Likelihood inference in econometrics / by Nerlove, Marc 1933- (Marc Leon)

An introduction to Bayesian inference in econometrics / by Zellner, Arnold, 1927-2010

Statistical inference in dynamic economic models /

Econometric inference using simulation techniques /

Learning and practicing econometrics / by Griffiths, William E.

Table of Contents: “…THE FOUNDATIONS OF ESTIMATION AND INFERENCE. Some Basic Ideas: Statistical Concepts for Economists. …”

The Theory and practice of econometrics /

Table of Contents: “…Sampling theory and Bayesian approaches to inference. -- The Classical Inference Approach for the General Linear Model. -- Statistical Decision Theory and Biased Estimation. -- The Bayesian Approach to Inference. -- Inference in general statistical models and time series. -- Some Asymptotic Theory and Other General Results for the Linear Statistical Model. -- Nonlinear Statistical Models. -- Time Series. -- Dynamic specifications. -- Autocorrelation. -- Finite Distributed Lags. -- Infinite Distributed Lags. -- Some alternative covariance structures. -- Heteroskedasticity. -- Disturbance-Related Sets of Regression Equations. -- Inference in Models that Combine Time Series and Cross-Sectional Data. -- Inference in simultaneous equation models. -- Specification and Identification in Simultaneous Equation Models. -- Estimation and Inference in a System of Simultaneous Equations. -- Multiple Time Series and Systems of Dynamic Simultaneous Equations. -- Further model extensions. -- Unobservable Variables. -- Qualitative and Limited Dependent Variable Models. -- Varying and Random Coefficient Models. -- Non-Normal Disturbances. -- On Selecting the Set of Aggressors. -- Multicollinearity. -- Appendices.…”

Statistical foundations of econometric modelling / by Spanos, Aris

Table of Contents: “…Probability theory -- Pte.3. Statistical inference -- Pte.4. The linear regression and related statistical models.…”

Preface to econometrics : an introduction to quantitative methods in economics / by Brennan, Michael Joseph, 1928-

Table of Contents: “…Econometric models -- Pte.4. Statistical inference -- Pte.5. Econometric models reconsidered.…”

Econometric models and methods / by Christ, Carl F., 1923-

Table of Contents: “…Introduction to problems of statistical inference in econometrics -- 8. Identification -- 9. …”