This volume includes papers delivered at the Fourth World Congress of the Econometric Society.

This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.

Part I. Qualitative response models
1. Qualitative response models Daniel McFadden
Part II. The structural analysis of longitudinal data: 2. The identification problem in econometric models for duration data James J. Heckman and Burton Singer
Part III. Experimentation in econometrics: 3. The effects of time in economic experiments Jerry A. Hausman
Part IV. Small-sample distribution theory: 4. Some recent developments on the distributions of single-equation estimators T. W. Anderson
5. Best uniform and modified Pade approximants to probability densities in econometrics P. C. B. Phillips
Part V. Topics in time-series analysis: 6. Identifiability and problems of model selection in econometrics R. E. Kalman
Part VI. Testing for causation and exogeneity: 7. Causality, exogeneity, and inference John Geweke
8. Generating mechanisms, models, and causality C. W. J. Granger
Part VII. Alternative tests and estimators: 9. Comparing alternative asymptotically equivalent tests Thomas J. Rothenberg
10. Conflict among testing procedures in a linear regression model with lagged dependent variables G. B. A. Evans and N. E. Savin
Part VIII. Modeling centrally planned economies: 11. Macroeconomic modeling based on econometric and simulation models for the Polish economy Zbigniew Czerwiriski and Wladyslaw Welfe.