Edited by Howard R. Vane, Emeritus Professor of Economics, Liverpool Business School, Liverpool John Moores University, UK and Chris Mulhearn, formerly Reader in Economics, Liverpool Business School, Liverpool John Moores University, UK

• Contents:AcknowledgementsGeneral IntroductionPART ITRYGVE HAAVELMOIntroduction to Part IHoward R. Vane and Chris Mulhearn1. Trygve Haavelmo (1943a), ‘The Statistical Implications of a System of Simultaneous Equations’2. Trygve Haavelmo (1943b), ‘Statistical Testing of Business-Cycle Theories’3. Trygve Haavelmo (1944), ‘The Probability Approach in Econometrics’4. M.A. Girshick and Trygve Haavelmo (1947), ‘Statistical Analysis of the Demand for Food: Examples of Simultaneous Estimation of Structural Equations’PART IIJAMES J. HECKMAN Introduction to Part IIHoward R. Vane and Chris Mulhearn5. James Heckman (1974), ‘Shadow Prices, Market Wages and Labor Supply’6. James J. Heckman (1976), ‘A Life-Cycle Model of Earnings, Learning, and Consumption’7. James J. Heckman (1979), ‘Sample Selection Bias as a Specification Error’8. James Heckman (1990), ‘Varieties of Selection Bias’9. Stephen V. Cameron and James J. Heckman (1998), ‘Life Cycle Schooling and Dynamic Selection Bias: Models and Evidence for Five Cohorts of American Males’10. James J. Heckman, Thomas M. Lyons and Petra E. Todd (2000), ‘Understanding Black-White Wage Differentials, 1960–1990’PART IIIDANIEL L. McFADDEN Introduction to Part IIIHoward R. Vane and Chris Mulhearn11. Daniel McFadden (1974), ‘Conditional Logit Analysis of Qualitative Choice Behavior’12. Daniel McFadden (1975), ‘The Revealed Preferences 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’PART IVROBERT E. ENGLE Introduction to Part IVHoward R. Vane and Chris Mulhearn15. Robert F. Engle (1982), ‘Autoregressive Conditional Heteroscedasticity With Estimates of the Variance of United Kingdom Inflation’16. Robert F. Engle, David M. Lilien and Russell P. Robins (1987), ‘Estimating Time-Varying Risk Premia in the Term Structure: the ARCH-M Model’17. Robert F. Engle and C.W.J. Granger (1987), ‘Co-integration and Error Correction: Representation, Estimation and Testing’PART VCLIVE W.J. GRANGER Introduction to Part VHoward R. Vane and Chris Mulhearn18. C.W.J. Granger (1969), ‘Investigating Causal Relations by Econometric Models and Cross–Spectral Methods’19. J.M Bates and C.W.J. Granger (1969), ‘The Combination of Forecasts’20. C.W.J. Granger and P. Newbold (1974), ‘Spurious Regressions in Econometrics’21. C.W.J. Granger (1981), ‘Some Properties of Time Series Data and Their Use in Econometric Model Specification’22. C.W.J. Granger and A.A. Weiss (1983), ‘Time Series Analysis of Error Correction Models’Name Index

‘What a brilliant idea! To provide readers with both information on the Nobel Laureates in Economics and, to the degree possible, the original papers for which they were honored. The names of the “contributing” Laureates speak for themselves. Howard Vane and Chris Mulhearn, the editors, and Edward Elgar, the publisher, are to be congratulated for putting the idea into effect.’