1 (p0-1): Acknowledgments 1 (p0-2): Introduction 3 (p1): PartI Econometrics 3 (p1-2): 1. Tests of Equality between Sets of Coefficients in Two Linear Regressions,Econometrica,28:591-605,1960 18 (p1-3): 2. The Selection of Variates for Use in Prediction:A Generalization of Hotelling s Solution,in L.Klein, M.Nerlove,and S.C.Tsiang,eds.,Quantitative Economics and Development,New York:Academic Press,105-114,1980 28 (p1-4): 3. A Comparison of Alternative Estimators for Simultaneous Equations, Econometrica,32:532-553,1964 50 (p1-5): 4. A Theorem on Least Squares and Vector Correlation in Multivariate Linear Regression,Journal of the American Statistical Association, 61:413-414, 1966 52 (p1-6): 5. An Alternative Proof of Hannan s Theorem on Canonical Correlation and Multiple Equation Systems, Econometrica, 35:139-142, 1967 57 (p1-7): 6. Two Methods of Computing Full-Information Maximum Likelihood Estimates in Simultaneous Stochastic Equations, International Economic Review, 9:100-112, 1968 70 (p1-8): 7. Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (co-authored with An-loh Lin), Review of Economics and Statistics, LIII:372-375, 1971 74 (p1-9): 8. On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems, Review of Economics and Statistics, 55(1):104-109, 1973 80 (p1-10): 9. A Family of Estimators for Simultaneous Equation Systems, International Economic Review, 15:654-666,1974 93 (p1-11): 10. Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals (co-authored with R.C.Fair), Annals of Economic and Social Measurement, 4: 17-28, 1973 105 (p1-12): 11. Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods, Econometrica, 41: 109-118, 1973 116 (p1-13): 12. A Note on the Derivation of Theil s BLUS Residuals, Econometrica, 44(3):609-610, 1976 118 (p1-14): 13. Best...
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