Библиография

Библиография

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Almon Shirley. The distributed lag between capital appropriations and expenditures (1965). — Econometrica33(l): 178-196.

Ash J.C.K., Smyth David J. Forecasting the United Kingdom Economy. — Farnborough, Hampshire: Saxon House (1973).

Beach Charles M., MacKinnon James G A maximum likelihood procedure for regression with autocorrelated errors (1978). — Econometrica 46(1): 51—58.

Betancourt Roger, Kelejian Harry. Lagged endogenous variables and the Cochrane-Orcutt procedure (1981). — Econometrica 49(4): 1073-1078.

Box G.E.P., Cox D.R. An analysis of transformations (1964). — Journal of the Royal Statistical Society Series В 26(2): 211-243.

Box G.E.P., Jenkins G.M. Time Series Analysis. — San Francisco: Holden Day (1970).

Breusch T.S., Godfrey L. A review of recent work on testing for auto-correlation in dynamic simultaneous models. — In: Currie D., Nobay R., Peel D. (eds.), Macroeconomic Analysis. — London: Croom Helm (1981).

Bronsard Camille, Salvas-Bronsard Lise. On price exogeneity in complete demand systems (1984). — Journal of Econometrics 24(3): 235-247.

Brown T.M. Habit persistence and lags in consumer behaviour (1952). — Econometrica 20(3): 355-371.

Cagan P.D. The monetary dynamics of hyperinflation. — In: Friedman Milton (ed.), Studies in the Quantity Theory of Money. — Chicago: University of Chicago Press (1956).

Chow Gregory C. Tests of equality between sets of coefficients in two linear regressions (1960). Econometrica 28(3): 591-605.

Cobb Charles W., Douglas Paul H. A theory of production (1928). — American Economic Review 18(1, suppl.): 139-165.

Cochrane D., Orcutt G.H. Application of least squares regression to relationships containing autocorrelated error terms (1949). — Journal of the American Statistical Association 44(245): 32-61.

Cooper R.L. The predictive performance of quarterly econometric models of the United States. — In: Hickman B.G. (ed.), Econometric Models of Cyclic Behavior. — New York: Columbia University Press (1972).

Cramer J.S. Econometric Applications of Maximum Likelihood Methods. — Cambridge: Cambridge University Press (1986).

Davidson James E.H., Hendry David F., Srba Frank, Yeo Stephen. Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom (1978). — Economic Journal 88(352): 661-692.

Deaton Angus S. Models and Projections of Demand in Post-War Britain. — London: Chapman and Hall (1975).

Deaton Angus S. Demand analysis. — In: Griliches Zvi , Intriligator Michael D. (eds.), Handbook of Econometrics, Vol. 3. — Amsterdam: North-Holland (1986).

Dougherty Christopher, Jones A. David. The determinants of birth weight (1982). — American Journal of Obstetrics and Gynecology 144(2): 190-200.

Dufour Jean-Marie. Dummy variables and predictive tests for structural change (1980). — Economic Letters 6(3): 241-247.

Durbin J. Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables (1970). — Econometrica 38(3): 410—421.

Durbin J., Watson G.S. Testing for serial correlation in least squares regression I (1950). — Biometrica 37(3-4): 409-428.

Eisner Robert. A permanent income theory for investment: some empirical explorations (1967). — American Economic Review 57(3): 363-390.

Ezekiel MordecaiThe cobweb theorem (1938). — Quarterly Journal of Economics 52(2): 255280.

Friedman Milton. A Theory of the Consumption Function. — Princeton: Princeton University Press (1957).

Friedman Milton. The demand for money: some theoretical and empirical results (1959). — Journal of Political Economy 67(4): 327-351.

Geary R. C. A note on residual heterovariance and estimation efficiency in regression (1966). — The American Statistician 20(4): 30-31.

Glejser H A new test for heteroskedasticity (1969). — Journal of the American Statistical Association 64(325): 316-323.

Goldfeld Stephen M., Quandt Richard E. Some tests for homoscedasticity (1965). — Journal of the American Statistical Association 60(310): 539-547.

Harvey Andrew C.The Econometric Analysis of Time Series.— Deddington, Oxford: Philip Allan (1981).

Hendry David F. Predictive failure and econometric modelling in macroeconomics: the transactions demand for money. — In: Ormerod Paul (ed.), Modelling the Economy. — London, Heinemann (1979).

Hendry David F., Mizon Grayham E. Serial correlation as a convenient simplification, not a nuisance (1978). — Economic Journal 88(351): 549-563.

Houthakker H.S. Additive preferences (I960). — Econometrica 28(2): 244-257.

Houthakker H.S., Taylor Lester D. Consumer Demand in the United States: Analysis and Projections (2 ed.). — Cambridge, Mass.: Harvard University Press (1970).

Johnston John. Econometric Methods (3 ed.). — London: McGraw-Hill (1984).

Kaldor Nicholas. Causes of the Slow Rate of Economic Growth of the United Kingdom. — Cambridge: Cambridge University Press (1966).

Kendall M.G. Hiawatha designs an experiment (1959). — The American Statistician 13(5): 23-24.

Kendrick John W., Grossman Elliot S. Productivity in the United States: Trends and Cycles. — Baltimore: John Hopkins (1980).

Kennedy Peter E. A Guide to Econometrics. — Oxford: Blackwell (1985).

Keynes John Maynard. The General Theory of Employment, Interest and Money. — London: Macmillan (1936).

Kish Leslie. Survey Sampling. — New York: John Wiley (1965).

Kmenta Jan. Elements of Econometrics (2 ed.). — New York: Macmillan (1986).

Koyck L.M. Distributed Lags and Investment Analysis. — Amsterdam: North Holland (1954).

Kuh Edwin, Meyer John R. How extraneous are extraneous estimates? (1957). — Review of Economics and Statistics 39(4): 380-393.

Lintner John. Distribution of incomes of corporations among dividends, retained earnings and taxes (1956). — American Economic Review 46(2): 97-113.

Liviatan Nissan. Tests of the Permanent-Income Hypothesis based on a reinterview savings survey (1963). — In: Christ Carl (ed.), Measurement in Economics. — Stanford: Stanford University Press.

Lluch Constantino, Powell Alan A., Williams Ross A. Patterns in Household Demand and Saving. — New York: Oxford University Press (1977).

Mandeville Bernard. The Grumbling Hive (1705), published anonymously as a pamphlet, reprinted in: The Fable of the Bees, or Private Vices, Public Benefits (modern edition with preface by F.B. Kaye). — Oxford: Oxford University Press (1924).

Mood A.M., Graybill F.P. Introduction to the Theory of Statistics. New York: McGraw-Hill (1963).

Moser Claus, Kalton Graham. Survey Methods in Social Investigation (2 ed.). — London: Heinemann (1970).

Muth John F. Rational expectations and the theory of price movements (1961).— Econometrica 29(3): 315-335.

Nelson Charles R. The prediction performance of the FRB-MIT-PENN model of the U.S. economy (1972). — American Economic Review 62(5): 902-917.

Nelson Charles R. Applied Time Series Analysis. — San Francisco: Holden Day (1973).

Nerlove Marc. Returns to scale in electricity supply. — In: Christ Carl (ed.), Measurement in Economics. — Stanford: Stanford University Press (1963).

Oxley Leslie Т., Roberts Colin J. Pitfalls in the application of the Cochrane-Orcutt technique (1982). — Oxford Bulletin of Economics and Statistics 44(3): 227-240.

Park Rolla Edward, Mitchell Bridger M. Estimating the autocorrelated error model with trended data (1980). — Journal of Econometrics 13(2): 185-201.

Peach James Т., Webb James L. Randomly specified macroeconomic models: some implications for model selection (1983). — Journal of Economic Issues 17(3): 697-720.

Pesaran M. Hashem, Smith R.P., Yeo J. Stephen. Testing for structural stability and predictive failure: a review (1985). — Manchester School 53(3): 280-295.

Pitayanon Sumalee. Thailand's experience in manpower planning and labour market analysis. — In: Amjad Rashid (ed.), Human Resource Planning: The Asian Experience. New Delhi: International Labour Office Asian Employment Programme (1988).

Prais S.J., Houthakker H.S. The Analysis of Family Budgets. — Cambridge: Cambridge University Press (1954).

Prais S.J., Winsten CB. Trend Estimators and Serial Correlation. — Cowles Commission Discussion Paper no. 383, Chicago (1954).

Salkever David S. The use of dummy variables to compute predictions, prediction errors and confidence intervals (1976). — Journal of Econometrics 4(4): 393-97.

Sheffrin S.M. Rational Expectations. — Cambridge: Cambridge University Press (1983).

SpitzerJohn J. A primer on Box-Сох estimation (1982). — Review of Economics and Statistics 64(2): 307-313.

Stone J. Richard N. The Measurement of Consumer Expenditure and Behaviour in the United Kingdom 1920-38, — Cambridge: Cambridge University Press (1954).

Theil H. Applied Economic Forecasting. — Amsterdam: North Holland (1966).

Thomas J. James. An Introduction to Statistical Analysis for Economists (2 ed.). — London: Weidenfeld and Nicholson (1983).

Thomas J. James, Wallis Kenneth F. Seasonal variation in regression analysis (1971). — Journal of the Royal Statistical Association, Series A 134(1): 57-72.

Thomas R. Leighton. Applied Demand Analysis. — Harlow, Essex: Longman Economics Series (1987).

Whirworth Charles. The Political and Commercial Works of Charles D'Avenant. — London: Horsfield, Becket, de Hondt and Cadell (1771).

Wonnacott Thomas H., Wonnacott Ronald J. Introductory Statistics for Business and Economics (4 ed.). — New York: John Wiley (1990).

Zarembka Paul. Functional form in the demand for money (1968). — Journal of the American Statistical Association 63(322): 502-511.

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(Almon) Ширли 303

(Betancourt) Роже 228

(Beach) Чарльз М. 354

(Box) Дж. Э. П. 130, 132, 319

(Brown) Т. М. 294, 326

(Breusch) Т. С. 238

(Bronsard) Камиль 365

(Geary) Р. С. 215

(Godfrey) Л. 238

(Goldfeld) Стивен М. 210

(Grossman) Эллиот С. 182

(Graybill) Ф. П. 109

(Davenant) Чарльз 363

(Durbin) Джеймс 227

(Jenkins) Дж. М. 320

(Jones) А. Дэвид 264

(Johnston) Джон 312

(Deaton) Ангус С. 363-364

(Dougherty) Кристофер 264

(Douglas) Поль X. 142, 144, 146, 192

(Davidson) Джеймс Э. X. 360

(Dufour) Жан-Мари 314

(Ezekiel) Мордекай 307

(Yeo) Дж. Стивен 316

(Zarembka) Пол 130

(Kaldor) Николас 50

(Kalton) Грэхем 156

(Quandt) Ричард Э. 210

(Cagan) Филип Д. 297-298, 300

(Keynes) Джон Мейнард 295

(Kelejian) Харри 228

(Kendall) М. Дж. 22, 24

(Kendrick) Джон У. 182

(Kennedy) Питер Э. 353

(Kish) Лэсли 156

(Klein) Лоуренс 294

(Kmenta) Ян 324, 343, 359

(Cobb) Чарльз У. 142, 144, 146, 192

(Коуск) Л. М. 289, 294

(Сох) Д. Р. 130, 132

(Cramer) Дж. С. 354

(Kuh) Эдвин 158

(Cooper) Р. Л. 319

(Liviatan) Ниссан 260

(Lintner) Джон 292

(Lluch) Константино 364

(Mizon) Грейхем Э. 230

(MacKinnon) Джеймс Дж. 354

(Mandevilie) Бернард 323

(Meyer) Джон Р. 158

(Mitchell) Бриджер М. 234, 236, 237