online:
    05 January 2013
    Print publication:
    31 March 1983
  • This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Advances in Economics and Econometrics: Theory and Applications
  • Seventh World Congress
  • Volume 1
  • Edited by David M. Kreps, Kenneth F. Wallis
  • Published online:
    05 January 2013
    Print publication:
    20 February 1997
  • This book is the first volume of three containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Regression Analysis of Count Data
  • A. Colin Cameron, Pravin K. Trivedi
  • Published online:
    05 January 2013
    Print publication:
    28 September 1998
  • Students in both the natural and social sciences often seek regression models to explain the frequency of events, such as visits to a doctor, auto accidents or job hiring. This analysis provides a comprehensive account of models and methods to interpret such data. The authors have conducted research in the field for nearly fifteen years and in this work combine theory and practice to make sophisticated methods of analysis accessible to practitioners working with widely different types of data and software. The treatment will be useful to researchers in areas such as applied statistics, econometrics, operations research, actuarial studies, demography, biostatistics, quantitatively-oriented sociology and political science. The book may be used as a reference work on count models or by students seeking an authoritative overview. The analysis is complemented by template programs available on the Internet through the authors' homepages.

A Theory of Fairness and Social Welfare
  • Marc Fleurbaey, François Maniquet
  • Published online:
    05 January 2013
    Print publication:
    13 June 2011
  • The definition and measurement of social welfare have been a vexed issue for the past century. This book makes a constructive, easily applicable proposal and suggests how to evaluate the economic situation of a society in a way that gives priority to the worse-off and that respects each individual's preferences over his or her own consumption, work, leisure and so on. This approach resonates with the current concern to go 'beyond the GDP' in the measurement of social progress. Compared to technical studies in welfare economics, this book emphasizes constructive results rather than paradoxes and impossibilities, and shows how one can start from basic principles of efficiency and fairness and end up with concrete evaluations of policies. Compared to more philosophical treatments of social justice, this book is more precise about the definition of social welfare and reaches conclusions about concrete policies and institutions only after a rigorous derivation from clearly stated principles.

Advances in Econometrics
  • Fifth World Congress
  • Volume 2
  • Edited by Truman F. Bewley
  • Published online:
    05 January 2013
    Print publication:
    27 November 1987
  • The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I and II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.

Page 2 of 4