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Contents:AcknowledgementsGeneral IntroductionPART I TRYGVEHAAVELMOIntroduction to Part IHoward R. Vane and Chris Mulhearn1. TrygveHaavelmo (1943a), 'The Statistical Implications of a System of SimultaneousEquations'2. Trygve Haavelmo (1943b), 'Statistical Testing of Business-CycleTheories'3. Trygve Haavelmo (1944), 'The Probability Approach inEconometrics'4. M.A. Girshick and Trygve Haavelmo (1947), 'StatisticalAnalysis of the Demand for Food: Examples of Simultaneous Estimation ofStructural Equations'PART II JAMES J. HECKMAN Introduction to Part IIHowardR. Vane and Chris Mulhearn5. James Heckman (1974), 'Shadow Prices, MarketWages and Labor Supply'6. James J. Heckman (1976), 'A Life-Cycle Model ofEarnings, Learning, and Consumption'7. James J. Heckman (1979), 'SampleSelection Bias as a Specification Error'8. James Heckman (1990), 'Varietiesof Selection Bias'9. Stephen V. Cameron and James J. Heckman (1998), 'LifeCycle Schooling and Dynamic Selection Bias: Models and Evidence for FiveCohorts of American Males'10. James J. Heckman, Thomas M. Lyons and Petra E.Todd (2000), 'Understanding Black-White Wage Differentials, 1960-1990'PARTIII DANIEL L. McFADDEN Introduction to Part IIIHoward R. Vane and ChrisMulhearn11. Daniel McFadden (1974), 'Conditional Logit Analysis ofQualitative Choice Behavior'12. Daniel McFadden (1975), 'The RevealedPreferences of a Government Bureaucracy: Theory'13. Daniel McFadden (1976),'The Revealed Preferences of a Government Bureaucracy: Empirical Evidence'14.Daniel McFadden (1978), 'Modelling the Choice of Residential Location'PARTIV ROBERT E. ENGLE Introduction to Part IVHoward R. Vane and ChrisMulhearn15. Robert F. Engle (1982), 'Autoregressive ConditionalHeteroscedasticity With Estimates of the Variance of United KingdomInflation'16. Robert F. Engle, David M. Lilien and Russell P. Robins (1987),'Estimating Time-Varying Risk Premia in the Term Structure: the ARCH-MModel'17. Robert F. Engle and C.W.J. Granger (1987), 'Co-integration andError Correction: Representation, Estimation and Testing'PART V CLIVE W.J.GRANGER Introduction to Part VHoward R. Vane and Chris Mulhearn18. C.W.J.Granger (1969), 'Investigating Causal Relations by Econometric Models andCross-Spectral Methods'19. J.M Bates and C.W.J. Granger (1969), 'TheCombination of Forecasts'20. C.W.J. Granger and P. Newbold (1974), 'SpuriousRegressions in Econometrics'21. C.W.J. Granger (1981), 'Some Properties ofTime Series Data and Their Use in Econometric Model Specification'22. C.W.J.Granger and A.A. Weiss (1983), 'Time Series Analysis of Error CorrectionModels'Name Index