Econ 508
Econometrics Group
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Applied Econometrics
Econ 508 - Fall 2007

Papers

Lecture Paper Download
 1 Koenker, Roger (1997), "Was Bread Giffen? The Demand for Food in England Circa 1790," The Review of Economics and Statistics, Vol. 59, No. 2. (May, 1977), pp. 225-229.
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 2 Andrews, David (1971), "A Note on the Selection of Data Transformations," Biometrika, Vol. 58, No. 2., pp. 249-254.
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 2 Box, G. E. P., and D. R. Cox (1964), "An Analysis of Transformations," Journal of the Royal Statistical Society, Series B (Methodological), Vol. 26, No. 2, pp. 211-252.
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 2 White, Halbert (1980), "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, Vol. 21, No. 1., pp. 149-170.
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 4 Schwarz, Gideon (1978), "Estimating the Dimension of a Model," Annals of Statistics, Vol. 6, Issue 2, 461-464.
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 5 Efron, B. (1979), "Bootstrap Methods: Another Look at the Jacknife," Annals of Statistics, Vol. 7, Issue 1, 1-26.   pdf  |  ps
 6 Hausman, Jerry (1981), "Exact Consumer's Surplus and Deadweight Loss," American Economic Review, Vol.71, Issue 4, 662-676.   pdf  |  ps
 7 Engle, Robert (1982), "Autorregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Vol. 50, Issue 4, 987-1008.   pdf  |  ps
 8 Yule, G. U. (1926), "Why Do We Sometimes Get Nonsense-Correlations between Time-Series? -- A Study in Sampling and the Nature of Time-Series," Journal of the Royal Statistical Society, 89, 1-63.
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 8  Granger, C. (1969), "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, 37, 424-438.
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 9 Angrist, J. (1990), "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records," American Economic Review, 80, 313-336.  pdfps
11 Hausman, J. (1978), "Specification Tests in Econometrics," Econometrica, 46, 1251-1271.
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 13 Hausman, J. and W. E. Taylor (1981), "Panel Data and Unobservable Individual Effects," Econometrica, 49, 1377-1398.
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 14  Nickell, S. (1981), "Biases in Dynamic Models with Fixed Effects," Econometrica, 49, 1417-1426.
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 14 Arellano, M. and S. Bond (1991), "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, 58, 277-297.
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 15 Hill, B. (1974), "The Rank-Frequency Form of the Zipf's Law," Journal of the American Statistical Association, 69, 1017-1026.
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 15 Hill, B. (1975), "A Simple General Approach to Inference about the Tail of a Distribution," Annals of Statistics, 3, 1163-1174.
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 15 Sen, P. K. (1986), "The Gini Coefficient and Poverty Indexes: Some Reconciliations," Journal of the American Statistical Association, 81, 1050-1057.
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 15 Sutton, J. (1997), "Gibrat's Legacy," Journal of Economic Literature, 35, 40-59.
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 Last update: August 27, 2007