This is the fifth volume in a ten-volume set designed for publication in 1997. It reprints in book form a selection of the most important and influential articles on probability, econometrics and economic games which cumulatively have had a major impact on the development of modern economics. There are 242 articles, dating from 1936 to 1996. Many of them were originally published in relatively inaccessible journals and may not, therefore, be available in the archives of many university libraries. The volumes are available separately and also as a complete ten-volume set. The contributors include D. Ellsberg, R.M. Hogart, J.B. Kadane, B.O. Koopmans, E.L. Lehman, D.F. Nicholls, H. Rubin, T.J. Sarjent, L.H. Summers and C.R. Wymer. This particular volume deals with the statistical theory that underlies the science of econometrics.
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[目次]
Part A - Statistical infrerence: some principals of the theory of testing hypothesesand Significance Level and power, E.L. Lehmann
on the interpretation and observation of laws, John W. Pratt and Robert Schlaifer
the role of Significance Texts, D.R. Cox
mathematical probability and statistical inference, Harald Cramer
the linear hypothesis and Idempotent Matrices, G.A.F. Seber. Part B- Errors hypotheses and tests - cricisms and discussion: the case against satistical significance testing, Ronald P. Carver, the illogic of statistical inference and cumulative science, Luis Guttman
the Loss Function has been mislaid - the rhetoric of significance tests, Donald N. McCloskey
testing a Point Null Hypothesis - the irreconcilability of P values and evidence, James O. Berger and Thomas Sellke
statistical significance - balancing evidence against doubt, Peter hall and Ben Selinger. Part C - Conventional treatments of estimation: estimation of peramiters of Econometrics models, H. Theil
a generalised classical method of Linear estimation of coefficients in a structural equation, R.L. Basmann
the estimation of relationships with Autocorrelated residuals by the use of instrumnet variables, J.D. Sargan
on the interpretation of Theil's Method of estimating economic reform, L.R. Klein
an instrumental variable interpretation of k-Class estimation, A.S. Goldberger
Three-stage Least Squares - simultaneous estimation of simultaneous equations, Arnold Zellner
an efficient method of estimating seemingly unralated regressions and tests of Aggreation Bias, arnold Zellner
a comparison of alternative estimators for simultaneous equations, Gregory C. Chow
the algebra of estimation in Linear Econometric systems, G.R. Fisher
Least Distance Estimators - a geomtric exposition, R.J. Wonnacott and T.H. Wonnacott. Part D - Alternative approaches to estimation: the role of Bound-Influence estimation in model selection, William S. Krasker
Stein's estimation Rule and its competitors - an empirical bayes approach, Bradley Efron and Carl Morris
Ridge Regression and James-Stein Estimation - review and comments, R. Craig van Notstrand
using least Squares to aproximate unknown regression functions, Halbert White
regression, Charles F. Manski
bayes estimates for the linear model, D.V. Linely and A.F.M. Smith
Bayesian Analysis in Econometrics, arnold Zellner
Asymptotic Theory and Econometric practice, Roger Koenker.
