Incluye bibliografías e índices.

v.1. Part I. Mathematical and statistical methods in econometrics: Chapter 1. Linear algebra and matrix methods in econometrics / Henri Theil ; Chapter 2. Statistical theory and econometrics / Arnold Zellner -- Part 2. Econometric models. Chapter 3. Economic and econometric models / Michael D. Intriligator ; Chapter 4. Identification / Cheng Hsiao ; Chapter 5. Model choice and specification analysis / Edward E. Leamer -- Part 3. Estimation computation: Chapter 6. Nonlinear regression models / Takeshi Amemiya ; Chapter 7. Specification and estimation of simultaneous equation models / Jerry A. Hausman , Chapter 8. Exact small sample theory in the simultaneous equations model / Peter C.B. Phillips ; Chapter 9. Bayesian analysis of simultaneous equation systems / Jacques H. Dreze and Jean-Francois Richard ; Chapter 10. Biased estimation / G.G. Judge and M.E. Bock ; Chapter 11. Estimation for dirty data and flawed models / William S. Krasker, Edwin Kuh, and Roy E. Welsch ; Chapter 12. Computational problems and methods. – v.2. Part 4. Testing: Chapter 13. Wald, likelihood ratio, and LaGrange multiplier tests in econometrics / Robert F. Engle ; Chapter 14. Multiple hypothesis testing / N.E. Savin ; Chapter 15. Approximating the distributions of econometric estimators and test statistics / Thomas J. Rotheneberg ; Chapter 16. Monte Carlo experimentation in econometrics / David F. Hendry -- Part 5. Time series topics: Chapter 17. Time series and spectral methods in econometrics / C.W.J. Granger and Mark W. Watson ; Chapter 18. Dynamic specification / David F- Hendry, Adrian R. Pagan and J. Denis Sargan ; Chapter 19. Inference and causality in economic time series models / john Geweke ; Chapter 20. Continuous time stochastic model and issues of aggregation over time / A.R. Bergstrom ; Chapter 21. Random and changing coefficient models / Gregory C. Chow ; Chapter 22. Panel data / Gary Chamberlan -- Part 6. Special topics in econometrics: 1: Chapter 23. Latent variable models in econometrics / Dennid J. Aigner, Cheng Hsiao, Arie Kapteyn, and Tom Wansbeek ; Chapter 24. Econometric analysis of qualitative responde models / Daniel L. McFadden. – v.3. Part 7. Special topics in econometrics 2: Chapter 25. Economic data issues / Zvi Griliches ; Chapter 26. Functional forms in econometric model building / Lawrence Lau ; Chapter 27. Limited dependent variables / Phoebus J. Dhrymes ; Chapter 28. Disequilibrium, self selection, and switching model / G.S. Maddla ; Chapter 29. Econometric analysis of longitudinal data / James J. Heckman and Burton Singer -- Part 8. Selected applications and uses of econometrics: Chapter 30. Demand analysis / Angus Deaton ; Chapter 31. Econometric methods for modeling producer behavior / Dale W. Jorgenson ; Chapter 32. Labor econometrics / James J. Heckman and Thomas E. Macurdy ; Chapter 33. Evaluating the predictive accuracy of models / Ray C. Fair ; Chapter 34. Econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations / John B. Taylor ; Chapter 35. Economic policy formation: theory and implementation / Lawrence R. Klein. – v.4. Part 4. Econometric theory: Chapter 36. Large sample estimation and hypothesis testing / Witney K. Newey and Daniel McFadden ; Chapter 37. Empirical process methods in econometrics / Donald W.K. Andrews ; Chapter 38. Applied nonparametric methods / Wolfrang Hardle and Oliver Linton ; Chapter 39. Methodology and theory for the bootstrap / Peter Hall ; Chapter 40. Classical estimation methods for LDV model using simulation / Vassilis A. Hajivassiloy and Paul A. Ruud ; Chapter 41. Estimation of semiparametric models / James L. Powell ; Chapter 22. Restriction of economic theory in nonparametric methods / Rosa L. Marzkin ; Chapter 43. Analog estimation of econometric models / Charles F. Manski , Chapter 44. Testing non.nested hypotheses / C. Gourieroux and A. Monfort -- Part 10. Theory and methods for dependent processes: Chapter 45. Estimation and inference for depedent processes / Jeffrey M. Wooldridge ; Chapter 46. Unit roots, structural breaks and trends / James H. Stock ; Chapter 47. Vector autoregression and cointegration / Mark W. Watson ; Chapter 48. Aspects of modelling nonlinear time siers / Timo Terasvirta, Dag Tjostheim and Clive W.J. Granger ; Chapter 49. Arch models / Tim Bollerslev, Robert F. Engle and Daniel B. Nelson ; Chapter 50. State-space models / James D. Hamilton ; Chapter 51. Structural estimation of markov decision processes / John Rust. – v.5. Part 11. New developments in theoretical econometrics: Chapter 52. The bootstrap / Joel L. Horowitz ; Chapter 53. Panel data models: some recent developments / Manuel Arellano and Bo Honoré ; Chapter 54. Interactions-based models / William A. Brock and Steven N. Durlauf ; Chapter 55. Duration models: specification, identification and multiple durations / Gerard J. Van Den Berg -- Part 12. Computational methods in econometrics: Chapter 56. Computationally intensive methods for integration in econometrics / John Geweke and Michael Keane ; Chapter 57. Markov chain Monte Carlo methods: computation and inference / Siddahrtha Chib -- Part 13. Chapter 58. Calibration / Christina Dawkins, T.N. Srinivasan, and Jhon Whalley ; Chapter 19. Measurement error in survey data / John Bound, Charles Brwon, and Nancy Mathiowetz.