πŸ“š Bibliography

Advanced Econometrics with MORISTAT
Naguib Lallmahomed Β· naglal@linux-mauritius.com
Version 1.0 Β· July 2026

About This Bibliography

This bibliography lists all references cited in the Advanced Econometrics book. It includes foundational texts, seminal papers, and contemporary contributions that have shaped the field of econometrics.

How to Use This Bibliography:

References

Angrist, J. D., & Krueger, A. B. (1991) "Does compulsory school attendance affect schooling and earnings?" The Quarterly Journal of Economics, 106(4), 979–1014.
Arellano, M., & Bond, S. (1991) "Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations." The Review of Economic Studies, 58(2), 277–297.
Baltagi, B. H. (2021) Econometric Analysis of Panel Data Springer (6th ed.).
Blundell, R., & Bond, S. (1998) "Initial conditions and moment restrictions in dynamic panel data models." Journal of Econometrics, 87(1), 115–143.
Breusch, T. S., & Pagan, A. R. (1979) "A simple test for heteroscedasticity and random coefficient variation." Econometrica, 47(5), 1287–1294.
Cameron, A. C., & Trivedi, P. K. (2005) Microeconometrics: Methods and Applications Cambridge University Press.
Cox, D. R. (1972) "Regression models and life-tables." Journal of the Royal Statistical Society, Series B, 34(2), 187–220.
Durbin, J., & Watson, G. S. (1951) "Testing for serial correlation in least squares regression." Biometrika, 38(1/2), 159–177.
Frisch, R. (1926) "Sur un problΓ¨me d'Γ©conomΓ©trie." Nordisk Matematisk Tidskrift, 1(1), 1–17.
Gauss, C. F. (1809) Theoria Motus Corporum Coelestium in Sectionibus Conicis Solem Ambientium Friedrich Perthes und I. H. Besser.
Greene, W. H. (2018) Econometric Analysis Pearson (8th ed.).
Hausman, J. A. (1978) "Specification tests in econometrics." Econometrica, 46(6), 1251–1271.
Hausman, J. A., & Taylor, W. E. (1981) "Panel data and unobservable individual effects." Econometrica, 49(6), 1377–1398.
Hooker, R. H. (1911) "Review of Walter's The Sugar Industry of Mauritius: A Study in Correlation." Journal of the Royal Statistical Society, 74(1), 142–144.
Jarque, C. M., & Bera, A. K. (1980) "Efficient tests for normality, homoscedasticity and serial independence of regression residuals." Economics Letters, 6(3), 255–259.
Kaplan, E. L., & Meier, P. (1958) "Nonparametric estimation from incomplete observations." Journal of the American Statistical Association, 53(282), 457–481.
Lallmahomed, N. (2026) "MORISTAT: The Econometric Bridge β€” A Browser-Based Suite for Empirical Analysis." LINUX-MAURITIUS.
Lallmahomed, N. (2026) "Introductory Econometrics with MORISTAT." LINUX-MAURITIUS.
Moore, H. L. (1914) Economic Cycles: Their Law and Cause Macmillan.
Morgan, M. (1990) The History of Econometric Ideas Cambridge University Press.
Newey, W. K., & West, K. D. (1987) "A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix." Econometrica, 55(3), 703–708.
Nickell, S. (1981) "Biases in dynamic models with fixed effects." Econometrica, 49(6), 1417–1426.
Pearson, K. (1896) "Mathematical contributions to the theory of evolution. III. Regression, heredity, and panmixia." Philosophical Transactions of the Royal Society of London, Series A, 187, 253–318.
Qin, D. (1993) The Formation of Econometrics Oxford University Press.
Sargan, J. D. (1958) "The estimation of economic relationships using instrumental variables." Econometrica, 26(3), 393–415.
Staiger, D., & Stock, J. H. (1997) "Instrumental variables regression with weak instruments." Econometrica, 65(3), 557–586.
Storey, W. K. (1997) Science and Power in Colonial Mauritius University of Rochester Press.
Tinbergen, J. (1939) Statistical Testing of Business Cycle Theories League of Nations.
Tobit, J. (1958) "Estimation of relationships for limited dependent variables." Econometrica, 26(1), 24–36.
Walter, A. (1910) The Sugar Industry of Mauritius: A Study in Correlation Royal Alfred Observatory.
Wooldridge, J. M. (2010) Econometric Analysis of Cross Section and Panel Data MIT Press (2nd ed.).
Yule, G. U. (1897) "On the theory of correlation." Journal of the Royal Statistical Society, 60(4), 812–854.
Yule, G. U. (1907) "On the theory of correlation for any number of variables." Proceedings of the Royal Society of London, Series A, 79(529), 182–193.
Zaman, A. (2020) Decolonizing Economics Routledge.